TSL vs. DUOG
TSL (GraniteShares 1.25x Long Tsla Daily ETF) and DUOG (Leverage Shares 2X Long DUOL Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their 0.05 correlation means their historical movements had little consistent relationship. TSL charges 1.15%/yr vs 0.75%/yr for DUOG.
Performance
TSL vs. DUOG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSL achieves a -36.78% return, which is significantly higher than DUOG's -55.92% return.
TSL
- 1D
- -2.22%
- 1M
- -28.90%
- 6M
- -27.74%
- YTD
- -36.78%
- 1Y
- -1.73%
- 3Y*
- -0.03%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -7.16%
DUOG
- 1D
- -2.61%
- 1M
- 5.22%
- 6M
- 5.42%
- YTD
- -55.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $402.79K | $350.33K | $687.09K | |
| $7.25M | $7.43M | $12.09M |
TSL vs. DUOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSL GraniteShares 1.25x Long Tsla Daily ETF | -36.78% | -0.92% |
DUOG Leverage Shares 2X Long DUOL Daily ETF | -55.92% | -25.09% |
Correlation
The correlation between TSL and DUOG is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.05 |
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
TSL vs. DUOG — Risk / Return Rank
TSL
DUOG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSL vs. DUOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 1.25x Long Tsla Daily ETF (TSL) and Leverage Shares 2X Long DUOL Daily ETF (DUOG). 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.
| TSL | DUOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | — | — |
| Martin ratioReturn relative to average drawdown | -0.09 | — | — |
Loading charts...
Drawdowns
TSL vs. DUOG - Drawdown Comparison
The maximum TSL drawdown since its inception was -74.52%, smaller than the maximum DUOG drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for TSL and DUOG.
Loading charts...
Drawdown Indicators
| TSL | DUOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.52% | -83.13% | +8.61% |
Max Drawdown (1Y)Largest decline over 1 year | -48.38% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -63.30% | — | — |
Current DrawdownCurrent decline from peak | -47.60% | -66.98% | +19.38% |
Average DrawdownAverage peak-to-trough decline | -38.53% | -65.01% | +26.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.18% | — | — |
Volatility
TSL vs. DUOG - Volatility Comparison
Loading charts...
Volatility by Period
| TSL | DUOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.49% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 43.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 57.82% | 116.50% | -58.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.38% | 116.50% | -43.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.38% | 116.50% | -43.12% |
TSL vs. DUOG - Expense Ratio Comparison
TSL has a 1.15% expense ratio, which is higher than DUOG's 0.75% expense ratio.
Dividends
TSL vs. DUOG - Dividend Comparison
Neither TSL nor DUOG has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DUOG Leverage Shares 2X Long DUOL Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% |
TSL GraniteShares 1.25x Long Tsla Daily ETF | 0.00% | 0.00% | 0.00% | 60.47% |
Frequently Asked Questions
TSL and DUOG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DUOG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DUOG is cheaper with a 0.75% expense ratio, compared with 1.15% for TSL.
TSL and DUOG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.15% for TSL and 0.75% for DUOG.
Find the right allocation for TSL and DUOG
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