TSLL vs. FUTG
TSLL (Direxion Daily TSLA Bull 2X ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.41 correlation, their price movements are largely independent. TSLL charges 0.83%/yr vs 0.75%/yr for FUTG.
Performance
TSLL vs. FUTG - Performance Comparison
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Returns By Period
In the year-to-date period, TSLL achieves a -22.80% return, which is significantly higher than FUTG's -75.53% return.
TSLL
- 1D
- -2.47%
- 1M
- 12.96%
- YTD
- -22.80%
- 6M
- -25.74%
- 1Y
- 12.53%
- 3Y*
- 7.98%
- 5Y*
- —
- 10Y*
- —
FUTG
- 1D
- -11.10%
- 1M
- -70.24%
- YTD
- -75.53%
- 6M
- -77.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLL vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLL Direxion Daily TSLA Bull 2X ETF | -22.80% | 2.52% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -75.53% | -0.80% |
Correlation
The correlation between TSLL 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
TSLL vs. FUTG — Risk / Return Rank
TSLL
FUTG
TSLL vs. FUTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 2X ETF (TSLL) 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.
| TSLL | FUTG | Difference | |
|---|---|---|---|
| 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 | 0.23 | — | — |
| Martin ratioReturn relative to average drawdown | 0.48 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSLL | FUTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | -0.66 | +0.58 |
Drawdowns
TSLL vs. FUTG - Drawdown Comparison
The maximum TSLL drawdown since its inception was -82.88%, roughly equal to the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for TSLL and FUTG.
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Drawdown Indicators
| TSLL | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.88% | -86.19% | +3.31% |
Max Drawdown (1Y)Largest decline over 1 year | -54.75% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -82.88% | — | — |
Current DrawdownCurrent decline from peak | -61.02% | -84.29% | +23.27% |
Average DrawdownAverage peak-to-trough decline | -53.83% | -40.35% | -13.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.36% | — | — |
Volatility
TSLL vs. FUTG - Volatility Comparison
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Volatility by Period
| TSLL | FUTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.35% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 54.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 92.41% | 136.01% | -43.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.83% | 136.01% | -29.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 106.83% | 136.01% | -29.18% |
TSLL vs. FUTG - Expense Ratio Comparison
TSLL has a 0.83% expense ratio, which is higher than FUTG's 0.75% expense ratio.
Dividends
TSLL vs. FUTG - Dividend Comparison
TSLL's dividend yield for the trailing twelve months is around 6.63%, while FUTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FUTG Leverage Shares 2X Long FUTU Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLL Direxion Daily TSLA Bull 2X ETF | 6.63% | 5.00% | 2.47% | 4.44% | 1.57% |
Frequently Asked Questions
TSLL 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 0.83% for TSLL.
TSLL has the higher dividend yield at 6.63%, compared with 0.00% for FUTG.
They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 0.83% for TSLL and 0.75% for FUTG.
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