TSLL vs. TSLW

Last updated Apr 1, 2026

Compare and contrast key facts about Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Roundhill TSLA WeeklyPay™ ETF (TSLW).

TSLL and TSLW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLL is an actively managed fund by Direxion. It was launched on Jun 9, 2022. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025.

Performance

TSLL vs. TSLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Roundhill TSLA WeeklyPay™ ETF (TSLW). The values are adjusted to include any dividend payments, if applicable.

TSLL vs. TSLW - Yearly Performance Comparison

	2026 (YTD)	2025
TSLL Direxion Daily TSLA Bull 1.5X Shares	-35.93%	36.60%
TSLW Roundhill TSLA WeeklyPay™ ETF	-21.43%	33.77%

Returns By Period

In the year-to-date period, TSLL achieves a -35.93% return, which is significantly lower than TSLW's -21.43% return.

TSLL

• 1D: 9.16%
• 1M: -16.71%
• YTD: -35.93%
• 6M: -39.94%
• 1Y: 34.59%
• 3Y*: 3.01%
• 5Y*: —
• 10Y*: —

TSLW

• 1D: 5.53%
• 1M: -9.58%
• YTD: -21.43%
• 6M: -21.84%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLL vs. TSLW - Expense Ratio Comparison

TSLL has a 1.08% expense ratio, which is higher than TSLW's 0.99% expense ratio.

TSLL

Direxion Daily TSLA Bull 1.5X Shares

TSLW

Roundhill TSLA WeeklyPay™ ETF

Return for Risk

TSLL vs. TSLW — Risk / Return Rank

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

TSLL

TSLL Risk / Return Rank: 33
TSLL Sharpe Ratio Rank: 22
TSLL Sortino Ratio Rank: 50
TSLL Omega Ratio Rank: 41
TSLL Calmar Ratio Rank: 28
TSLL Martin Ratio Rank: 22

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. TSLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Roundhill TSLA WeeklyPay™ ETF (TSLW). 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	TSLW	Difference
Sharpe ratio Return per unit of total volatility	0.31	—	—
Sortino ratio Return per unit of downside risk	1.25	—	—
Omega ratio Gain probability vs. loss probability	1.15	—	—
Calmar ratio Return relative to maximum drawdown	0.59	—	—
Martin ratio Return relative to average drawdown	1.26	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TSLL	TSLW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.13	0.11	-0.24

Correlation

The correlation between TSLL and TSLW is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TSLL vs. TSLW - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 7.98%, less than TSLW's 83.63% yield.

	TTM	2025	2024	2023	2022
TSLL Direxion Daily TSLA Bull 1.5X Shares	7.98%	5.00%	2.47%	4.44%	1.57%
TSLW Roundhill TSLA WeeklyPay™ ETF	83.63%	49.31%	0.00%	0.00%	0.00%

Drawdowns

TSLL vs. TSLW - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, which is greater than TSLW's maximum drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for TSLL and TSLW.

Drawdown Indicators

	TSLL	TSLW	Difference
Max Drawdown Largest peak-to-trough decline	-82.88%	-32.91%	-49.97%
Max Drawdown (1Y) Largest decline over 1 year	-51.06%	—	—
Current Drawdown Current decline from peak	-67.65%	-29.20%	-38.45%
Average Drawdown Average peak-to-trough decline	-53.34%	-10.58%	-42.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.92%	—	—

Volatility

Volatility by Period

	TSLL	TSLW	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	59.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	110.51%	56.71%	+53.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.90%	56.71%	+51.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.90%	56.71%	+51.19%