TERG vs. TSLT
Compare and contrast key facts about Leverage Shares 2X Long TER Daily ETF (TERG) and T-Rex 2X Long Tesla Daily Target ETF (TSLT).
TERG and TSLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TERG is an actively managed fund by Leverage Shares. It was launched on Nov 17, 2025. TSLT is an actively managed fund by T-Rex. It was launched on Oct 18, 2023.
Performance
TERG vs. TSLT - Performance Comparison
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TERG vs. TSLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TERG Leverage Shares 2X Long TER Daily ETF | 102.79% | 28.17% |
TSLT T-Rex 2X Long Tesla Daily Target ETF | -36.32% | 16.54% |
Returns By Period
In the year-to-date period, TERG achieves a 102.79% return, which is significantly higher than TSLT's -36.32% return.
TERG
- 1D
- 14.40%
- 1M
- -19.76%
- YTD
- 102.79%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLT
- 1D
- 9.18%
- 1M
- -16.84%
- YTD
- -36.32%
- 6M
- -40.73%
- 1Y
- 30.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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TERG vs. TSLT - Expense Ratio Comparison
TERG has a 0.75% expense ratio, which is lower than TSLT's 1.05% expense ratio.
Return for Risk
TERG vs. TSLT — Risk / Return Rank
TERG
TSLT
TERG vs. TSLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long TER Daily ETF (TERG) and T-Rex 2X Long Tesla Daily Target ETF (TSLT). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| TERG | TSLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 10.56 | -0.06 | +10.62 |
Correlation
The correlation between TERG and TSLT is 0.44, 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
TERG vs. TSLT - Dividend Comparison
Neither TERG nor TSLT has paid dividends to shareholders.
Drawdowns
TERG vs. TSLT - Drawdown Comparison
The maximum TERG drawdown since its inception was -39.32%, smaller than the maximum TSLT drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for TERG and TSLT.
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Drawdown Indicators
| TERG | TSLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.32% | -83.16% | +43.84% |
Max Drawdown (1Y)Largest decline over 1 year | — | -51.40% | — |
Current DrawdownCurrent decline from peak | -30.58% | -69.07% | +38.49% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -49.13% | +39.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 24.16% | — |
Volatility
TERG vs. TSLT - Volatility Comparison
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Volatility by Period
| TERG | TSLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 22.37% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 59.16% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 124.59% | 110.56% | +14.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 124.59% | 119.13% | +5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 124.59% | 119.13% | +5.46% |