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EDC vs. TSLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDC vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Emerging Markets Bull 3X Shares (EDC) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). The values are adjusted to include any dividend payments, if applicable.

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EDC vs. TSLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
EDC
Direxion Daily Emerging Markets Bull 3X Shares
5.49%94.58%-2.00%7.48%-19.24%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
-32.66%-26.80%99.63%139.86%-73.85%

Returns By Period

In the year-to-date period, EDC achieves a 5.49% return, which is significantly higher than TSLL's -32.66% return.


EDC

1D
2.14%
1M
-23.01%
YTD
5.49%
6M
10.46%
1Y
87.48%
3Y*
26.12%
5Y*
-8.88%
10Y*
2.42%

TSLL

1D
5.10%
1M
-12.69%
YTD
-32.66%
6M
-40.78%
1Y
31.90%
3Y*
4.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDC vs. TSLL - Expense Ratio Comparison

EDC has a 1.33% expense ratio, which is higher than TSLL's 1.08% expense ratio.


Return for Risk

EDC vs. TSLL — Risk / Return Rank

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

EDC
EDC Risk / Return Rank: 7676
Overall Rank
EDC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EDC Sortino Ratio Rank: 7575
Sortino Ratio Rank
EDC Omega Ratio Rank: 7373
Omega Ratio Rank
EDC Calmar Ratio Rank: 8080
Calmar Ratio Rank
EDC Martin Ratio Rank: 7575
Martin Ratio Rank

TSLL
TSLL Risk / Return Rank: 3030
Overall Rank
TSLL Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 4242
Sortino Ratio Rank
TSLL Omega Ratio Rank: 3535
Omega Ratio Rank
TSLL Calmar Ratio Rank: 3232
Calmar Ratio Rank
TSLL Martin Ratio Rank: 2424
Martin Ratio Rank
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.

EDC vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Emerging Markets Bull 3X Shares (EDC) and Direxion Daily TSLA Bull 1.5X Shares (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.


EDCTSLLDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.29

+1.17

Sortino ratio

Return per unit of downside risk

1.97

1.22

+0.74

Omega ratio

Gain probability vs. loss probability

1.28

1.15

+0.13

Calmar ratio

Return relative to maximum drawdown

2.36

0.81

+1.55

Martin ratio

Return relative to average drawdown

8.36

1.72

+6.64

EDC vs. TSLL - Sharpe Ratio Comparison

The current EDC Sharpe Ratio is 1.46, which is higher than the TSLL Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of EDC and TSLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EDCTSLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.29

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

-0.12

+0.11

Correlation

The correlation between EDC and TSLL is 0.39, 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

EDC vs. TSLL - Dividend Comparison

EDC's dividend yield for the trailing twelve months is around 1.62%, less than TSLL's 7.60% yield.


TTM202520242023202220212020201920182017
EDC
Direxion Daily Emerging Markets Bull 3X Shares
1.62%1.79%3.94%3.54%0.00%0.18%0.44%0.97%0.78%0.25%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
7.60%5.00%2.47%4.44%1.57%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EDC vs. TSLL - Drawdown Comparison

The maximum EDC drawdown since its inception was -92.54%, which is greater than TSLL's maximum drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for EDC and TSLL.


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Drawdown Indicators


EDCTSLLDifference

Max Drawdown

Largest peak-to-trough decline

-92.54%

-82.88%

-9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-37.98%

-51.06%

+13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-81.10%

Max Drawdown (10Y)

Largest decline over 10 years

-87.01%

Current Drawdown

Current decline from peak

-77.61%

-66.00%

-11.61%

Average Drawdown

Average peak-to-trough decline

-65.33%

-53.35%

-11.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.73%

24.07%

-13.34%

Volatility

EDC vs. TSLL - Volatility Comparison

Direxion Daily Emerging Markets Bull 3X Shares (EDC) has a higher volatility of 28.32% compared to Direxion Daily TSLA Bull 1.5X Shares (TSLL) at 22.51%. This indicates that EDC's price experiences larger fluctuations and is considered to be riskier than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDCTSLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.32%

22.51%

+5.81%

Volatility (6M)

Calculated over the trailing 6-month period

45.36%

59.48%

-14.12%

Volatility (1Y)

Calculated over the trailing 1-year period

60.25%

110.55%

-50.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.21%

107.87%

-52.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.13%

107.87%

-47.74%