TSLY vs. TSII
TSLY (YieldMax TSLA Option Income Strategy ETF) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - TSLY is a Options Trading fund actively managed by YieldMax, while TSII is a Leveraged Equities fund actively managed by REX. Both are actively managed. Over the past year, TSLY returned 27.37% vs 31.54% for TSII. With a 0.99 correlation, they move nearly in lockstep. TSLY charges 1.07%/yr vs 0.99%/yr for TSII.
Performance
TSLY vs. TSII - Performance Comparison
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Returns By Period
In the year-to-date period, TSLY achieves a -2.70% return, which is significantly higher than TSII's -8.47% return.
TSLY
- 1D
- -1.05%
- 1M
- 4.95%
- YTD
- -2.70%
- 6M
- -3.20%
- 1Y
- 27.37%
- 3Y*
- 14.39%
- 5Y*
- —
- 10Y*
- —
TSII
- 1D
- -1.87%
- 1M
- 4.80%
- YTD
- -8.47%
- 6M
- -10.32%
- 1Y
- 31.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLY vs. TSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | -2.70% | 30.91% |
TSII REX TSLA Growth & Income ETF | -8.47% | 43.72% |
Correlation
The correlation between TSLY and TSII is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | 0.99 |
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Return for Risk
TSLY vs. TSII — Risk / Return Rank
TSLY
TSII
TSLY vs. TSII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) 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.
| TSLY | TSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | — | — |
| Martin ratioReturn relative to average drawdown | 3.10 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSLY | TSII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.69 | -0.40 |
Drawdowns
TSLY vs. TSII - Drawdown Comparison
The maximum TSLY drawdown since its inception was -49.52%, which is greater than TSII's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for TSLY and TSII.
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Drawdown Indicators
| TSLY | TSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.52% | -29.03% | -20.49% |
Max Drawdown (1Y)Largest decline over 1 year | -21.64% | -29.03% | +7.39% |
Max Drawdown (3Y)Largest decline over 3 years | -49.52% | — | — |
Current DrawdownCurrent decline from peak | -9.03% | -16.36% | +7.33% |
Average DrawdownAverage peak-to-trough decline | -19.99% | -9.34% | -10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.95% | — | — |
Volatility
TSLY vs. TSII - Volatility Comparison
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Volatility by Period
| TSLY | TSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.02% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 22.40% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 38.20% | 45.99% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.48% | 45.99% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.48% | 45.99% | -0.51% |
TSLY vs. TSII - Expense Ratio Comparison
TSLY has a 1.07% expense ratio, which is higher than TSII's 0.99% expense ratio.
Dividends
TSLY vs. TSII - Dividend Comparison
TSLY's dividend yield for the trailing twelve months is around 86.88%, more than TSII's 71.64% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
TSII REX TSLA Growth & Income ETF | 71.64% | 32.17% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 86.88% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
With a correlation of 0.99, TSLY 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 1-year performance, TSII leads with 31.54% vs 27.37% for TSLY. On fees, TSII is cheaper at 0.99% per year. 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 31.54% return vs 27.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TSII is cheaper with a 0.99% expense ratio, compared with 1.07% for TSLY.
TSLY has the higher dividend yield at 86.88%, compared with 71.64% for TSII.
TSLY is categorized as Options Trading, while TSII is Leveraged Equities. They also come from different issuers: YieldMax and REX. Their fees differ too: 1.07% for TSLY and 0.99% for TSII.
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