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TSL vs. FUTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSL vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 1.25x Long Tsla Daily ETF (TSL) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSL achieves a -9.40% return, which is significantly higher than FUTG's -75.53% return.


TSL

1D
-0.11%
1M
9.37%
YTD
-9.40%
6M
-9.11%
1Y
20.41%
3Y*
20.28%
5Y*
10Y*

FUTG

1D
-11.10%
1M
-70.24%
YTD
-75.53%
6M
-77.00%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSL vs. FUTG - Yearly Performance Comparison


Correlation

The correlation between TSL and FUTG is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.41

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Return for Risk

TSL vs. FUTG — Risk / Return Rank

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

TSL
TSL Risk / Return Rank: 1616
Overall Rank
TSL Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TSL Sortino Ratio Rank: 1717
Sortino Ratio Rank
TSL Omega Ratio Rank: 1717
Omega Ratio Rank
TSL Calmar Ratio Rank: 1616
Calmar Ratio Rank
TSL Martin Ratio Rank: 1515
Martin Ratio Rank

FUTG
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.

TSL vs. FUTG - 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 FUTU Daily ETF (FUTG). 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.


TSLFUTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.55

Martin ratioReturn relative to average drawdown

1.26

TSL vs. FUTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSLFUTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.66

+0.69

Drawdowns

TSL vs. FUTG - Drawdown Comparison

The maximum TSL drawdown since its inception was -74.52%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for TSL and FUTG.


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Drawdown Indicators


TSLFUTGDifference

Max Drawdown

Largest peak-to-trough decline

-74.52%

-86.19%

+11.67%

Max Drawdown (1Y)

Largest decline over 1 year

-36.98%

Max Drawdown (3Y)

Largest decline over 3 years

-63.30%

Current Drawdown

Current decline from peak

-24.91%

-84.29%

+59.38%

Average Drawdown

Average peak-to-trough decline

-38.71%

-40.35%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.38%

Volatility

TSL vs. FUTG - Volatility Comparison


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Volatility by Period


TSLFUTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.25%

Volatility (6M)

Calculated over the trailing 6-month period

34.12%

Volatility (1Y)

Calculated over the trailing 1-year period

57.94%

136.01%

-78.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.18%

136.01%

-62.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.18%

136.01%

-62.83%

TSL vs. FUTG - Expense Ratio Comparison

TSL has a 1.15% expense ratio, which is higher than FUTG's 0.75% expense ratio.


Dividends

TSL vs. FUTG - Dividend Comparison

Neither TSL nor FUTG has paid dividends to shareholders.


PositionTTM202520242023
FUTG
Leverage Shares 2X Long FUTU 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 FUTG have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FUTG is cheaper with a 0.75% expense ratio, compared with 1.15% for TSL.

TSL and FUTG 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 FUTG.

Portfolio Optimizer

Find the right allocation for TSL and FUTG

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