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TSLL vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLL vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 2X ETF (TSLL) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLL achieves a -39.31% return, which is significantly lower than SPXS's -19.82% return.


TSLL

1D
-3.38%
1M
-24.58%
YTD
-39.31%
6M
-48.10%
1Y
-11.43%
3Y*
-7.94%
5Y*
10Y*

SPXS

1D
0.29%
1M
4.33%
YTD
-19.82%
6M
-16.62%
1Y
-41.66%
3Y*
-40.44%
5Y*
-33.23%
10Y*
-42.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLL vs. SPXS - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLL
Direxion Daily TSLA Bull 2X ETF
-39.31%-26.80%99.63%139.86%-74.99%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-19.82%-41.53%-42.84%-45.97%11.50%

Correlation

The correlation between TSLL and SPXS is -0.57, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.57

Correlation (3Y)
Calculated over the trailing 3-year period

-0.56

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

-0.56

The correlation between TSLL and SPXS has been stable across timeframes, ranging from -0.57 to -0.56 - a consistent structural relationship.

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Return for Risk

TSLL vs. SPXS — Risk / Return Rank

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

TSLL
TSLL Risk / Return Rank: 99
Overall Rank
TSLL Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1111
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1111
Omega Ratio Rank
TSLL Calmar Ratio Rank: 77
Calmar Ratio Rank
TSLL Martin Ratio Rank: 77
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 11
Sortino Ratio Rank
SPXS Omega Ratio Rank: 11
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
Martin Ratio Rank
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. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 2X ETF (TSLL) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


TSLLSPXSDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.05

0.81

+0.24

Calmar ratioReturn relative to maximum drawdown

-0.21

-0.89

+0.68

Martin ratioReturn relative to average drawdown

-0.42

-1.54

+1.11

TSLL vs. SPXS - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is -0.13, which is higher than the SPXS Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of TSLL and SPXS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSLL vs. SPXS - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TSLL and SPXS.


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Drawdown Indicators


TSLLSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-100.00%

+17.12%

Max Drawdown (1Y)

Largest decline over 1 year

-54.75%

-46.84%

-7.91%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

-84.13%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-69.35%

-100.00%

+30.65%

Average Drawdown

Average peak-to-trough decline

-53.93%

-96.29%

+42.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.51%

27.25%

+0.26%

Volatility

TSLL vs. SPXS - Volatility Comparison

Direxion Daily TSLA Bull 2X ETF (TSLL) has a higher volatility of 28.32% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 14.27%. This indicates that TSLL's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLLSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.32%

14.27%

+14.05%

Volatility (6M)

Calculated over the trailing 6-month period

56.74%

29.40%

+27.34%

Volatility (1Y)

Calculated over the trailing 1-year period

87.53%

37.36%

+50.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.85%

50.69%

+56.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.85%

53.58%

+53.27%

TSLL vs. SPXS - Expense Ratio Comparison

TSLL has a 0.83% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

TSLL vs. SPXS - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 8.63%, more than SPXS's 4.24% yield.


PositionTTM20252024202320222021202020192018
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.24%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%
TSLL
Direxion Daily TSLA Bull 2X ETF
8.63%5.00%2.47%4.44%1.57%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSLL and SPXS have a correlation of -0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLL has higher volatility (28.32%) compared to SPXS (14.27%). In terms of maximum drawdown, TSLL dropped -82.88% vs SPXS's -100.00%.

On 3-year performance, TSLL leads with -7.94% vs -40.44% for SPXS. On fees, TSLL is cheaper at 0.83% per year. On volatility, SPXS has been the lower-risk option at 14.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TSLL has performed better with a -7.94% return vs -40.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TSLL is cheaper with a 0.83% expense ratio, compared with 1.08% for SPXS.

TSLL has the higher dividend yield at 8.63%, compared with 4.24% for SPXS.

TSLL is categorized as Leveraged Equities, while SPXS is Inverse Equities. Their fees differ too: 0.83% for TSLL and 1.08% for SPXS.

TSLL currently has the higher Sharpe Ratio (-0.13 vs -1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TSLL and SPXS

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