GLXU vs. TSLZ
GLXU (T-REX 2X Long GLXY Daily Target ETF) and TSLZ (T-Rex 2X Inverse Tesla Daily Target ETF) are both exchange-traded funds - GLXU is a Leveraged Equities fund actively managed by T-Rex, while TSLZ is a Inverse Equities fund actively managed by T-Rex. Both are actively managed. At a correlation of -0.40, they often move in opposite directions. GLXU charges 1.50%/yr vs 1.05%/yr for TSLZ.
Performance
GLXU vs. TSLZ - Performance Comparison
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Returns By Period
In the year-to-date period, GLXU achieves a -4.97% return, which is significantly lower than TSLZ's 14.62% return.
GLXU
- 1D
- -17.15%
- 1M
- -10.12%
- YTD
- -4.97%
- 6M
- -21.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLZ
- 1D
- 2.87%
- 1M
- 21.75%
- YTD
- 14.62%
- 6M
- 32.94%
- 1Y
- -52.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLXU vs. TSLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLXU T-REX 2X Long GLXY Daily Target ETF | -4.97% | -55.12% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 14.62% | -59.73% |
Correlation
The correlation between GLXU and TSLZ is -0.40, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 8, 2025 | -0.40 |
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Return for Risk
GLXU vs. TSLZ — Risk / Return Rank
GLXU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLZ
GLXU vs. TSLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long GLXY Daily Target ETF (GLXU) 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.
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.
| GLXU | TSLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.93 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.72 | — |
| Martin ratioReturn relative to average drawdown | — | -0.92 | — |
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Drawdowns
GLXU vs. TSLZ - Drawdown Comparison
The maximum GLXU drawdown since its inception was -90.66%, smaller than the maximum TSLZ drawdown of -99.11%. Use the drawdown chart below to compare losses from any high point for GLXU and TSLZ.
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Drawdown Indicators
| GLXU | TSLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.66% | -99.11% | +8.45% |
Max Drawdown (1Y)Largest decline over 1 year | — | -72.88% | — |
Current DrawdownCurrent decline from peak | -78.89% | -98.80% | +19.91% |
Average DrawdownAverage peak-to-trough decline | -57.88% | -75.74% | +17.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 57.36% | — |
Volatility
GLXU vs. TSLZ - Volatility Comparison
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Volatility by Period
| GLXU | TSLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 27.35% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 56.82% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 182.06% | 86.63% | +95.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 182.06% | 116.81% | +65.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 182.06% | 116.81% | +65.25% |
GLXU vs. TSLZ - Expense Ratio Comparison
GLXU has a 1.50% expense ratio, which is higher than TSLZ's 1.05% expense ratio.
Dividends
GLXU vs. TSLZ - Dividend Comparison
GLXU's dividend yield for the trailing twelve months is around 7.85%, more than TSLZ's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GLXU T-REX 2X Long GLXY Daily Target ETF | 7.85% | 7.46% | 0.00% | 0.00% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 0.60% | 0.69% | 2.08% | 12.15% |
Frequently Asked Questions
GLXU and TSLZ 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.
On fees, TSLZ is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSLZ is cheaper with a 1.05% expense ratio, compared with 1.50% for GLXU.
GLXU has the higher dividend yield at 7.85%, compared with 0.60% for TSLZ.
GLXU is categorized as Leveraged Equities, while TSLZ is Inverse Equities. Their fees differ too: 1.50% for GLXU and 1.05% for TSLZ.
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