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TSLL vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLL vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 2X ETF (TSLL) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TSLL

1D
0.00%
1M
13.88%
YTD
-20.85%
6M
-21.38%
1Y
7.17%
3Y*
9.79%
5Y*
10Y*

NTSD

1D
-1.11%
1M
7.13%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLL vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between TSLL and NTSD is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 20, 2026

0.60

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Return for Risk

TSLL vs. NTSD — Risk / Return Rank

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

TSLL
TSLL Risk / Return Rank: 1212
Overall Rank
TSLL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1515
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1515
Omega Ratio Rank
TSLL Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSLL Martin Ratio Rank: 1010
Martin Ratio Rank

NTSD
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.

TSLL vs. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 2X ETF (TSLL) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.


TSLLNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.13

Martin ratioReturn relative to average drawdown

0.27

TSLL vs. NTSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSLLNTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

5.08

-5.16

Drawdowns

TSLL vs. NTSD - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for TSLL and NTSD.


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Drawdown Indicators


TSLLNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-5.20%

-77.68%

Max Drawdown (1Y)

Largest decline over 1 year

-54.75%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

Current Drawdown

Current decline from peak

-60.03%

-1.11%

-58.92%

Average Drawdown

Average peak-to-trough decline

-53.82%

-0.84%

-52.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.72%

Volatility

TSLL vs. NTSD - Volatility Comparison


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Volatility by Period


TSLLNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.26%

Volatility (6M)

Calculated over the trailing 6-month period

54.47%

Volatility (1Y)

Calculated over the trailing 1-year period

92.38%

24.28%

+68.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.87%

24.28%

+82.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.87%

24.28%

+82.59%

TSLL vs. NTSD - Expense Ratio Comparison

TSLL has a 0.83% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

TSLL vs. NTSD - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 6.46%, while NTSD has not paid dividends to shareholders.


PositionTTM2025202420232022
NTSD
WisdomTree Efficient U.S. Plus International Equity Fund
0.00%0.00%0.00%0.00%0.00%
TSLL
Direxion Daily TSLA Bull 2X ETF
6.46%5.00%2.47%4.44%1.57%

Frequently Asked Questions


TSLL and NTSD have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSD is cheaper with a 0.35% expense ratio, compared with 0.83% for TSLL.

TSLL has the higher dividend yield at 6.46%, compared with 0.00% for NTSD.

They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 0.83% for TSLL and 0.35% for NTSD.

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