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PBRG vs. TSLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBRG vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long PBR Daily ETF (PBRG) and Direxion Daily TSLA Bull 2X ETF (TSLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PBRG achieves a 91.10% return, which is significantly higher than TSLL's -28.97% return.


PBRG

1D
2.70%
1M
-26.50%
YTD
91.10%
6M
106.71%
1Y
3Y*
5Y*
10Y*

TSLL

1D
2.36%
1M
-11.73%
YTD
-28.97%
6M
-40.25%
1Y
14.93%
3Y*
-2.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBRG vs. TSLL - Yearly Performance Comparison


2026 (YTD)2025
PBRG
Leverage Shares 2X Long PBR Daily ETF
91.10%6.30%
TSLL
Direxion Daily TSLA Bull 2X ETF
-28.97%-8.16%

Correlation

The correlation between PBRG and TSLL is -0.08, 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 Dec 18, 2025

-0.08

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Return for Risk

PBRG vs. TSLL — Risk / Return Rank

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

PBRG

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


TSLL
TSLL Risk / Return Rank: 1313
Overall Rank
TSLL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1515
Omega Ratio Rank
TSLL Calmar Ratio Rank: 1111
Calmar Ratio Rank
TSLL Martin Ratio Rank: 1010
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.

PBRG vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PBR Daily ETF (PBRG) and Direxion Daily TSLA Bull 2X ETF (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.

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.


PBRGTSLLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.27

Martin ratioReturn relative to average drawdown

0.54

PBRG vs. TSLL - Sharpe Ratio Comparison


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Drawdowns

PBRG vs. TSLL - Drawdown Comparison

The maximum PBRG drawdown since its inception was -42.40%, smaller than the maximum TSLL drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for PBRG and TSLL.


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Drawdown Indicators


PBRGTSLLDifference

Max Drawdown

Largest peak-to-trough decline

-42.40%

-82.88%

+40.48%

Max Drawdown (1Y)

Largest decline over 1 year

-54.75%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

Current Drawdown

Current decline from peak

-40.84%

-64.13%

+23.29%

Average Drawdown

Average peak-to-trough decline

-8.91%

-53.90%

+44.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.62%

Volatility

PBRG vs. TSLL - Volatility Comparison


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Volatility by Period


PBRGTSLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.10%

Volatility (6M)

Calculated over the trailing 6-month period

55.85%

Volatility (1Y)

Calculated over the trailing 1-year period

70.25%

88.37%

-18.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.25%

106.78%

-36.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.25%

106.78%

-36.53%

PBRG vs. TSLL - Expense Ratio Comparison

PBRG has a 0.75% expense ratio, which is lower than TSLL's 0.83% expense ratio.


Dividends

PBRG vs. TSLL - Dividend Comparison

PBRG has not paid dividends to shareholders, while TSLL's dividend yield for the trailing twelve months is around 7.20%.


PositionTTM2025202420232022
PBRG
Leverage Shares 2X Long PBR Daily ETF
0.00%0.00%0.00%0.00%0.00%
TSLL
Direxion Daily TSLA Bull 2X ETF
7.20%5.00%2.47%4.44%1.57%

Frequently Asked Questions


PBRG and TSLL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBRG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBRG is cheaper with a 0.75% expense ratio, compared with 0.83% for TSLL.

TSLL has the higher dividend yield at 7.20%, compared with 0.00% for PBRG.

They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for PBRG and 0.83% for TSLL.

Portfolio Optimizer

Find the right allocation for PBRG and TSLL

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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