DJTU vs. TSLT
DJTU (T-Rex 2X Long DJT Daily Target ETF) and TSLT (T-Rex 2X Long Tesla Daily Target ETF) are both Leveraged Equities funds from T-Rex - DJTU tracks the Trump Media & Technology Group Corp. (DJT) while TSLT tracks the Tesla, Inc. (200%). Both are passively managed. Over the past year, DJTU returned -89.88% vs 19.14% for TSLT. At a 0.41 correlation, their price movements are largely independent. Both charge a 1.05% expense ratio.
Performance
DJTU vs. TSLT - Performance Comparison
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Returns By Period
In the year-to-date period, DJTU achieves a -70.74% return, which is significantly lower than TSLT's -31.37% return.
DJTU
- 1D
- 0.00%
- 1M
- 13.86%
- 6M
- -75.00%
- YTD
- -70.74%
- 1Y
- -89.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLT
- 1D
- 0.44%
- 1M
- -2.76%
- 6M
- -29.34%
- YTD
- -31.37%
- 1Y
- 19.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJTU vs. TSLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DJTU T-Rex 2X Long DJT Daily Target ETF | -70.74% | -82.18% |
TSLT T-Rex 2X Long Tesla Daily Target ETF | -31.37% | 54.13% |
Correlation
The correlation between DJTU and TSLT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2025 | 0.41 |
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Return for Risk
DJTU vs. TSLT — Risk / Return Rank
DJTU
TSLT
DJTU vs. TSLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long DJT Daily Target ETF (DJTU) and T-Rex 2X Long Tesla Daily Target ETF (TSLT). 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.
| DJTU | TSLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.11 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 0.40 | -1.36 |
| Martin ratioReturn relative to average drawdown | -1.30 | 0.76 | -2.06 |
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Drawdowns
DJTU vs. TSLT - Drawdown Comparison
The maximum DJTU drawdown since its inception was -97.02%, which is greater than TSLT's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for DJTU and TSLT.
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Drawdown Indicators
| DJTU | TSLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.02% | -83.16% | -13.86% |
Max Drawdown (1Y)Largest decline over 1 year | -93.76% | -55.08% | -38.68% |
Current DrawdownCurrent decline from peak | -95.75% | -66.67% | -29.08% |
Average DrawdownAverage peak-to-trough decline | -69.31% | -50.92% | -18.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 69.45% | 28.73% | +40.72% |
Volatility
DJTU vs. TSLT - Volatility Comparison
T-Rex 2X Long DJT Daily Target ETF (DJTU) has a higher volatility of 43.74% compared to T-Rex 2X Long Tesla Daily Target ETF (TSLT) at 35.25%. This indicates that DJTU's price experiences larger fluctuations and is considered to be riskier than TSLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJTU | TSLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.74% | 35.25% | +8.49% |
Volatility (6M)Calculated over the trailing 6-month period | 86.12% | 62.08% | +24.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 137.41% | 89.40% | +48.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 140.86% | 117.21% | +23.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 140.86% | 117.21% | +23.65% |
DJTU vs. TSLT - Expense Ratio Comparison
Both DJTU and TSLT have an expense ratio of 1.05%.
Dividends
DJTU vs. TSLT - Dividend Comparison
Neither DJTU nor TSLT has paid dividends to shareholders.
Frequently Asked Questions
DJTU and TSLT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJTU has higher volatility (43.74%) compared to TSLT (35.25%). In terms of maximum drawdown, DJTU dropped -97.02% vs TSLT's -83.16%.
On 1-year performance, TSLT leads with 19.14% vs -89.88% for DJTU. Both ETFs have the same 1.05% expense ratio. On volatility, TSLT has been the lower-risk option at 35.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSLT has performed better with a 19.14% return vs -89.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DJTU and TSLT have the same expense ratio: 1.05% per year.
DJTU and TSLT have nearly identical dividend yields, around 0.00%.
DJTU tracks Trump Media & Technology Group Corp. (DJT), while TSLT tracks Tesla, Inc. (200%).
TSLT currently has the higher Sharpe Ratio (0.25 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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