ISUL vs. TSLR
ISUL (GraniteShares 2X Long ISRG Daily ETF) and TSLR (GraniteShares 2x Long TSLA Daily ETF) are both Leveraged Equities funds from GraniteShares. Both are actively managed. At a 0.28 correlation, their price movements are largely independent. ISUL charges 1.50%/yr vs 0.95%/yr for TSLR.
Performance
ISUL vs. TSLR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ISUL achieves a -54.46% return, which is significantly lower than TSLR's -35.42% return.
ISUL
- 1D
- 7.11%
- 1M
- -8.67%
- 6M
- -49.59%
- YTD
- -54.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLR
- 1D
- -1.52%
- 1M
- -9.97%
- 6M
- -31.50%
- YTD
- -35.42%
- 1Y
- 8.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISUL vs. TSLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ISUL GraniteShares 2X Long ISRG Daily ETF | -54.46% | 55.46% |
TSLR GraniteShares 2x Long TSLA Daily ETF | -35.42% | -8.70% |
Correlation
The correlation between ISUL and TSLR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 7, 2025 | 0.28 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ISUL vs. TSLR — Risk / Return Rank
ISUL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLR
ISUL vs. TSLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2X Long ISRG Daily ETF (ISUL) and GraniteShares 2x Long TSLA Daily ETF (TSLR). 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.
| ISUL | TSLR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.09 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.16 | — |
| Martin ratioReturn relative to average drawdown | — | 0.31 | — |
Loading charts...
Drawdowns
ISUL vs. TSLR - Drawdown Comparison
The maximum ISUL drawdown since its inception was -62.78%, smaller than the maximum TSLR drawdown of -82.80%. Use the drawdown chart below to compare losses from any high point for ISUL and TSLR.
Loading charts...
Drawdown Indicators
| ISUL | TSLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.78% | -82.80% | +20.02% |
Max Drawdown (1Y)Largest decline over 1 year | — | -54.37% | — |
Current DrawdownCurrent decline from peak | -58.26% | -66.95% | +8.69% |
Average DrawdownAverage peak-to-trough decline | -28.76% | -50.75% | +21.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 28.61% | — |
Volatility
ISUL vs. TSLR - Volatility Comparison
Loading charts...
Volatility by Period
| ISUL | TSLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 33.75% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 62.64% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 67.90% | 89.66% | -21.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.90% | 115.51% | -47.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.90% | 115.51% | -47.61% |
ISUL vs. TSLR - Expense Ratio Comparison
ISUL has a 1.50% expense ratio, which is higher than TSLR's 0.95% expense ratio.
Dividends
ISUL vs. TSLR - Dividend Comparison
Neither ISUL nor TSLR has paid dividends to shareholders.
Frequently Asked Questions
ISUL and TSLR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSLR is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSLR is cheaper with a 0.95% expense ratio, compared with 1.50% for ISUL.
ISUL and TSLR have nearly identical dividend yields, around 0.00%.
Their fees differ too: 1.50% for ISUL and 0.95% for TSLR.
Find the right allocation for ISUL and TSLR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer