PortfoliosLab logoPortfoliosLab logo
TSLQ vs. ONEQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLQ vs. ONEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Short TSLA Daily ETF (TSLQ) and Fidelity Nasdaq Composite Index ETF (ONEQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TSLQ achieves a 1.82% return, which is significantly lower than ONEQ's 13.30% return.


TSLQ

1D
-2.22%
1M
6.08%
YTD
1.82%
6M
19.91%
1Y
-62.10%
3Y*
-65.39%
5Y*
10Y*

ONEQ

1D
-1.15%
1M
-0.55%
YTD
13.30%
6M
12.39%
1Y
35.91%
3Y*
25.75%
5Y*
14.06%
10Y*
19.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLQ vs. ONEQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLQ
Tradr 2X Short TSLA Daily ETF
1.82%-74.67%-83.21%-59.97%61.04%
ONEQ
Fidelity Nasdaq Composite Index ETF
13.30%20.89%29.30%45.73%-6.40%

Correlation

The correlation between TSLQ and ONEQ is -0.59, 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

-0.59

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

-0.61

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

-0.60

The correlation between TSLQ and ONEQ has been stable across timeframes, ranging from -0.61 to -0.59 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TSLQ vs. ONEQ — Risk / Return Rank

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

TSLQ
TSLQ Risk / Return Rank: 33
Overall Rank
TSLQ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TSLQ Sortino Ratio Rank: 33
Sortino Ratio Rank
TSLQ Omega Ratio Rank: 44
Omega Ratio Rank
TSLQ Calmar Ratio Rank: 22
Calmar Ratio Rank
TSLQ Martin Ratio Rank: 44
Martin Ratio Rank

ONEQ
ONEQ Risk / Return Rank: 6262
Overall Rank
ONEQ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ONEQ Sortino Ratio Rank: 6060
Sortino Ratio Rank
ONEQ Omega Ratio Rank: 6363
Omega Ratio Rank
ONEQ Calmar Ratio Rank: 5959
Calmar Ratio Rank
ONEQ Martin Ratio Rank: 6262
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.

TSLQ vs. ONEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Short TSLA Daily ETF (TSLQ) and Fidelity Nasdaq Composite Index ETF (ONEQ). 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.


TSLQONEQDifference
Sharpe ratioReturn per unit of total volatility

-2.80

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

0.90

1.36

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.86

2.86

-3.72

Martin ratioReturn relative to average drawdown

-1.11

10.89

-12.00

TSLQ vs. ONEQ - Sharpe Ratio Comparison

The current TSLQ Sharpe Ratio is -0.70, which is lower than the ONEQ Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of TSLQ and ONEQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TSLQ vs. ONEQ - Drawdown Comparison

The maximum TSLQ drawdown since its inception was -98.73%, which is greater than ONEQ's maximum drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for TSLQ and ONEQ.


Loading charts...

Drawdown Indicators


TSLQONEQDifference

Max Drawdown

Largest peak-to-trough decline

-98.73%

-55.09%

-43.64%

Max Drawdown (1Y)

Largest decline over 1 year

-72.21%

-12.64%

-59.57%

Max Drawdown (3Y)

Largest decline over 3 years

-97.85%

-24.09%

-73.76%

Max Drawdown (5Y)

Largest decline over 5 years

-35.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.23%

Current Drawdown

Current decline from peak

-98.48%

-3.29%

-95.19%

Average Drawdown

Average peak-to-trough decline

-67.58%

-7.94%

-59.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.11%

3.31%

+52.80%

Volatility

TSLQ vs. ONEQ - Volatility Comparison

Tradr 2X Short TSLA Daily ETF (TSLQ) has a higher volatility of 25.56% compared to Fidelity Nasdaq Composite Index ETF (ONEQ) at 7.25%. This indicates that TSLQ's price experiences larger fluctuations and is considered to be riskier than ONEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TSLQONEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.56%

7.25%

+18.31%

Volatility (6M)

Calculated over the trailing 6-month period

56.10%

13.53%

+42.57%

Volatility (1Y)

Calculated over the trailing 1-year period

88.72%

17.28%

+71.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.17%

22.33%

+71.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.17%

21.81%

+72.36%

TSLQ vs. ONEQ - Expense Ratio Comparison

TSLQ has a 1.17% expense ratio, which is higher than ONEQ's 0.21% expense ratio.


Dividends

TSLQ vs. ONEQ - Dividend Comparison

TSLQ's dividend yield for the trailing twelve months is around 10.38%, more than ONEQ's 0.71% yield.


PositionTTM20252024202320222021202020192018201720162015
ONEQ
Fidelity Nasdaq Composite Index ETF
0.71%0.54%0.65%0.71%0.97%0.54%0.71%2.51%1.08%0.84%1.12%1.04%
TSLQ
Tradr 2X Short TSLA Daily ETF
10.38%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 ONEQ have a correlation of -0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLQ has higher volatility (25.56%) compared to ONEQ (7.25%). In terms of maximum drawdown, TSLQ dropped -98.73% vs ONEQ's -55.09%.

On 3-year performance, ONEQ leads with 25.75% vs -65.39% for TSLQ. On fees, ONEQ is cheaper at 0.21% per year. On volatility, ONEQ has been the lower-risk option at 7.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ONEQ has performed better with a 25.75% return vs -65.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ONEQ is cheaper with a 0.21% expense ratio, compared with 1.17% for TSLQ.

TSLQ has the higher dividend yield at 10.38%, compared with 0.71% for ONEQ.

TSLQ is categorized as Inverse Equities, while ONEQ is Large Cap Growth Equities. They also come from different issuers: Tradr and Fidelity. Their fees differ too: 1.17% for TSLQ and 0.21% for ONEQ.

ONEQ currently has the higher Sharpe Ratio (2.09 vs -0.70), 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 TSLQ and ONEQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer