GDXD vs. TSLZ
Compare and contrast key facts about MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ).
GDXD and TSLZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GDXD is a passively managed fund by BMO that tracks the performance of the S-Network MicroSectors Gold Miners Index - Benchmark TR Gross (-300%). It was launched on Dec 2, 2020. TSLZ is an actively managed fund by T-Rex. It was launched on Oct 18, 2023.
Performance
GDXD vs. TSLZ - Performance Comparison
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GDXD vs. TSLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GDXD MicroSectors Gold Miners -3X Inverse Leveraged ETNs | -51.34% | -97.53% | -57.78% | -28.01% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 33.84% | -75.98% | -88.79% | -28.07% |
Returns By Period
In the year-to-date period, GDXD achieves a -51.34% return, which is significantly lower than TSLZ's 33.84% return.
GDXD
- 1D
- -21.63%
- 1M
- 68.00%
- YTD
- -51.34%
- 6M
- -76.21%
- 1Y
- -96.70%
- 3Y*
- -84.06%
- 5Y*
- -75.49%
- 10Y*
- —
TSLZ
- 1D
- -9.26%
- 1M
- 13.19%
- YTD
- 33.84%
- 6M
- 11.47%
- 1Y
- -80.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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GDXD vs. TSLZ - Expense Ratio Comparison
GDXD has a 0.95% expense ratio, which is lower than TSLZ's 1.05% expense ratio.
Return for Risk
GDXD vs. TSLZ — Risk / Return Rank
GDXD
TSLZ
GDXD vs. TSLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) 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.
| GDXD | TSLZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.70 | -0.74 | +0.04 |
Sortino ratioReturn per unit of downside risk | -2.54 | -1.20 | -1.34 |
Omega ratioGain probability vs. loss probability | 0.73 | 0.85 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.89 | -0.10 |
Martin ratioReturn relative to average drawdown | -1.20 | -1.03 | -0.17 |
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
| GDXD | TSLZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | -0.74 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.68 | -0.65 | -0.03 |
Correlation
The correlation between GDXD and TSLZ is 0.13, 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
GDXD vs. TSLZ - Dividend Comparison
GDXD has not paid dividends to shareholders, while TSLZ's dividend yield for the trailing twelve months is around 0.51%.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GDXD MicroSectors Gold Miners -3X Inverse Leveraged ETNs | 0.00% | 0.00% | 0.00% | 0.00% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 0.51% | 0.69% | 2.08% | 12.15% |
Drawdowns
GDXD vs. TSLZ - Drawdown Comparison
The maximum GDXD drawdown since its inception was -99.96%, roughly equal to the maximum TSLZ drawdown of -99.11%. Use the drawdown chart below to compare losses from any high point for GDXD and TSLZ.
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Drawdown Indicators
| GDXD | TSLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -99.11% | -0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -98.51% | -90.53% | -7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -99.96% | — | — |
Current DrawdownCurrent decline from peak | -99.93% | -98.59% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -70.92% | -73.67% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 80.64% | 77.94% | +2.70% |
Volatility
GDXD vs. TSLZ - Volatility Comparison
MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a higher volatility of 54.68% compared to T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) at 22.72%. This indicates that GDXD's price experiences larger fluctuations and is considered to be riskier 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
| GDXD | TSLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 54.68% | 22.72% | +31.96% |
Volatility (6M)Calculated over the trailing 6-month period | 110.83% | 58.17% | +52.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 138.20% | 110.01% | +28.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 108.13% | 119.13% | -11.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.21% | 119.13% | -10.92% |