CCUP vs. TSLZ
CCUP (T-REX 2X Long CRCL Daily Target ETF) and TSLZ (T-Rex 2X Inverse Tesla Daily Target ETF) are both exchange-traded funds - CCUP is a Leveraged Equities fund actively managed by T-Rex, while TSLZ is a Inverse Equities fund actively managed by T-Rex. Both are actively managed. At a correlation of -0.30, they often move in opposite directions. CCUP charges 1.50%/yr vs 1.05%/yr for TSLZ.
Performance
CCUP vs. TSLZ - Performance Comparison
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Returns By Period
In the year-to-date period, CCUP achieves a -47.00% return, which is significantly lower than TSLZ's 11.42% return.
CCUP
- 1D
- -10.16%
- 1M
- -58.71%
- YTD
- -47.00%
- 6M
- -51.68%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLZ
- 1D
- 11.56%
- 1M
- 18.35%
- YTD
- 11.42%
- 6M
- 29.37%
- 1Y
- -51.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CCUP vs. TSLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCUP T-REX 2X Long CRCL Daily Target ETF | -47.00% | -82.64% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 11.42% | -57.74% |
Correlation
The correlation between CCUP and TSLZ is -0.30, 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 Aug 11, 2025 | -0.30 |
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Return for Risk
CCUP vs. TSLZ — Risk / Return Rank
CCUP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLZ
CCUP vs. TSLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long CRCL Daily Target ETF (CCUP) 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.
| CCUP | TSLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.94 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.71 | — |
| Martin ratioReturn relative to average drawdown | — | -0.91 | — |
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Drawdowns
CCUP vs. TSLZ - Drawdown Comparison
The maximum CCUP drawdown since its inception was -93.74%, smaller than the maximum TSLZ drawdown of -99.11%. Use the drawdown chart below to compare losses from any high point for CCUP and TSLZ.
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Drawdown Indicators
| CCUP | TSLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.74% | -99.11% | +5.37% |
Max Drawdown (1Y)Largest decline over 1 year | — | -72.88% | — |
Current DrawdownCurrent decline from peak | -91.27% | -98.83% | +7.56% |
Average DrawdownAverage peak-to-trough decline | -70.09% | -75.70% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 57.22% | — |
Volatility
CCUP vs. TSLZ - Volatility Comparison
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Volatility by Period
| CCUP | TSLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 27.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 56.77% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 194.61% | 88.07% | +106.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 194.61% | 116.88% | +77.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 194.61% | 116.88% | +77.73% |
CCUP vs. TSLZ - Expense Ratio Comparison
CCUP has a 1.50% expense ratio, which is higher than TSLZ's 1.05% expense ratio.
Dividends
CCUP vs. TSLZ - Dividend Comparison
CCUP has not paid dividends to shareholders, while TSLZ's dividend yield for the trailing twelve months is around 0.62%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CCUP T-REX 2X Long CRCL Daily Target ETF | 0.00% | 0.00% | 0.00% | 0.00% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 0.62% | 0.69% | 2.08% | 12.15% |
Frequently Asked Questions
CCUP and TSLZ have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
TSLZ is cheaper with a 1.05% expense ratio, compared with 1.50% for CCUP.
TSLZ has the higher dividend yield at 0.62%, compared with 0.00% for CCUP.
CCUP is categorized as Leveraged Equities, while TSLZ is Inverse Equities. Their fees differ too: 1.50% for CCUP and 1.05% for TSLZ.
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