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TSLS vs. SEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLS vs. SEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bear 1X Shares (TSLS) and ProShares Short Financials (SEF). The values are adjusted to include any dividend payments, if applicable.

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TSLS vs. SEF - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLS
Direxion Daily TSLA Bear 1X Shares
19.60%-34.95%-55.71%-60.12%100.52%
SEF
ProShares Short Financials
11.27%-9.82%-17.81%-8.81%1.72%

Returns By Period

In the year-to-date period, TSLS achieves a 19.60% return, which is significantly higher than SEF's 11.27% return.


TSLS

1D
-4.60%
1M
7.51%
YTD
19.60%
6M
13.90%
1Y
-44.43%
3Y*
-36.45%
5Y*
10Y*

SEF

1D
-2.13%
1M
3.96%
YTD
11.27%
6M
10.38%
1Y
2.76%
3Y*
-10.01%
5Y*
-6.70%
10Y*
-11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSLS vs. SEF - Expense Ratio Comparison

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


Return for Risk

TSLS vs. SEF — Risk / Return Rank

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

TSLS
TSLS Risk / Return Rank: 22
Overall Rank
TSLS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TSLS Sortino Ratio Rank: 22
Sortino Ratio Rank
TSLS Omega Ratio Rank: 22
Omega Ratio Rank
TSLS Calmar Ratio Rank: 22
Calmar Ratio Rank
TSLS Martin Ratio Rank: 55
Martin Ratio Rank

SEF
SEF Risk / Return Rank: 1515
Overall Rank
SEF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SEF Sortino Ratio Rank: 1616
Sortino Ratio Rank
SEF Omega Ratio Rank: 1616
Omega Ratio Rank
SEF Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEF Martin Ratio Rank: 1313
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. SEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bear 1X Shares (TSLS) and ProShares Short Financials (SEF). 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.


TSLSSEFDifference

Sharpe ratio

Return per unit of total volatility

-0.80

0.14

-0.94

Sortino ratio

Return per unit of downside risk

-1.02

0.36

-1.38

Omega ratio

Gain probability vs. loss probability

0.87

1.05

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.69

0.08

-0.77

Martin ratio

Return relative to average drawdown

-0.89

0.11

-1.00

TSLS vs. SEF - Sharpe Ratio Comparison

The current TSLS Sharpe Ratio is -0.80, which is lower than the SEF Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of TSLS and SEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSLSSEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

0.14

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

-0.49

-0.02

Correlation

The correlation between TSLS and SEF is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TSLS vs. SEF - Dividend Comparison

TSLS's dividend yield for the trailing twelve months is around 2.92%, less than SEF's 3.27% yield.


TTM20252024202320222021202020192018
TSLS
Direxion Daily TSLA Bear 1X Shares
2.92%4.30%7.62%4.52%3.46%0.00%0.00%0.00%0.00%
SEF
ProShares Short Financials
3.27%4.33%5.72%4.43%0.39%0.00%0.12%1.25%0.41%

Drawdowns

TSLS vs. SEF - Drawdown Comparison

The maximum TSLS drawdown since its inception was -90.73%, smaller than the maximum SEF drawdown of -96.51%. Use the drawdown chart below to compare losses from any high point for TSLS and SEF.


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Drawdown Indicators


TSLSSEFDifference

Max Drawdown

Largest peak-to-trough decline

-90.73%

-96.51%

+5.78%

Max Drawdown (1Y)

Largest decline over 1 year

-62.78%

-20.21%

-42.57%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

Current Drawdown

Current decline from peak

-87.94%

-96.00%

+8.06%

Average Drawdown

Average peak-to-trough decline

-62.27%

-82.58%

+20.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.80%

14.44%

+34.36%

Volatility

TSLS vs. SEF - Volatility Comparison

Direxion Daily TSLA Bear 1X Shares (TSLS) has a higher volatility of 11.33% compared to ProShares Short Financials (SEF) at 4.86%. This indicates that TSLS's price experiences larger fluctuations and is considered to be riskier than SEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLSSEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.33%

4.86%

+6.47%

Volatility (6M)

Calculated over the trailing 6-month period

30.25%

11.37%

+18.88%

Volatility (1Y)

Calculated over the trailing 1-year period

55.71%

19.28%

+36.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.46%

17.99%

+41.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.46%

20.55%

+38.91%