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TSLY.TO vs. TSII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLY.TO vs. TSII - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) and REX TSLA Growth & Income ETF (TSII). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TSLY.TO is traded in CAD, while TSII is traded in USD. To make them comparable, the TSII values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSLY.TO achieves a -8.48% return, which is significantly higher than TSII's -12.81% return.


TSLY.TO

1D
-0.58%
1M
-2.74%
6M
-7.22%
YTD
-8.48%
1Y
39.16%
3Y*
5Y*
10Y*

TSII

1D
-1.19%
1M
-5.33%
6M
-12.32%
YTD
-12.81%
1Y
29.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLY.TO vs. TSII - Yearly Performance Comparison


2026 (YTD)2025
TSLY.TO
Harvest Tesla Enhanced High Income Shares ETF
-8.48%40.01%
TSII
REX TSLA Growth & Income ETF
-12.81%39.20%

Correlation

The correlation between TSLY.TO and TSII is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2025

0.92

The correlation between TSLY.TO and TSII has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

TSLY.TO vs. TSII — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSLY.TO
TSLY.TO Risk / Return Rank: 3030
Overall Rank
TSLY.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TSLY.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
TSLY.TO Omega Ratio Rank: 2828
Omega Ratio Rank
TSLY.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
TSLY.TO Martin Ratio Rank: 2828
Martin Ratio Rank

TSII
TSII Risk / Return Rank: 2222
Overall Rank
TSII Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TSII Sortino Ratio Rank: 2222
Sortino Ratio Rank
TSII Omega Ratio Rank: 2222
Omega Ratio Rank
TSII Calmar Ratio Rank: 2323
Calmar Ratio Rank
TSII Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSLY.TO vs. TSII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) 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.


TSLY.TOTSIIDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratioReturn relative to maximum drawdown

1.33

1.01

+0.32

Martin ratioReturn relative to average drawdown

3.07

2.13

+0.94

TSLY.TO vs. TSII - Sharpe Ratio Comparison

The current TSLY.TO Sharpe Ratio is 0.89, which is higher than the TSII Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of TSLY.TO and TSII, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSLY.TO vs. TSII - Drawdown Comparison

The maximum TSLY.TO drawdown since its inception was -58.91%, which is greater than TSII's maximum drawdown of -28.76%. Use the drawdown chart below to compare losses from any high point for TSLY.TO and TSII.


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Drawdown Indicators


TSLY.TOTSIIDifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-28.76%

-30.15%

Max Drawdown (1Y)

Largest decline over 1 year

-29.78%

-28.76%

-1.02%

Current Drawdown

Current decline from peak

-18.34%

-20.87%

+2.53%

Average Drawdown

Average peak-to-trough decline

-26.20%

-10.55%

-15.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.86%

13.64%

-0.78%

Volatility

TSLY.TO vs. TSII - Volatility Comparison

The current volatility for Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) is 15.97%, while REX TSLA Growth & Income ETF (TSII) has a volatility of 17.19%. This indicates that TSLY.TO experiences smaller price fluctuations and is considered to be less risky than TSII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLY.TOTSIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.97%

17.19%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

31.62%

32.39%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

44.85%

44.39%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.21%

48.19%

+12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.21%

48.19%

+12.02%

TSLY.TO vs. TSII - Expense Ratio Comparison

TSLY.TO has a 0.40% expense ratio, which is lower than TSII's 0.99% expense ratio.


Dividends

TSLY.TO vs. TSII - Dividend Comparison

TSLY.TO's dividend yield for the trailing twelve months is around 39.80%, less than TSII's 81.90% yield.


PositionTTM2025
TSII
REX TSLA Growth & Income ETF
81.90%32.17%
TSLY.TO
Harvest Tesla Enhanced High Income Shares ETF
39.80%32.51%

Frequently Asked Questions


With a correlation of 0.93, TSLY.TO 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.

On fees, TSLY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSLY.TO is cheaper with a 0.40% expense ratio, compared with 0.99% for TSII.

TSLY.TO is categorized as Derivative Income, while TSII is Leveraged Equities. They also come from different issuers: Harvest and REX. Their fees differ too: 0.40% for TSLY.TO and 0.99% for TSII.

Portfolio Optimizer

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