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LITX vs. FTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LITX vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long LITE Daily ETF (LITX) and Franklin Short Duration U.S. Government ETF (FTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LITX

1D
-14.44%
1M
-29.57%
YTD
6M
1Y
3Y*
5Y*
10Y*

FTSD

1D
0.00%
1M
0.44%
YTD
0.92%
6M
1.23%
1Y
4.10%
3Y*
4.98%
5Y*
2.57%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LITX vs. FTSD - Yearly Performance Comparison


Correlation

The correlation between LITX and FTSD is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 27, 2026

-0.10

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Return for Risk

LITX vs. FTSD — Risk / Return Rank

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

LITX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FTSD
FTSD Risk / Return Rank: 9595
Overall Rank
FTSD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9595
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9494
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9797
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9696
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.

LITX vs. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long LITE Daily ETF (LITX) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


LITXFTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.63

Calmar ratioReturn relative to maximum drawdown

9.13

Martin ratioReturn relative to average drawdown

35.35

LITX vs. FTSD - Sharpe Ratio Comparison


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Drawdowns

LITX vs. FTSD - Drawdown Comparison

The maximum LITX drawdown since its inception was -51.46%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for LITX and FTSD.


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Drawdown Indicators


LITXFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-51.46%

-5.32%

-46.14%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

Current Drawdown

Current decline from peak

-45.05%

-0.21%

-44.84%

Average Drawdown

Average peak-to-trough decline

-17.11%

-0.60%

-16.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

Volatility

LITX vs. FTSD - Volatility Comparison


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Volatility by Period


LITXFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

196.66%

1.35%

+195.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

196.66%

1.86%

+194.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

196.66%

1.76%

+194.90%

LITX vs. FTSD - Expense Ratio Comparison

LITX has a 1.49% expense ratio, which is higher than FTSD's 0.25% expense ratio.


Dividends

LITX vs. FTSD - Dividend Comparison

LITX has not paid dividends to shareholders, while FTSD's dividend yield for the trailing twelve months is around 4.50%.


PositionTTM20252024202320222021202020192018201720162015
FTSD
Franklin Short Duration U.S. Government ETF
4.50%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%
LITX
Tradr 2X Long LITE Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LITX and FTSD have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTSD is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTSD is cheaper with a 0.25% expense ratio, compared with 1.49% for LITX.

FTSD has the higher dividend yield at 4.50%, compared with 0.00% for LITX.

LITX is categorized as Leveraged Equities, while FTSD is Mortgage Backed Securities. They also come from different issuers: Tradr and Franklin Templeton. Their fees differ too: 1.49% for LITX and 0.25% for FTSD.

Portfolio Optimizer

Find the right allocation for LITX and FTSD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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