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TSLL vs. TSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLL vs. TSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 2X ETF (TSLL) and GraniteShares 1.25x Long Tsla Daily ETF (TSL). 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 -61.15% return, which is significantly lower than TSL's -39.23% return.


TSLL

1D
1.39%
1M
-40.57%
6M
-56.61%
YTD
-61.15%
1Y
-25.18%
3Y*
-20.90%
5Y*
10Y*
ALL TIME*
-23.74%

TSL

1D
1.55%
1M
-26.02%
6M
-35.54%
YTD
-39.23%
1Y
-3.12%
3Y*
-2.52%
5Y*
10Y*
ALL TIME*
-8.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.38M$7.88M$12.96M
$724.83M$679.97M$948.78M

TSLL vs. TSL - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLL
Direxion Daily TSLA Bull 2X ETF
-61.15%-26.80%99.63%139.86%-74.99%
TSL
GraniteShares 1.25x Long Tsla Daily ETF
-39.23%3.49%64.12%113.79%-67.61%

Correlation

The correlation between TSLL and TSL is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

1.00

Correlation (3Y)
Balances recent behavior with more history.

1.00

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

1.00

The correlation between TSLL and TSL has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

TSLL vs. TSL - Sectors Allocation Comparison


Sectors
TSLL
TSL

Consumer Cyclical

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Cyclical

TSLL
100.0%
TSL
100.0%

Basic Materials

TSLL

-

TSL

-

Communication Services

TSLL

-

TSL

-

Consumer Defensive

TSLL

-

TSL

-

Energy

TSLL

-

TSL

-

Financial Services

TSLL

-

TSL

-

Healthcare

TSLL

-

TSL

-

Industrials

TSLL

-

TSL

-

Real Estate

TSLL

-

TSL

-

Technology

TSLL

-

TSL

-

Utilities

TSLL

-

TSL

-

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Return for Risk

TSLL vs. TSL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSLL
TSLL Risk / Return Rank: 88
Overall Rank
TSLL Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1111
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1111
Omega Ratio Rank
TSLL Calmar Ratio Rank: 66
Calmar Ratio Rank
TSLL Martin Ratio Rank: 55
Martin Ratio Rank

TSL
TSL Risk / Return Rank: 1111
Overall Rank
TSL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSL Sortino Ratio Rank: 1313
Sortino Ratio Rank
TSL Omega Ratio Rank: 1313
Omega Ratio Rank
TSL Calmar Ratio Rank: 99
Calmar Ratio Rank
TSL Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TSLL vs. TSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 2X ETF (TSLL) and GraniteShares 1.25x Long Tsla Daily ETF (TSL). 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.


TSLLTSLDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.02

1.03

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.40

-0.11

-0.29

Martin ratioReturn relative to average drawdown

-0.88

-0.27

-0.61

TSLL vs. TSL - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is -0.30, which is lower than the TSL Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of TSLL and TSL, 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. TSL - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, which is greater than TSL's maximum drawdown of -74.52%. Use the drawdown chart below to compare losses from any high point for TSLL and TSL.


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Drawdown Indicators


TSLLTSLDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-74.52%

-8.36%

Max Drawdown (1Y)

Largest decline over 1 year

-70.13%

-48.38%

-21.75%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

-63.30%

-19.58%

Current Drawdown

Current decline from peak

-80.38%

-49.63%

-30.75%

Average Drawdown

Average peak-to-trough decline

-54.36%

-38.51%

-15.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.62%

19.64%

+11.98%

Volatility

TSLL vs. TSL - Volatility Comparison

Direxion Daily TSLA Bull 2X ETF (TSLL) has a higher volatility of 43.16% compared to GraniteShares 1.25x Long Tsla Daily ETF (TSL) at 26.08%. This indicates that TSLL's price experiences larger fluctuations and is considered to be riskier than TSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLLTSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.16%

26.08%

+17.08%

Volatility (6M)

Calculated over the trailing 6-month period

70.52%

43.45%

+27.07%

Volatility (1Y)

Calculated over the trailing 1-year period

92.41%

57.86%

+34.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.78%

73.45%

+34.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.78%

73.45%

+34.33%

TSLL vs. TSL - Expense Ratio Comparison

TSLL has a 0.83% expense ratio, which is lower than TSL's 1.15% expense ratio.


Dividends

TSLL vs. TSL - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 13.48%, while TSL has not paid dividends to shareholders.


PositionTTM2025202420232022
TSL
GraniteShares 1.25x Long Tsla Daily ETF
0.00%0.00%0.00%60.47%0.00%
TSLL
Direxion Daily TSLA Bull 2X ETF
13.48%5.00%2.47%4.44%1.57%

Frequently Asked Questions


With a correlation of 1.00, TSLL and TSL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TSLL has higher volatility (43.16%) compared to TSL (26.08%). In terms of maximum drawdown, TSLL dropped -82.88% vs TSL's -74.52%.

On 3-year performance, TSL leads with -2.52% vs -20.90% for TSLL. On fees, TSLL is cheaper at 0.83% per year. On volatility, TSL has been the lower-risk option at 26.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TSL has performed better with a -2.52% return vs -20.90%. 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 1.15% for TSL.

TSLL has the higher dividend yield at 13.48%, compared with 0.00% for TSL.

They also come from different issuers: Direxion and GraniteShares. Their fees differ too: 0.83% for TSLL and 1.15% for TSL.

TSL currently has the higher Sharpe Ratio (-0.09 vs -0.30), 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 TSL

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