DOG vs. TSLZ
Compare and contrast key facts about ProShares Short Dow30 (DOG) and T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ).
DOG and TSLZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DOG is a passively managed fund by ProShares that tracks the performance of the DJ Industrial Average (-100%). It was launched on Jun 19, 2006. TSLZ is an actively managed fund by T-Rex. It was launched on Oct 18, 2023.
Performance
DOG vs. TSLZ - Performance Comparison
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DOG vs. TSLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DOG ProShares Short Dow30 | 3.89% | -8.40% | -5.62% | -10.26% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 26.84% | -75.98% | -88.79% | -28.07% |
Returns By Period
In the year-to-date period, DOG achieves a 3.89% return, which is significantly lower than TSLZ's 26.84% return.
DOG
- 1D
- -0.49%
- 1M
- 5.19%
- YTD
- 3.89%
- 6M
- 1.46%
- 1Y
- -7.19%
- 3Y*
- -5.99%
- 5Y*
- -4.82%
- 10Y*
- -10.53%
TSLZ
- 1D
- -5.23%
- 1M
- 7.73%
- YTD
- 26.84%
- 6M
- 12.94%
- 1Y
- -80.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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DOG vs. TSLZ - Expense Ratio Comparison
DOG has a 0.95% expense ratio, which is lower than TSLZ's 1.05% expense ratio.
Return for Risk
DOG vs. TSLZ — Risk / Return Rank
DOG
TSLZ
DOG vs. TSLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Short Dow30 (DOG) 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.
| DOG | TSLZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.43 | -0.73 | +0.30 |
Sortino ratioReturn per unit of downside risk | -0.49 | -1.18 | +0.69 |
Omega ratioGain probability vs. loss probability | 0.93 | 0.85 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | -0.91 | +0.59 |
Martin ratioReturn relative to average drawdown | -0.43 | -1.05 | +0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOG | TSLZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | -0.73 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.55 | -0.66 | +0.11 |
Correlation
The correlation between DOG and TSLZ is 0.37, 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
DOG vs. TSLZ - Dividend Comparison
DOG's dividend yield for the trailing twelve months is around 3.22%, more than TSLZ's 0.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOG ProShares Short Dow30 | 3.22% | 3.65% | 5.72% | 4.54% | 0.41% | 0.00% | 0.14% | 1.54% | 0.86% | 0.04% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 0.54% | 0.69% | 2.08% | 12.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DOG vs. TSLZ - Drawdown Comparison
The maximum DOG drawdown since its inception was -92.59%, smaller than the maximum TSLZ drawdown of -99.11%. Use the drawdown chart below to compare losses from any high point for DOG and TSLZ.
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Drawdown Indicators
| DOG | TSLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.59% | -99.11% | +6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -22.70% | -90.53% | +67.83% |
Max Drawdown (5Y)Largest decline over 5 years | -33.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.38% | — | — |
Current DrawdownCurrent decline from peak | -91.99% | -98.67% | +6.68% |
Average DrawdownAverage peak-to-trough decline | -66.17% | -73.71% | +7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.51% | 78.12% | -61.61% |
Volatility
DOG vs. TSLZ - Volatility Comparison
The current volatility for ProShares Short Dow30 (DOG) is 5.02%, while T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) has a volatility of 22.93%. This indicates that DOG experiences smaller price fluctuations and is considered to be less risky than TSLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOG | TSLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 22.93% | -17.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 58.42% | -49.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 110.05% | -93.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 119.08% | -104.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 119.08% | -101.62% |