WTIU vs. TSII

Last updated Aug 4, 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 104.76% vs 0.68% for TSII. Their -0.08 correlation means they have often moved in opposite directions in the past. 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 95.37% return, which is significantly higher than TSII's -32.67% return.

WTIU

• 1D: -4.60%
• 1M: 39.23%
• 6M: 55.77%
• YTD: 95.37%
• 1Y: 104.76%
• 3Y*: -1.04%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -5.73%

TSII

• 1D: 3.63%
• 1M: -19.80%
• 6M: -28.72%
• YTD: -32.67%
• 1Y: 0.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -5.30%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TSII REX TSLA Growth & Income ETF	$1.40M	$1.26M	$1.06M
WTIU MicroSectors Energy 3X Leveraged ETN	$1.41M	$930.94K	$851.49K

WTIU vs. TSII - Yearly Performance Comparison

	2026 (YTD)	2025
WTIU MicroSectors Energy 3X Leveraged ETN	95.37%	6.10%
TSII REX TSLA Growth & Income ETF	-32.67%	39.41%

Correlation

The correlation between WTIU and TSII is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.14
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	-0.08

Return for Risk

WTIU vs. TSII — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WTIU

WTIU Risk / Return Rank: 55
WTIU Sharpe Ratio Rank: 63
WTIU Sortino Ratio Rank: 55
WTIU Omega Ratio Rank: 54
WTIU Calmar Ratio Rank: 60
WTIU Martin Ratio Rank: 44

TSII

TSII Risk / Return Rank: 12
TSII Sharpe Ratio Rank: 11
TSII Sortino Ratio Rank: 14
TSII Omega Ratio Rank: 14
TSII Calmar Ratio Rank: 11
TSII Martin Ratio Rank: 11

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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	1.51	0.01	+1.50
Sortino ratio: Return per unit of downside risk	1.99	0.35	+1.64
Omega ratio: Gain probability vs. loss probability	1.25	1.04	+0.20
Calmar ratio: Return relative to maximum drawdown	2.19	0.02	+2.17
Martin ratio: Return relative to average drawdown	4.99	0.04	+4.95

WTIU vs. TSII - Sharpe Ratio Comparison

The current WTIU Sharpe Ratio is 1.51, which is higher than the TSII Sharpe Ratio of 0.01. 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 -44.14%. 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%	-44.14%	-31.59%
Max Drawdown (1Y) Largest decline over 1 year	-48.11%	-44.14%	-3.97%
Max Drawdown (3Y) Largest decline over 3 years	-75.73%	—	—
Current Drawdown Current decline from peak	-30.75%	-38.47%	+7.72%
Average Drawdown Average peak-to-trough decline	-39.20%	-11.61%	-27.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.07%	15.94%	+5.13%

Volatility

WTIU vs. TSII - Volatility Comparison

The current volatility for MicroSectors Energy 3X Leveraged ETN (WTIU) is 22.17%, while REX TSLA Growth & Income ETF (TSII) has a volatility of 24.22%. This indicates that WTIU experiences smaller price fluctuations and is considered to be less risky 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	22.17%	24.22%	-2.05%
Volatility (6M) Calculated over the trailing 6-month period	57.97%	37.70%	+20.27%
Volatility (1Y) Calculated over the trailing 1-year period	69.79%	47.83%	+21.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.86%	50.47%	+20.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.86%	50.47%	+20.39%

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 105.45%.

Position	TTM	2025
TSII REX TSLA Growth & Income ETF	105.45%	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 -0.14, 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?

TSII has higher volatility (24.22%) compared to WTIU (22.17%). In terms of maximum drawdown, WTIU dropped -75.73% vs TSII's -44.14%.

Which ETF is better, WTIU or TSII?

On 1-year performance, WTIU leads with 104.76% vs 0.68% for TSII. On fees, WTIU is cheaper at 0.95% per year. On volatility, WTIU has been the lower-risk option at 22.17%. 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 104.76% return vs 0.68%. 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 105.45%, 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 (1.51 vs 0.01), 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.