TSYY vs. CWII

Last updated Jun 23, 2026

TSYY (GraniteShares YieldBOOST TSLA ETF) and CWII (REX CRWV Growth & Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.34 correlation, their price movements are largely independent. TSYY charges 1.15%/yr vs 1.03%/yr for CWII.

Performance

TSYY vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST TSLA ETF (TSYY) and REX CRWV Growth & Income ETF (CWII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSYY achieves a -15.07% return, which is significantly lower than CWII's 13,199.78% return.

TSYY

• 1D: 1.50%
• 1M: 0.40%
• YTD: -15.07%
• 6M: -22.69%
• 1Y: -7.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CWII

• 1D: 0.00%
• 1M: 10,273.16%
• YTD: 13,199.78%
• 6M: 11,630.75%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSYY vs. CWII - Yearly Performance Comparison

	2026 (YTD)	2025
TSYY GraniteShares YieldBOOST TSLA ETF	-15.07%	-11.33%
CWII REX CRWV Growth & Income ETF	13,199.78%	-45.06%

Correlation

The correlation between TSYY and CWII is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.34

Return for Risk

TSYY vs. CWII — Risk / Return Rank

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

TSYY

TSYY Risk / Return Rank: 6
TSYY Sharpe Ratio Rank: 6
TSYY Sortino Ratio Rank: 6
TSYY Omega Ratio Rank: 6
TSYY Calmar Ratio Rank: 6
TSYY Martin Ratio Rank: 6

CWII

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

TSYY vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST TSLA ETF (TSYY) and REX CRWV Growth & Income ETF (CWII). 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.

	TSYY	CWII	Difference
Sharpe ratio: Return per unit of total volatility	-0.25	—	—
Sortino ratio: Return per unit of downside risk	-0.14	—	—
Omega ratio: Gain probability vs. loss probability	0.98	—	—
Calmar ratio: Return relative to maximum drawdown	-0.28	—	—
Martin ratio: Return relative to average drawdown	-0.51	—	—

Drawdowns

TSYY vs. CWII - Drawdown Comparison

The maximum TSYY drawdown since its inception was -41.52%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for TSYY and CWII.

Drawdown Indicators

	TSYY	CWII	Difference
Max Drawdown Largest peak-to-trough decline	-41.52%	-51.04%	+9.52%
Max Drawdown (1Y) Largest decline over 1 year	-28.39%	—	—
Current Drawdown Current decline from peak	-35.53%	0.00%	-35.53%
Average Drawdown Average peak-to-trough decline	-26.20%	-33.26%	+7.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.52%	—	—

Volatility

Volatility by Period

	TSYY	CWII	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.28%	13,701.30%	-13,670.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.17%	13,701.30%	-13,664.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.17%	13,701.30%	-13,664.13%

TSYY vs. CWII - Expense Ratio Comparison

TSYY has a 1.15% expense ratio, which is higher than CWII's 1.03% expense ratio.

Dividends

TSYY vs. CWII - Dividend Comparison

TSYY's dividend yield for the trailing twelve months is around 257.96%, more than CWII's 123.26% yield.

Position	TTM	2025	2024
CWII REX CRWV Growth & Income ETF	123.26%	6.09%	0.00%
TSYY GraniteShares YieldBOOST TSLA ETF	257.96%	256.64%	0.19%

Frequently Asked Questions

Can I hold both TSYY and CWII in my portfolio?

TSYY and CWII have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TSYY or CWII?

On fees, CWII is cheaper at 1.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TSYY or CWII?

CWII is cheaper with a 1.03% expense ratio, compared with 1.15% for TSYY.

Which ETF pays a higher dividend yield, TSYY or CWII?

TSYY has the higher dividend yield at 257.96%, compared with 123.26% for CWII.

What is the main difference between TSYY and CWII?

They also come from different issuers: GraniteShares and REX Shares. Their fees differ too: 1.15% for TSYY and 1.03% for CWII.