TSLQ vs. DSI
TSLQ (AXS TSLA Bear Daily ETF) and DSI (iShares MSCI KLD 400 Social ETF) are both exchange-traded funds - TSLQ is a Inverse Equities fund actively managed by AXS, while DSI is a Large Cap Growth Equities fund tracking the MSCI KLD 400 Social Index. TSLQ is actively managed, while DSI is passively managed. Over the past 3 years, TSLQ returned -68.13%/yr vs 21.95%/yr for DSI. At a correlation of -0.56, they often move in opposite directions. TSLQ charges 1.15%/yr vs 0.25%/yr for DSI.
Performance
TSLQ vs. DSI - Performance Comparison
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Returns By Period
In the year-to-date period, TSLQ achieves a -3.74% return, which is significantly lower than DSI's 11.07% return.
TSLQ
- 1D
- 0.06%
- 1M
- -17.27%
- YTD
- -3.74%
- 6M
- -7.45%
- 1Y
- -62.40%
- 3Y*
- -68.13%
- 5Y*
- —
- 10Y*
- —
DSI
- 1D
- -0.96%
- 1M
- 5.41%
- YTD
- 11.07%
- 6M
- 11.58%
- 1Y
- 28.93%
- 3Y*
- 21.95%
- 5Y*
- 13.13%
- 10Y*
- 15.41%
TSLQ vs. DSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TSLQ AXS TSLA Bear Daily ETF | -3.74% | -74.67% | -83.21% | -59.97% | 63.52% |
DSI iShares MSCI KLD 400 Social ETF | 11.07% | 18.03% | 22.38% | 28.51% | 0.84% |
Correlation
The correlation between TSLQ and DSI is -0.55, 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 | -0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022 | -0.56 |
The correlation between TSLQ and DSI has been stable across timeframes, ranging from -0.57 to -0.55 - a consistent structural relationship.
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Return for Risk
TSLQ vs. DSI — Risk / Return Rank
TSLQ
DSI
TSLQ vs. DSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AXS TSLA Bear Daily ETF (TSLQ) and iShares MSCI KLD 400 Social ETF (DSI). 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.
| TSLQ | DSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.92 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.40 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.63 | -3.45 |
| Martin ratioReturn relative to average drawdown | -1.05 | 11.06 | -12.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSLQ | DSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.67 | 2.23 | -2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | 0.55 | -1.20 |
Drawdowns
TSLQ vs. DSI - Drawdown Comparison
The maximum TSLQ drawdown since its inception was -98.73%, which is greater than DSI's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for TSLQ and DSI.
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Drawdown Indicators
| TSLQ | DSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.73% | -54.23% | -44.50% |
Max Drawdown (1Y)Largest decline over 1 year | -75.93% | -11.05% | -64.88% |
Max Drawdown (3Y)Largest decline over 3 years | -97.85% | -20.58% | -77.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.10% | — |
Current DrawdownCurrent decline from peak | -98.57% | -1.19% | -97.38% |
Average DrawdownAverage peak-to-trough decline | -67.19% | -7.52% | -59.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.63% | 2.62% | +57.01% |
Volatility
TSLQ vs. DSI - Volatility Comparison
AXS TSLA Bear Daily ETF (TSLQ) has a higher volatility of 24.10% compared to iShares MSCI KLD 400 Social ETF (DSI) at 3.88%. This indicates that TSLQ's price experiences larger fluctuations and is considered to be riskier than DSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLQ | DSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.10% | 3.88% | +20.22% |
Volatility (6M)Calculated over the trailing 6-month period | 54.84% | 10.00% | +44.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.69% | 13.03% | +79.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.11% | 17.92% | +76.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.11% | 18.71% | +75.40% |
TSLQ vs. DSI - Expense Ratio Comparison
TSLQ has a 1.15% expense ratio, which is higher than DSI's 0.25% expense ratio.
Dividends
TSLQ vs. DSI - Dividend Comparison
TSLQ's dividend yield for the trailing twelve months is around 10.97%, more than DSI's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 0.85% | 0.92% | 1.03% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.51% | 1.46% |
TSLQ AXS TSLA Bear Daily ETF | 10.97% | 10.56% | 4.95% | 13.35% | 2.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSLQ and DSI have a correlation of -0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLQ has higher volatility (24.10%) compared to DSI (3.88%). In terms of maximum drawdown, TSLQ dropped -98.73% vs DSI's -54.23%.
On 3-year performance, DSI leads with 21.95% vs -68.13% for TSLQ. On fees, DSI is cheaper at 0.25% per year. On volatility, DSI has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DSI has performed better with a 21.95% return vs -68.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DSI is cheaper with a 0.25% expense ratio, compared with 1.15% for TSLQ.
TSLQ has the higher dividend yield at 10.97%, compared with 0.85% for DSI.
TSLQ is categorized as Inverse Equities, while DSI is Large Cap Growth Equities. They also come from different issuers: AXS and iShares. Their fees differ too: 1.15% for TSLQ and 0.25% for DSI.
DSI currently has the higher Sharpe Ratio (2.23 vs -0.67), 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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