WTIU vs. TSII

Last updated Jun 24, 2026

WTIU (MicroSectors Energy 3X Leveraged ETN) and TSII (REX TSLA Growth & Income ETF) are both Leveraged Equities funds from REX. WTIU is passively managed, while TSII is actively managed. Over the past year, WTIU returned 40.86% vs 14.16% for TSII. At a correlation of -0.04, they often move in opposite directions. WTIU charges 0.95%/yr vs 0.99%/yr for TSII.

Performance

WTIU vs. TSII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy 3X Leveraged ETN (WTIU) 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, WTIU achieves a 48.25% return, which is significantly higher than TSII's -17.18% return.

WTIU

• 1D: 1.81%
• 1M: -23.04%
• YTD: 48.25%
• 6M: 48.93%
• 1Y: 40.86%
• 3Y*: 0.71%
• 5Y*: —
• 10Y*: —

TSII

• 1D: -8.05%
• 1M: -11.96%
• YTD: -17.18%
• 6M: -23.93%
• 1Y: 14.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTIU vs. TSII - Yearly Performance Comparison

	2026 (YTD)	2025
WTIU MicroSectors Energy 3X Leveraged ETN	48.25%	6.10%
TSII REX TSLA Growth & Income ETF	-17.18%	39.41%

Correlation

The correlation between WTIU and TSII is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	-0.04

Return for Risk

WTIU vs. TSII — Risk / Return Rank

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

WTIU

WTIU Risk / Return Rank: 20
WTIU Sharpe Ratio Rank: 18
WTIU Sortino Ratio Rank: 22
WTIU Omega Ratio Rank: 21
WTIU Calmar Ratio Rank: 20
WTIU Martin Ratio Rank: 20

TSII

TSII Risk / Return Rank: 14
TSII Sharpe Ratio Rank: 13
TSII Sortino Ratio Rank: 14
TSII Omega Ratio Rank: 14
TSII Calmar Ratio Rank: 14
TSII Martin Ratio Rank: 14

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.

WTIU vs. TSII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy 3X Leveraged ETN (WTIU) 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.

	WTIU	TSII	Difference
Sharpe ratio: Return per unit of total volatility	0.60	0.32	+0.28
Sortino ratio: Return per unit of downside risk	1.19	0.73	+0.46
Omega ratio: Gain probability vs. loss probability	1.14	1.09	+0.06
Calmar ratio: Return relative to maximum drawdown	0.87	0.49	+0.38
Martin ratio: Return relative to average drawdown	2.30	1.10	+1.20

WTIU vs. TSII - Sharpe Ratio Comparison

The current WTIU Sharpe Ratio is 0.60, which is higher than the TSII Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of WTIU 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.

Drawdowns

WTIU vs. TSII - Drawdown Comparison

The maximum WTIU drawdown since its inception was -75.73%, which is greater than TSII's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for WTIU and TSII.

Drawdown Indicators

	WTIU	TSII	Difference
Max Drawdown Largest peak-to-trough decline	-75.73%	-29.03%	-46.70%
Max Drawdown (1Y) Largest decline over 1 year	-47.07%	-29.03%	-18.04%
Max Drawdown (3Y) Largest decline over 3 years	-75.73%	—	—
Current Drawdown Current decline from peak	-47.45%	-24.32%	-23.13%
Average Drawdown Average peak-to-trough decline	-39.19%	-9.92%	-29.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.80%	12.86%	+4.94%

Volatility

WTIU vs. TSII - Volatility Comparison

MicroSectors Energy 3X Leveraged ETN (WTIU) has a higher volatility of 23.51% compared to REX TSLA Growth & Income ETF (TSII) at 16.81%. This indicates that WTIU's price experiences larger fluctuations and is considered to be riskier than TSII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTIU	TSII	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.51%	16.81%	+6.70%
Volatility (6M) Calculated over the trailing 6-month period	56.01%	30.34%	+25.67%
Volatility (1Y) Calculated over the trailing 1-year period	68.81%	44.60%	+24.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.79%	47.24%	+23.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.79%	47.24%	+23.55%

WTIU vs. TSII - Expense Ratio Comparison

WTIU has a 0.95% expense ratio, which is lower than TSII's 0.99% expense ratio.

Dividends

WTIU vs. TSII - Dividend Comparison

WTIU has not paid dividends to shareholders, while TSII's dividend yield for the trailing twelve months is around 81.88%.

Position	TTM	2025
TSII REX TSLA Growth & Income ETF	81.88%	32.17%
WTIU MicroSectors Energy 3X Leveraged ETN	0.00%	0.00%

Frequently Asked Questions

Can I hold both WTIU and TSII in my portfolio?

WTIU and TSII have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTIU or TSII?

WTIU has higher volatility (23.51%) compared to TSII (16.81%). In terms of maximum drawdown, WTIU dropped -75.73% vs TSII's -29.03%.

Which ETF is better, WTIU or TSII?

On 1-year performance, WTIU leads with 40.86% vs 14.16% for TSII. On fees, WTIU is cheaper at 0.95% per year. On volatility, TSII has been the lower-risk option at 16.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTIU or TSII?

Over the 1-year period, WTIU has performed better with a 40.86% return vs 14.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTIU or TSII?

WTIU is cheaper with a 0.95% expense ratio, compared with 0.99% for TSII.

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

TSII has the higher dividend yield at 81.88%, compared with 0.00% for WTIU.

What is the main difference between WTIU and TSII?

Their fees differ too: 0.95% for WTIU and 0.99% for TSII.

Which has better risk-adjusted returns?

WTIU currently has the higher Sharpe Ratio (0.60 vs 0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.