TSLQ vs. SFYF

Last updated Jul 14, 2026

TSLQ (Tradr 2X Short TSLA Daily ETF) and SFYF (SoFi Social 50 ETF) are both exchange-traded funds - TSLQ is a Inverse Equities fund actively managed by Tradr, while SFYF is a Large Cap Growth Equities fund tracking the SoFi Social 50 Index. TSLQ is actively managed, while SFYF is passively managed. Over the past 3 years, TSLQ returned -64.49%/yr vs 28.59%/yr for SFYF. At a correlation of -0.72, they often move in opposite directions. TSLQ charges 1.17%/yr vs 0.29%/yr for SFYF.

Performance

TSLQ vs. SFYF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Short TSLA Daily ETF (TSLQ) and SoFi Social 50 ETF (SFYF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSLQ achieves a -0.50% return, which is significantly lower than SFYF's 10.07% return.

TSLQ

• 1D: 6.42%
• 1M: -1.63%
• 6M: 0.00%
• YTD: -0.50%
• 1Y: -62.74%
• 3Y*: -64.49%
• 5Y*: —
• 10Y*: —

SFYF

• 1D: -1.09%
• 1M: -0.31%
• 6M: 8.08%
• YTD: 10.07%
• 1Y: 30.46%
• 3Y*: 28.59%
• 5Y*: 11.35%
• 10Y*: —

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

TSLQ vs. SFYF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TSLQ Tradr 2X Short TSLA Daily ETF	-0.50%	-74.67%	-83.21%	-59.97%	61.04%
SFYF SoFi Social 50 ETF	10.07%	30.00%	44.62%	56.80%	-18.60%

Correlation

The correlation between TSLQ and SFYF is -0.75, 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	-0.75
Correlation (3Y) Calculated over the trailing 3-year period	-0.73
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022	-0.72

The correlation between TSLQ and SFYF has been stable across timeframes, ranging from -0.75 to -0.72 - a consistent structural relationship.

Return for Risk

TSLQ vs. SFYF — Risk / Return Rank

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

TSLQ

TSLQ Risk / Return Rank: 3
TSLQ Sharpe Ratio Rank: 4
TSLQ Sortino Ratio Rank: 4
TSLQ Omega Ratio Rank: 4
TSLQ Calmar Ratio Rank: 1
TSLQ Martin Ratio Rank: 4

SFYF

SFYF Risk / Return Rank: 52
SFYF Sharpe Ratio Rank: 57
SFYF Sortino Ratio Rank: 53
SFYF Omega Ratio Rank: 53
SFYF Calmar Ratio Rank: 50
SFYF Martin Ratio Rank: 47

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. SFYF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Short TSLA Daily ETF (TSLQ) and SoFi Social 50 ETF (SFYF). 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.

	TSLQ	SFYF	Difference
Sharpe ratio: Return per unit of total volatility	-0.70	1.54	-2.24
Sortino ratio: Return per unit of downside risk	-0.90	2.06	-2.96
Omega ratio: Gain probability vs. loss probability	0.90	1.27	-0.37
Calmar ratio: Return relative to maximum drawdown	-0.91	2.02	-2.92
Martin ratio: Return relative to average drawdown	-1.15	6.22	-7.38

TSLQ vs. SFYF - Sharpe Ratio Comparison

The current TSLQ Sharpe Ratio is -0.70, which is lower than the SFYF Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of TSLQ and SFYF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TSLQ vs. SFYF - Drawdown Comparison

The maximum TSLQ drawdown since its inception was -98.73%, which is greater than SFYF's maximum drawdown of -56.09%. Use the drawdown chart below to compare losses from any high point for TSLQ and SFYF.

Drawdown Indicators

	TSLQ	SFYF	Difference
Max Drawdown Largest peak-to-trough decline	-98.73%	-56.09%	-42.64%
Max Drawdown (1Y) Largest decline over 1 year	-69.32%	-15.18%	-54.14%
Max Drawdown (3Y) Largest decline over 3 years	-97.85%	-26.45%	-71.40%
Max Drawdown (5Y) Largest decline over 5 years	—	-56.09%	—
Current Drawdown Current decline from peak	-98.52%	-5.77%	-92.75%
Average Drawdown Average peak-to-trough decline	-68.01%	-16.41%	-51.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	54.39%	4.91%	+49.48%

Volatility

TSLQ vs. SFYF - Volatility Comparison

Tradr 2X Short TSLA Daily ETF (TSLQ) has a higher volatility of 35.69% compared to SoFi Social 50 ETF (SFYF) at 7.10%. This indicates that TSLQ's price experiences larger fluctuations and is considered to be riskier than SFYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSLQ	SFYF	Difference
Volatility (1M) Calculated over the trailing 1-month period	35.69%	7.10%	+28.59%
Volatility (6M) Calculated over the trailing 6-month period	62.98%	15.53%	+47.45%
Volatility (1Y) Calculated over the trailing 1-year period	89.70%	19.96%	+69.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	94.90%	29.40%	+65.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	94.90%	30.63%	+64.27%

TSLQ vs. SFYF - Expense Ratio Comparison

TSLQ has a 1.17% expense ratio, which is higher than SFYF's 0.29% expense ratio.

Dividends

TSLQ vs. SFYF - Dividend Comparison

TSLQ's dividend yield for the trailing twelve months is around 10.62%, more than SFYF's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
SFYF SoFi Social 50 ETF	0.36%	0.33%	0.31%	1.71%	1.19%	0.26%	0.40%	0.73%
TSLQ Tradr 2X Short TSLA Daily ETF	10.62%	10.56%	4.95%	13.35%	2.56%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TSLQ and SFYF in my portfolio?

TSLQ and SFYF have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TSLQ or SFYF?

TSLQ has higher volatility (35.69%) compared to SFYF (7.10%). In terms of maximum drawdown, TSLQ dropped -98.73% vs SFYF's -56.09%.

Which ETF is better, TSLQ or SFYF?

On 3-year performance, SFYF leads with 28.59% vs -64.49% for TSLQ. On fees, SFYF is cheaper at 0.29% per year. On volatility, SFYF has been the lower-risk option at 7.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TSLQ or SFYF?

Over the 3-year period, SFYF has performed better with a 28.59% return vs -64.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TSLQ or SFYF?

SFYF is cheaper with a 0.29% expense ratio, compared with 1.17% for TSLQ.

Which ETF pays a higher dividend yield, TSLQ or SFYF?

TSLQ has the higher dividend yield at 10.62%, compared with 0.36% for SFYF.

What is the main difference between TSLQ and SFYF?

TSLQ is categorized as Inverse Equities, while SFYF is Large Cap Growth Equities. They also come from different issuers: Tradr and Toroso Investments. Their fees differ too: 1.17% for TSLQ and 0.29% for SFYF.

Which has better risk-adjusted returns?

SFYF currently has the higher Sharpe Ratio (1.54 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.