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TSYY vs. TSII
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYY vs. TSII - Performance Comparison

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

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TSYY vs. TSII - Yearly Performance Comparison


2026 (YTD)2025
TSYY
GraniteShares YieldBOOST TSLA ETF
-14.82%8.37%
TSII
REX TSLA Growth & Income ETF
-14.56%43.72%

Returns By Period

The year-to-date returns for both investments are quite close, with TSYY having a -14.82% return and TSII slightly higher at -14.56%.


TSYY

1D
2.06%
1M
-7.50%
YTD
-14.82%
6M
-20.99%
1Y
-1.39%
3Y*
5Y*
10Y*

TSII

1D
5.67%
1M
-6.20%
YTD
-14.56%
6M
-10.85%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSYY vs. TSII - Expense Ratio Comparison

Both TSYY and TSII have an expense ratio of 0.99%.


Return for Risk

TSYY vs. TSII — Risk / Return Rank

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

TSYY
TSYY Risk / Return Rank: 1212
Overall Rank
TSYY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TSYY Sortino Ratio Rank: 1313
Sortino Ratio Rank
TSYY Omega Ratio Rank: 1313
Omega Ratio Rank
TSYY Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSYY Martin Ratio Rank: 1010
Martin Ratio Rank

TSII
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. TSII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST TSLA ETF (TSYY) 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.


TSYYTSIIDifference

Sharpe ratio

Return per unit of total volatility

-0.04

Sortino ratio

Return per unit of downside risk

0.19

Omega ratio

Gain probability vs. loss probability

1.02

Calmar ratio

Return relative to maximum drawdown

-0.12

Martin ratio

Return relative to average drawdown

-0.31

TSYY vs. TSII - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYYTSIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

0.60

-1.19

Correlation

The correlation between TSYY and TSII is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TSYY vs. TSII - Dividend Comparison

TSYY's dividend yield for the trailing twelve months is around 311.77%, more than TSII's 59.25% yield.


TTM20252024
TSYY
GraniteShares YieldBOOST TSLA ETF
311.77%256.64%0.19%
TSII
REX TSLA Growth & Income ETF
59.25%32.17%0.00%

Drawdowns

TSYY vs. TSII - Drawdown Comparison

The maximum TSYY drawdown since its inception was -41.52%, which is greater than TSII's maximum drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for TSYY and TSII.


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Drawdown Indicators


TSYYTSIIDifference

Max Drawdown

Largest peak-to-trough decline

-41.52%

-26.12%

-15.40%

Max Drawdown (1Y)

Largest decline over 1 year

-26.00%

Current Drawdown

Current decline from peak

-35.35%

-21.92%

-13.43%

Average Drawdown

Average peak-to-trough decline

-24.51%

-7.18%

-17.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.44%

Volatility

TSYY vs. TSII - Volatility Comparison


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Volatility by Period


TSYYTSIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

Volatility (6M)

Calculated over the trailing 6-month period

24.75%

Volatility (1Y)

Calculated over the trailing 1-year period

35.90%

47.37%

-11.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.56%

47.37%

-7.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.56%

47.37%

-7.81%