CSCL vs. TSLL

Last updated Jun 25, 2026

CSCL (Direxion Daily CSCO Bull 2X Shares) and TSLL (Direxion Daily TSLA Bull 2X ETF) are both Leveraged Equities funds from Direxion. Over the past year, CSCL returned 163.57% vs -11.43% for TSLL. At a 0.20 correlation, their price movements are largely independent. CSCL charges 1.07%/yr vs 0.83%/yr for TSLL.

Performance

CSCL vs. TSLL - Performance Comparison

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

Returns By Period

In the year-to-date period, CSCL achieves a 118.33% return, which is significantly higher than TSLL's -39.31% return.

CSCL

• 1D: -2.38%
• 1M: -3.03%
• YTD: 118.33%
• 6M: 112.00%
• 1Y: 163.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLL

• 1D: -3.38%
• 1M: -24.58%
• YTD: -39.31%
• 6M: -48.10%
• 1Y: -11.43%
• 3Y*: -7.94%
• 5Y*: —
• 10Y*: —

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

CSCL vs. TSLL - Yearly Performance Comparison

	2026 (YTD)	2025
CSCL Direxion Daily CSCO Bull 2X Shares	118.33%	20.73%
TSLL Direxion Daily TSLA Bull 2X ETF	-39.31%	45.92%

Correlation

The correlation between CSCL and TSLL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.20

CSCL vs. TSLL - Sectors Allocation Comparison

Sectors	CSCL	TSLL
Technology	100.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	100.0%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

CSCL vs. TSLL — Risk / Return Rank

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

CSCL

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

TSLL

TSLL Risk / Return Rank: 9
TSLL Sharpe Ratio Rank: 8
TSLL Sortino Ratio Rank: 11
TSLL Omega Ratio Rank: 11
TSLL Calmar Ratio Rank: 7
TSLL Martin Ratio Rank: 7

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.

CSCL vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSCO Bull 2X Shares (CSCL) 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.

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.

	CSCL	TSLL	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.13	—
Sortino ratio: Return per unit of downside risk	—	0.43	—
Omega ratio: Gain probability vs. loss probability	—	1.05	—
Calmar ratio: Return relative to maximum drawdown	—	-0.21	—
Martin ratio: Return relative to average drawdown	—	-0.42	—

Drawdowns

CSCL vs. TSLL - Drawdown Comparison

The maximum CSCL drawdown since its inception was -27.15%, smaller than the maximum TSLL drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for CSCL and TSLL.

Drawdown Indicators

	CSCL	TSLL	Difference
Max Drawdown Largest peak-to-trough decline	-27.15%	-82.88%	+55.73%
Max Drawdown (1Y) Largest decline over 1 year	-27.15%	-54.75%	+27.60%
Max Drawdown (3Y) Largest decline over 3 years	—	-82.88%	—
Current Drawdown Current decline from peak	-16.20%	-69.35%	+53.15%
Average Drawdown Average peak-to-trough decline	-8.79%	-53.93%	+45.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	27.51%	—

Volatility

Volatility by Period

	CSCL	TSLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	28.32%	—
Volatility (6M) Calculated over the trailing 6-month period	—	56.74%	—
Volatility (1Y) Calculated over the trailing 1-year period	62.02%	87.53%	-25.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.02%	106.85%	-44.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.02%	106.85%	-44.83%

CSCL vs. TSLL - Expense Ratio Comparison

CSCL has a 1.07% expense ratio, which is higher than TSLL's 0.83% expense ratio.

Dividends

CSCL vs. TSLL - Dividend Comparison

CSCL's dividend yield for the trailing twelve months is around 1.17%, less than TSLL's 8.63% yield.

Position	TTM	2025	2024	2023	2022
CSCL Direxion Daily CSCO Bull 2X Shares	1.17%	1.31%	0.00%	0.00%	0.00%
TSLL Direxion Daily TSLA Bull 2X ETF	8.63%	5.00%	2.47%	4.44%	1.57%

Frequently Asked Questions

Can I hold both CSCL and TSLL in my portfolio?

CSCL and TSLL have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSCL or TSLL?

On 1-year performance, CSCL leads with 163.57% vs -11.43% for TSLL. On fees, TSLL is cheaper at 0.83% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CSCL or TSLL?

Over the 1-year period, CSCL has performed better with a 163.57% return vs -11.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CSCL or TSLL?

TSLL is cheaper with a 0.83% expense ratio, compared with 1.07% for CSCL.

Which ETF pays a higher dividend yield, CSCL or TSLL?

TSLL has the higher dividend yield at 8.63%, compared with 1.17% for CSCL.

What is the main difference between CSCL and TSLL?

Their fees differ too: 1.07% for CSCL and 0.83% for TSLL.