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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 -20.85% return, which is significantly higher than SPXS's -25.49% return.


TSLL

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

SPXS

1D
2.19%
1M
-13.11%
YTD
-25.49%
6M
-24.86%
1Y
-48.73%
3Y*
-42.68%
5Y*
-34.76%
10Y*
-42.01%
*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
-20.85%-26.80%99.63%139.86%-73.85%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-25.49%-41.53%-42.84%-45.97%10.07%

Correlation

The correlation between TSLL and SPXS is -0.53, 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

-0.53

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

-0.55

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

-0.55

The correlation between TSLL and SPXS has been stable across timeframes, ranging from -0.55 to -0.53 - 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: 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

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
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.


TSLLSPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+3.08

Omega ratioGain probability vs. loss probability

1.09

0.75

+0.34

Calmar ratioReturn relative to maximum drawdown

0.13

-0.96

+1.09

Martin ratioReturn relative to average drawdown

0.27

-1.62

+1.90

TSLL vs. SPXS - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is 0.08, which is higher than the SPXS Sharpe Ratio of -1.38. 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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Sharpe Ratios by Period


TSLLSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

-1.38

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.83

+0.76

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%

-50.77%

-3.98%

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

-60.03%

-100.00%

+39.97%

Average Drawdown

Average peak-to-trough decline

-53.82%

-96.30%

+42.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.72%

30.04%

-3.32%

Volatility

TSLL vs. SPXS - Volatility Comparison

Direxion Daily TSLA Bull 2X ETF (TSLL) has a higher volatility of 24.26% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.51%. 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

24.26%

8.51%

+15.75%

Volatility (6M)

Calculated over the trailing 6-month period

54.47%

26.82%

+27.65%

Volatility (1Y)

Calculated over the trailing 1-year period

92.38%

35.54%

+56.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.87%

50.39%

+56.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.87%

53.54%

+53.33%

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 6.46%, more than SPXS's 4.91% yield.


PositionTTM20252024202320222021202020192018
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.91%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%
TSLL
Direxion Daily TSLA Bull 2X ETF
6.46%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 -0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLL has higher volatility (24.26%) compared to SPXS (8.51%). In terms of maximum drawdown, TSLL dropped -82.88% vs SPXS's -100.00%.

On 3-year performance, TSLL leads with 9.79% vs -42.68% for SPXS. On fees, TSLL is cheaper at 0.83% per year. On volatility, SPXS has been the lower-risk option at 8.51%. 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 9.79% return vs -42.68%. 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 6.46%, compared with 4.91% 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 (0.08 vs -1.38), 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.

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