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TSLS vs. BULZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLS vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bear 1X Shares (TSLS) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLS achieves a 3.13% return, which is significantly lower than BULZ's 100.89% return.


TSLS

1D
0.10%
1M
-8.14%
YTD
3.13%
6M
2.01%
1Y
-28.79%
3Y*
-38.33%
5Y*
10Y*

BULZ

1D
-3.69%
1M
48.46%
YTD
100.89%
6M
88.97%
1Y
258.75%
3Y*
102.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLS vs. BULZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLS
Direxion Daily TSLA Bear 1X Shares
3.13%-34.95%-55.71%-60.12%100.52%
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
100.89%60.09%54.09%394.22%-61.98%

Correlation

The correlation between TSLS and BULZ is -0.57, 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

-0.57

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

-0.60

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

-0.61

The correlation between TSLS and BULZ has been stable across timeframes, ranging from -0.61 to -0.57 - a consistent structural relationship.

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Return for Risk

TSLS vs. BULZ — Risk / Return Rank

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

TSLS
TSLS Risk / Return Rank: 44
Overall Rank
TSLS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TSLS Sortino Ratio Rank: 44
Sortino Ratio Rank
TSLS Omega Ratio Rank: 44
Omega Ratio Rank
TSLS Calmar Ratio Rank: 33
Calmar Ratio Rank
TSLS Martin Ratio Rank: 55
Martin Ratio Rank

BULZ
BULZ Risk / Return Rank: 7676
Overall Rank
BULZ Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 6767
Sortino Ratio Rank
BULZ Omega Ratio Rank: 6868
Omega Ratio Rank
BULZ Calmar Ratio Rank: 8585
Calmar Ratio Rank
BULZ Martin Ratio Rank: 6969
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.

TSLS vs. BULZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bear 1X Shares (TSLS) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). 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.


TSLSBULZDifference
Sharpe ratioReturn per unit of total volatility

-4.13

Sortino ratioReturn per unit of downside risk

-3.83

Omega ratioGain probability vs. loss probability

0.92

1.42

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.62

4.81

-5.43

Martin ratioReturn relative to average drawdown

-0.88

12.88

-13.76

TSLS vs. BULZ - Sharpe Ratio Comparison

The current TSLS Sharpe Ratio is -0.62, which is lower than the BULZ Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of TSLS and BULZ, 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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Sharpe Ratios by Period


TSLSBULZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

3.51

-4.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.19

-0.73

Drawdowns

TSLS vs. BULZ - Drawdown Comparison

The maximum TSLS drawdown since its inception was -90.73%, roughly equal to the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for TSLS and BULZ.


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Drawdown Indicators


TSLSBULZDifference

Max Drawdown

Largest peak-to-trough decline

-90.73%

-94.44%

+3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-46.42%

-54.22%

+7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-84.16%

-67.96%

-16.20%

Current Drawdown

Current decline from peak

-89.60%

-5.35%

-84.25%

Average Drawdown

Average peak-to-trough decline

-63.49%

-58.42%

-5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.85%

20.19%

+12.66%

Volatility

TSLS vs. BULZ - Volatility Comparison

The current volatility for Direxion Daily TSLA Bear 1X Shares (TSLS) is 12.06%, while MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a volatility of 22.49%. This indicates that TSLS experiences smaller price fluctuations and is considered to be less risky than BULZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLSBULZDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.06%

22.49%

-10.43%

Volatility (6M)

Calculated over the trailing 6-month period

27.72%

56.86%

-29.14%

Volatility (1Y)

Calculated over the trailing 1-year period

46.68%

74.35%

-27.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.76%

91.23%

-32.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.76%

91.23%

-32.47%

TSLS vs. BULZ - Expense Ratio Comparison

TSLS has a 1.07% expense ratio, which is higher than BULZ's 0.95% expense ratio.


Dividends

TSLS vs. BULZ - Dividend Comparison

TSLS's dividend yield for the trailing twelve months is around 3.39%, while BULZ has not paid dividends to shareholders.


PositionTTM2025202420232022
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%
TSLS
Direxion Daily TSLA Bear 1X Shares
3.39%4.30%7.62%4.52%3.46%

Frequently Asked Questions


TSLS and BULZ have a correlation of -0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BULZ has higher volatility (22.49%) compared to TSLS (12.06%). In terms of maximum drawdown, TSLS dropped -90.73% vs BULZ's -94.44%.

On 3-year performance, BULZ leads with 102.20% vs -38.33% for TSLS. On fees, BULZ is cheaper at 0.95% per year. On volatility, TSLS has been the lower-risk option at 12.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BULZ has performed better with a 102.20% return vs -38.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BULZ is cheaper with a 0.95% expense ratio, compared with 1.07% for TSLS.

TSLS has the higher dividend yield at 3.39%, compared with 0.00% for BULZ.

TSLS is categorized as Inverse Equities, while BULZ is Leveraged Equities. TSLS tracks Tesla Inc (--100%), while BULZ tracks Solactive FANG Innovation. They also come from different issuers: Direxion and BMO. Their fees differ too: 1.07% for TSLS and 0.95% for BULZ.

BULZ currently has the higher Sharpe Ratio (3.51 vs -0.62), 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

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