PortfoliosLab logoPortfoliosLab logo
BRZU vs. TSLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRZU vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Brazil Bull 2X Shares (BRZU) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BRZU vs. TSLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
BRZU
Direxion Daily Brazil Bull 2X Shares
40.32%97.99%-57.07%55.48%-11.36%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
-32.66%-26.80%99.63%139.86%-73.85%

Returns By Period

In the year-to-date period, BRZU achieves a 40.32% return, which is significantly higher than TSLL's -32.66% return.


BRZU

1D
8.99%
1M
-3.63%
YTD
40.32%
6M
54.09%
1Y
116.53%
3Y*
26.17%
5Y*
10.33%
10Y*
-14.68%

TSLL

1D
5.10%
1M
-12.69%
YTD
-32.66%
6M
-40.78%
1Y
31.90%
3Y*
4.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BRZU vs. TSLL - Expense Ratio Comparison

BRZU has a 1.29% expense ratio, which is higher than TSLL's 1.08% expense ratio.


Return for Risk

BRZU vs. TSLL — Risk / Return Rank

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

BRZU
BRZU Risk / Return Rank: 9292
Overall Rank
BRZU Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BRZU Sortino Ratio Rank: 9191
Sortino Ratio Rank
BRZU Omega Ratio Rank: 8787
Omega Ratio Rank
BRZU Calmar Ratio Rank: 9797
Calmar Ratio Rank
BRZU Martin Ratio Rank: 9393
Martin Ratio Rank

TSLL
TSLL Risk / Return Rank: 3030
Overall Rank
TSLL Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 4242
Sortino Ratio Rank
TSLL Omega Ratio Rank: 3535
Omega Ratio Rank
TSLL Calmar Ratio Rank: 3232
Calmar Ratio Rank
TSLL Martin Ratio Rank: 2424
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.

BRZU vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Brazil Bull 2X Shares (BRZU) and Direxion Daily TSLA Bull 1.5X Shares (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.


BRZUTSLLDifference

Sharpe ratio

Return per unit of total volatility

2.27

0.29

+1.98

Sortino ratio

Return per unit of downside risk

2.59

1.22

+1.37

Omega ratio

Gain probability vs. loss probability

1.35

1.15

+0.20

Calmar ratio

Return relative to maximum drawdown

5.05

0.81

+4.24

Martin ratio

Return relative to average drawdown

13.14

1.72

+11.42

BRZU vs. TSLL - Sharpe Ratio Comparison

The current BRZU Sharpe Ratio is 2.27, which is higher than the TSLL Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of BRZU and TSLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BRZUTSLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

0.29

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

-0.12

-0.22

Correlation

The correlation between BRZU and TSLL is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BRZU vs. TSLL - Dividend Comparison

BRZU's dividend yield for the trailing twelve months is around 1.90%, less than TSLL's 7.60% yield.


TTM202520242023202220212020201920182017
BRZU
Direxion Daily Brazil Bull 2X Shares
1.90%2.39%8.73%3.24%4.70%6.29%0.78%0.95%1.04%0.74%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
7.60%5.00%2.47%4.44%1.57%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BRZU vs. TSLL - Drawdown Comparison

The maximum BRZU drawdown since its inception was -99.71%, which is greater than TSLL's maximum drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for BRZU and TSLL.


Loading graphics...

Drawdown Indicators


BRZUTSLLDifference

Max Drawdown

Largest peak-to-trough decline

-99.71%

-82.88%

-16.83%

Max Drawdown (1Y)

Largest decline over 1 year

-22.67%

-51.06%

+28.39%

Max Drawdown (5Y)

Largest decline over 5 years

-65.00%

Max Drawdown (10Y)

Largest decline over 10 years

-98.11%

Current Drawdown

Current decline from peak

-99.00%

-66.00%

-33.00%

Average Drawdown

Average peak-to-trough decline

-89.43%

-53.35%

-36.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.72%

24.07%

-15.35%

Volatility

BRZU vs. TSLL - Volatility Comparison

Direxion Daily Brazil Bull 2X Shares (BRZU) has a higher volatility of 24.60% compared to Direxion Daily TSLA Bull 1.5X Shares (TSLL) at 22.51%. This indicates that BRZU's price experiences larger fluctuations and is considered to be riskier than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BRZUTSLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.60%

22.51%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

39.48%

59.48%

-20.00%

Volatility (1Y)

Calculated over the trailing 1-year period

51.62%

110.55%

-58.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.57%

107.87%

-52.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.29%

107.87%

-23.58%