TSLW vs. TSII
TSLW (Roundhill TSLA WeeklyPay™ ETF) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - TSLW is a Derivative Income fund actively managed by Roundhill, while TSII is a Leveraged Equities fund actively managed by REX. Both are actively managed. Over the past year, TSLW returned -3.40% vs -2.85% for TSII. Their 0.99 correlation means they have historically moved very closely together. Both charge a 0.99% expense ratio.
Performance
TSLW vs. TSII - Performance Comparison
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Returns By Period
In the year-to-date period, TSLW achieves a -38.16% return, which is significantly lower than TSII's -35.03% return.
TSLW
- 1D
- 1.15%
- 1M
- -25.15%
- 6M
- -34.54%
- YTD
- -38.16%
- 1Y
- -3.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -14.25%
TSII
- 1D
- 1.37%
- 1M
- -22.61%
- 6M
- -32.70%
- YTD
- -35.03%
- 1Y
- -2.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -8.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.63M | $1.31M | $1.07M | |
| $2.02M | $1.80M | $2.69M |
TSLW vs. TSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -38.16% | 32.50% |
TSII REX TSLA Growth & Income ETF | -35.03% | 39.41% |
Correlation
The correlation between TSLW and TSII is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | 0.99 |
The correlation between TSLW and TSII has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
TSLW vs. TSII — Risk / Return Rank
TSLW
TSII
TSLW vs. TSII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and REX TSLA Growth & Income ETF (TSII). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSLW | TSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.02 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.11 | -0.01 |
| Martin ratioReturn relative to average drawdown | -0.29 | -0.29 | 0.00 |
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Drawdowns
TSLW vs. TSII - Drawdown Comparison
The maximum TSLW drawdown since its inception was -47.19%, which is greater than TSII's maximum drawdown of -44.14%. Use the drawdown chart below to compare losses from any high point for TSLW and TSII.
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Drawdown Indicators
| TSLW | TSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -44.14% | -3.05% |
Max Drawdown (1Y)Largest decline over 1 year | -47.19% | -44.14% | -3.05% |
Current DrawdownCurrent decline from peak | -44.27% | -40.63% | -3.64% |
Average DrawdownAverage peak-to-trough decline | -14.92% | -11.52% | -3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.01% | 15.75% | +3.26% |
Volatility
TSLW vs. TSII - Volatility Comparison
Roundhill TSLA WeeklyPay™ ETF (TSLW) and REX TSLA Growth & Income ETF (TSII) have volatilities of 24.91% and 24.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLW | TSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.91% | 24.75% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 41.72% | 37.69% | +4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.54% | 47.70% | +7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.84% | 50.45% | +8.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.84% | 50.45% | +8.39% |
TSLW vs. TSII - Expense Ratio Comparison
Both TSLW and TSII have an expense ratio of 0.99%.
Dividends
TSLW vs. TSII - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 121.20%, more than TSII's 109.28% yield.
| Position | TTM | 2025 |
|---|---|---|
TSII REX TSLA Growth & Income ETF | 109.28% | 32.17% |
TSLW Roundhill TSLA WeeklyPay™ ETF | 121.20% | 49.31% |
Frequently Asked Questions
With a correlation of 0.99, TSLW and TSII move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TSLW has higher volatility (24.91%) compared to TSII (24.75%). In terms of maximum drawdown, TSLW dropped -47.19% vs TSII's -44.14%.
On 1-year performance, TSII leads with -2.85% vs -3.40% for TSLW. Both ETFs have the same 0.99% expense ratio. On volatility, TSII has been the lower-risk option at 24.75%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSII has performed better with a -2.85% return vs -3.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TSLW and TSII have the same expense ratio: 0.99% per year.
TSLW has the higher dividend yield at 121.20%, compared with 109.28% for TSII.
TSLW is categorized as Derivative Income, while TSII is Leveraged Equities. They also come from different issuers: Roundhill and REX.
TSII currently has the higher Sharpe Ratio (-0.10 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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