TSYY vs. TSII

Last updated Jun 4, 2026

TSYY (GraniteShares YieldBOOST TSLA ETF) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - TSYY is a Derivative Income fund actively managed by GraniteShares, while TSII is a Leveraged Equities fund actively managed by REX. Both are actively managed. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.99% expense ratio.

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.

Returns By Period

In the year-to-date period, TSYY achieves a -16.60% return, which is significantly lower than TSII's -6.73% return.

TSYY

• 1D: 0.17%
• 1M: -1.04%
• YTD: -16.60%
• 6M: -16.47%
• 1Y: -12.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSII

• 1D: 0.32%
• 1M: 6.19%
• YTD: -6.73%
• 6M: -7.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSYY vs. TSII - Yearly Performance Comparison

	2026 (YTD)	2025
TSYY GraniteShares YieldBOOST TSLA ETF	-16.60%	8.37%
TSII REX TSLA Growth & Income ETF	-6.73%	43.72%

Correlation

The correlation between TSYY and TSII is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.89

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: 5
TSYY Sharpe Ratio Rank: 5
TSYY Sortino Ratio Rank: 5
TSYY Omega Ratio Rank: 5
TSYY Calmar Ratio Rank: 5
TSYY Martin Ratio Rank: 5

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.

	TSYY	TSII	Difference
Sharpe ratio: Return per unit of total volatility	-0.39	—	—
Sortino ratio: Return per unit of downside risk	-0.33	—	—
Omega ratio: Gain probability vs. loss probability	0.96	—	—
Calmar ratio: Return relative to maximum drawdown	-0.45	—	—
Martin ratio: Return relative to average drawdown	-0.85	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TSYY	TSII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.59	0.75	-1.33

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 -29.03%. Use the drawdown chart below to compare losses from any high point for TSYY and TSII.

Drawdown Indicators

	TSYY	TSII	Difference
Max Drawdown Largest peak-to-trough decline	-41.52%	-29.03%	-12.49%
Max Drawdown (1Y) Largest decline over 1 year	-27.31%	—	—
Current Drawdown Current decline from peak	-36.69%	-14.76%	-21.93%
Average Drawdown Average peak-to-trough decline	-25.88%	-9.31%	-16.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.49%	—	—

Volatility

Volatility by Period

	TSYY	TSII	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.77%	46.04%	-14.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.52%	46.04%	-8.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.52%	46.04%	-8.52%

TSYY vs. TSII - Expense Ratio Comparison

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

Dividends

TSYY vs. TSII - Dividend Comparison

TSYY's dividend yield for the trailing twelve months is around 282.79%, more than TSII's 70.30% yield.

Position	TTM	2025	2024
TSII REX TSLA Growth & Income ETF	70.30%	32.17%	0.00%
TSYY GraniteShares YieldBOOST TSLA ETF	282.79%	256.64%	0.19%

Frequently Asked Questions

Can I hold both TSYY and TSII in my portfolio?

TSYY and TSII have a correlation of 0.89, 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 TSII?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TSYY or TSII?

TSYY and TSII have the same expense ratio: 0.99% per year.

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

TSYY has the higher dividend yield at 282.79%, compared with 70.30% for TSII.

What is the main difference between TSYY and TSII?

TSYY is categorized as Derivative Income, while TSII is Leveraged Equities. They also come from different issuers: GraniteShares and REX.