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TSLQ vs. TSLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLQ vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXS TSLA Bear Daily ETF (TSLQ) and Direxion Daily TSLA Bull 2X ETF (TSLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLQ achieves a -3.74% return, which is significantly higher than TSLL's -20.85% return.


TSLQ

1D
0.06%
1M
-17.27%
YTD
-3.74%
6M
-7.45%
1Y
-62.40%
3Y*
-68.13%
5Y*
10Y*

TSLL

1D
0.00%
1M
13.88%
YTD
-20.85%
6M
-21.38%
1Y
7.17%
3Y*
9.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLQ vs. TSLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLQ
AXS TSLA Bear Daily ETF
-3.74%-74.67%-83.21%-59.97%99.34%
TSLL
Direxion Daily TSLA Bull 2X ETF
-20.85%-26.80%99.63%139.86%-73.85%

Correlation

The correlation between TSLQ and TSLL is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-1.00

Correlation (3Y)
Calculated over the trailing 3-year period

-0.99

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

-0.99

The correlation between TSLQ and TSLL has been stable across timeframes, ranging from -1.00 to -0.99 - a consistent structural relationship.

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Return for Risk

TSLQ vs. TSLL — Risk / Return Rank

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

TSLQ
TSLQ Risk / Return Rank: 33
Overall Rank
TSLQ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TSLQ Sortino Ratio Rank: 33
Sortino Ratio Rank
TSLQ Omega Ratio Rank: 33
Omega Ratio Rank
TSLQ Calmar Ratio Rank: 22
Calmar Ratio Rank
TSLQ Martin Ratio Rank: 44
Martin Ratio Rank

TSLL
TSLL Risk / Return Rank: 1212
Overall Rank
TSLL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1515
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1515
Omega Ratio Rank
TSLL Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSLL Martin Ratio Rank: 1010
Martin Ratio Rank
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.

TSLQ vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXS TSLA Bear Daily ETF (TSLQ) and Direxion Daily TSLA Bull 2X ETF (TSLL). 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.


TSLQTSLLDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

0.91

1.09

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.82

0.13

-0.96

Martin ratioReturn relative to average drawdown

-1.05

0.27

-1.32

TSLQ vs. TSLL - Sharpe Ratio Comparison

The current TSLQ Sharpe Ratio is -0.67, which is lower than the TSLL Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of TSLQ and TSLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TSLQTSLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

0.08

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

-0.08

-0.57

Drawdowns

TSLQ vs. TSLL - Drawdown Comparison

The maximum TSLQ drawdown since its inception was -98.73%, which is greater than TSLL's maximum drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for TSLQ and TSLL.


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Drawdown Indicators


TSLQTSLLDifference

Max Drawdown

Largest peak-to-trough decline

-98.73%

-82.88%

-15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-75.93%

-54.75%

-21.18%

Max Drawdown (3Y)

Largest decline over 3 years

-97.85%

-82.88%

-14.97%

Current Drawdown

Current decline from peak

-98.57%

-60.03%

-38.54%

Average Drawdown

Average peak-to-trough decline

-67.19%

-53.82%

-13.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.63%

26.72%

+32.91%

Volatility

TSLQ vs. TSLL - Volatility Comparison

AXS TSLA Bear Daily ETF (TSLQ) and Direxion Daily TSLA Bull 2X ETF (TSLL) have volatilities of 24.10% and 24.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLQTSLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.10%

24.26%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

54.84%

54.47%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

92.69%

92.38%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.11%

106.87%

-12.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.11%

106.87%

-12.76%

TSLQ vs. TSLL - Expense Ratio Comparison

TSLQ has a 1.15% expense ratio, which is higher than TSLL's 0.83% expense ratio.


Dividends

TSLQ vs. TSLL - Dividend Comparison

TSLQ's dividend yield for the trailing twelve months is around 10.97%, more than TSLL's 6.46% yield.


PositionTTM2025202420232022
TSLL
Direxion Daily TSLA Bull 2X ETF
6.46%5.00%2.47%4.44%1.57%
TSLQ
AXS TSLA Bear Daily ETF
10.97%10.56%4.95%13.35%2.56%

Frequently Asked Questions


TSLQ and TSLL have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLL has higher volatility (24.26%) compared to TSLQ (24.10%). In terms of maximum drawdown, TSLQ dropped -98.73% vs TSLL's -82.88%.

On 3-year performance, TSLL leads with 9.79% vs -68.13% for TSLQ. On fees, TSLL is cheaper at 0.83% per year. On volatility, TSLQ has been the lower-risk option at 24.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TSLL has performed better with a 9.79% return vs -68.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TSLL is cheaper with a 0.83% expense ratio, compared with 1.15% for TSLQ.

TSLQ has the higher dividend yield at 10.97%, compared with 6.46% for TSLL.

TSLQ is categorized as Inverse Equities, while TSLL is Leveraged Equities. They also come from different issuers: AXS and Direxion. Their fees differ too: 1.15% for TSLQ and 0.83% for TSLL.

TSLL currently has the higher Sharpe Ratio (0.08 vs -0.67), 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.

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