CCUP vs. TSLZ

Last updated Jun 4, 2026

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 -0.28, they often move in opposite directions. CCUP charges 1.50%/yr vs 1.05%/yr for TSLZ.

Performance

CCUP vs. TSLZ - Performance Comparison

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

Returns By Period

In the year-to-date period, CCUP achieves a -20.97% return, which is significantly lower than TSLZ's -5.69% return.

CCUP

• 1D: -20.05%
• 1M: -47.47%
• YTD: -20.97%
• 6M: -36.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLZ

• 1D: -0.09%
• 1M: -17.84%
• YTD: -5.69%
• 6M: -9.62%
• 1Y: -64.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CCUP vs. TSLZ - Yearly Performance Comparison

	2026 (YTD)	2025
CCUP T-REX 2X Long CRCL Daily Target ETF	-20.97%	-83.16%
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF	-5.69%	-55.21%

Correlation

The correlation between CCUP and TSLZ is -0.28, 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 12, 2025	-0.28

Return for Risk

CCUP vs. TSLZ — Risk / Return Rank

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

TSLZ

TSLZ Risk / Return Rank: 3
TSLZ Sharpe Ratio Rank: 3
TSLZ Sortino Ratio Rank: 3
TSLZ Omega Ratio Rank: 3
TSLZ Calmar Ratio Rank: 2
TSLZ Martin Ratio Rank: 4

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.

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.

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

Sharpe Ratios by Period

	CCUP	TSLZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.47	-0.67	+0.21

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.

Drawdown Indicators

	CCUP	TSLZ	Difference
Max Drawdown Largest peak-to-trough decline	-93.74%	-99.11%	+5.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-76.62%	—
Current Drawdown Current decline from peak	-86.98%	-99.01%	+12.03%
Average Drawdown Average peak-to-trough decline	-69.18%	-75.36%	+6.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	60.60%	—

Volatility

Volatility by Period

	CCUP	TSLZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	24.09%	—
Volatility (6M) Calculated over the trailing 6-month period	—	54.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	197.62%	91.64%	+105.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	197.62%	117.04%	+80.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	197.62%	117.04%	+80.58%

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 0.73%.

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	0.73%	0.69%	2.08%	12.15%

Frequently Asked Questions

Can I hold both CCUP and TSLZ in my portfolio?

CCUP and TSLZ have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CCUP 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, CCUP or TSLZ?

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

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

TSLZ has the higher dividend yield at 0.73%, compared with 0.00% for CCUP.

What is the main difference between CCUP and TSLZ?

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