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RETL vs. TSLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RETL vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Retail Bull 3X Shares (RETL) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). The values are adjusted to include any dividend payments, if applicable.

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RETL vs. TSLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
RETL
Direxion Daily Retail Bull 3X Shares
-19.74%-5.98%9.59%33.62%-35.04%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
-35.93%-26.80%99.63%139.86%-73.85%

Returns By Period

In the year-to-date period, RETL achieves a -19.74% return, which is significantly higher than TSLL's -35.93% return.


RETL

1D
7.74%
1M
-21.94%
YTD
-19.74%
6M
-26.51%
1Y
21.54%
3Y*
1.20%
5Y*
-27.76%
10Y*
-6.00%

TSLL

1D
9.16%
1M
-16.71%
YTD
-35.93%
6M
-39.94%
1Y
34.59%
3Y*
3.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RETL vs. TSLL - Expense Ratio Comparison

RETL has a 0.99% expense ratio, which is lower than TSLL's 1.08% expense ratio.


Return for Risk

RETL vs. TSLL — Risk / Return Rank

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

RETL
RETL Risk / Return Rank: 2727
Overall Rank
RETL Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RETL Sortino Ratio Rank: 3434
Sortino Ratio Rank
RETL Omega Ratio Rank: 3131
Omega Ratio Rank
RETL Calmar Ratio Rank: 2828
Calmar Ratio Rank
RETL Martin Ratio Rank: 2323
Martin Ratio Rank

TSLL
TSLL Risk / Return Rank: 3333
Overall Rank
TSLL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 5050
Sortino Ratio Rank
TSLL Omega Ratio Rank: 4141
Omega Ratio Rank
TSLL Calmar Ratio Rank: 2828
Calmar Ratio Rank
TSLL Martin Ratio Rank: 2222
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.

RETL vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Retail Bull 3X Shares (RETL) and Direxion Daily TSLA Bull 1.5X Shares (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.


RETLTSLLDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.31

-0.02

Sortino ratio

Return per unit of downside risk

0.97

1.25

-0.28

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.65

0.59

+0.06

Martin ratio

Return relative to average drawdown

1.56

1.26

+0.31

RETL vs. TSLL - Sharpe Ratio Comparison

The current RETL Sharpe Ratio is 0.30, which is comparable to the TSLL Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of RETL and TSLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RETLTSLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.31

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.13

+0.32

Correlation

The correlation between RETL and TSLL is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RETL vs. TSLL - Dividend Comparison

RETL's dividend yield for the trailing twelve months is around 0.64%, less than TSLL's 7.98% yield.


TTM2025202420232022202120202019201820172016
RETL
Direxion Daily Retail Bull 3X Shares
0.64%0.58%1.13%1.35%0.71%0.22%0.19%0.92%1.19%0.01%2.60%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
7.98%5.00%2.47%4.44%1.57%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RETL vs. TSLL - Drawdown Comparison

The maximum RETL drawdown since its inception was -92.00%, which is greater than TSLL's maximum drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for RETL and TSLL.


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Drawdown Indicators


RETLTSLLDifference

Max Drawdown

Largest peak-to-trough decline

-92.00%

-82.88%

-9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-37.89%

-51.06%

+13.17%

Max Drawdown (5Y)

Largest decline over 5 years

-92.00%

Max Drawdown (10Y)

Largest decline over 10 years

-92.00%

Current Drawdown

Current decline from peak

-86.22%

-67.65%

-18.57%

Average Drawdown

Average peak-to-trough decline

-37.02%

-53.34%

+16.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.73%

23.92%

-8.19%

Volatility

RETL vs. TSLL - Volatility Comparison

The current volatility for Direxion Daily Retail Bull 3X Shares (RETL) is 17.46%, while Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a volatility of 22.31%. This indicates that RETL experiences smaller price fluctuations and is considered to be less risky than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RETLTSLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.46%

22.31%

-4.85%

Volatility (6M)

Calculated over the trailing 6-month period

43.28%

59.24%

-15.96%

Volatility (1Y)

Calculated over the trailing 1-year period

72.49%

110.51%

-38.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.82%

107.90%

-28.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.57%

107.90%

-28.33%