APHU vs. TSLZ

Last updated Jun 25, 2026

APHU (T-REX 2X Long APH Daily Target ETF) and TSLZ (T-Rex 2X Inverse Tesla Daily Target ETF) are both exchange-traded funds - APHU is a Leveraged Equities fund tracking the Amphenol Corporation (APH), while TSLZ is a Inverse Equities fund actively managed by T-Rex. APHU is passively managed, while TSLZ is actively managed. At a correlation of -0.34, they often move in opposite directions. APHU charges 1.50%/yr vs 1.05%/yr for TSLZ.

Performance

APHU vs. TSLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long APH Daily Target ETF (APHU) and T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

APHU

• 1D: 3.21%
• 1M: 45.70%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLZ

• 1D: 2.87%
• 1M: 21.75%
• YTD: 14.62%
• 6M: 32.94%
• 1Y: -52.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

APHU vs. TSLZ - Yearly Performance Comparison

	2026 (YTD)
APHU T-REX 2X Long APH Daily Target ETF	4.18%
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF	0.29%

Correlation

The correlation between APHU and TSLZ is -0.34, 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 (All Time) Calculated using the full available price history since Feb 18, 2026	-0.34

Return for Risk

APHU vs. TSLZ — Risk / Return Rank

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

APHU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TSLZ

TSLZ Risk / Return Rank: 4
TSLZ Sharpe Ratio Rank: 4
TSLZ Sortino Ratio Rank: 5
TSLZ Omega Ratio Rank: 5
TSLZ Calmar Ratio Rank: 3
TSLZ 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.

APHU vs. TSLZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long APH Daily Target ETF (APHU) and T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ). 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.

	APHU	TSLZ	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.61	—
Sortino ratio: Return per unit of downside risk	—	-0.60	—
Omega ratio: Gain probability vs. loss probability	—	0.93	—
Calmar ratio: Return relative to maximum drawdown	—	-0.72	—
Martin ratio: Return relative to average drawdown	—	-0.92	—

Drawdowns

APHU vs. TSLZ - Drawdown Comparison

The maximum APHU drawdown since its inception was -43.51%, smaller than the maximum TSLZ drawdown of -99.11%. Use the drawdown chart below to compare losses from any high point for APHU and TSLZ.

Drawdown Indicators

	APHU	TSLZ	Difference
Max Drawdown Largest peak-to-trough decline	-43.51%	-99.11%	+55.60%
Max Drawdown (1Y) Largest decline over 1 year	—	-72.88%	—
Current Drawdown Current decline from peak	-4.72%	-98.80%	+94.08%
Average Drawdown Average peak-to-trough decline	-19.77%	-75.74%	+55.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	57.36%	—

Volatility

Volatility by Period

	APHU	TSLZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	27.35%	—
Volatility (6M) Calculated over the trailing 6-month period	—	56.82%	—
Volatility (1Y) Calculated over the trailing 1-year period	94.24%	86.63%	+7.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	94.24%	116.81%	-22.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	94.24%	116.81%	-22.57%

APHU vs. TSLZ - Expense Ratio Comparison

APHU has a 1.50% expense ratio, which is higher than TSLZ's 1.05% expense ratio.

Dividends

APHU vs. TSLZ - Dividend Comparison

APHU has not paid dividends to shareholders, while TSLZ's dividend yield for the trailing twelve months is around 0.60%.

Position	TTM	2025	2024	2023
APHU T-REX 2X Long APH Daily Target ETF	0.00%	0.00%	0.00%	0.00%
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF	0.60%	0.69%	2.08%	12.15%

Frequently Asked Questions

Can I hold both APHU and TSLZ in my portfolio?

APHU and TSLZ have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, APHU or TSLZ?

On fees, TSLZ is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, APHU or TSLZ?

TSLZ is cheaper with a 1.05% expense ratio, compared with 1.50% for APHU.

Which ETF pays a higher dividend yield, APHU or TSLZ?

TSLZ has the higher dividend yield at 0.60%, compared with 0.00% for APHU.

What is the main difference between APHU and TSLZ?

APHU is categorized as Leveraged Equities, while TSLZ is Inverse Equities. Their fees differ too: 1.50% for APHU and 1.05% for TSLZ.