PortfoliosLab logoPortfoliosLab logo
TSLS vs. SPDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLS vs. SPDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bear 1X ETF (TSLS) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TSLS achieves a 33.30% return, which is significantly higher than SPDN's -6.42% return.


TSLS

1D
-0.74%
1M
22.65%
6M
27.99%
YTD
33.30%
1Y
-14.97%
3Y*
-27.51%
5Y*
10Y*
ALL TIME*
-25.22%

SPDN

1D
-0.80%
1M
0.00%
6M
-5.52%
YTD
-6.42%
1Y
-12.79%
3Y*
-10.75%
5Y*
-7.84%
10Y*
-12.18%
ALL TIME*
-12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$433.42M$387.95M$422.31M
$28.97M$27.46M$30.88M

TSLS vs. SPDN - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLS
Direxion Daily TSLA Bear 1X ETF
33.30%-34.95%-55.71%-60.12%105.60%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-6.42%-11.09%-12.88%-15.04%7.12%

Correlation

The correlation between TSLS and SPDN is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.64

Correlation (3Y)
Balances recent behavior with more history.

0.57

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.57

The correlation between TSLS and SPDN has been stable across timeframes, ranging from 0.57 to 0.64 - 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

TSLS vs. SPDN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSLS
TSLS Risk / Return Rank: 88
Overall Rank
TSLS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TSLS Sortino Ratio Rank: 88
Sortino Ratio Rank
TSLS Omega Ratio Rank: 88
Omega Ratio Rank
TSLS Calmar Ratio Rank: 77
Calmar Ratio Rank
TSLS Martin Ratio Rank: 88
Martin Ratio Rank

SPDN
SPDN Risk / Return Rank: 33
Overall Rank
SPDN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 33
Sortino Ratio Rank
SPDN Omega Ratio Rank: 33
Omega Ratio Rank
SPDN Calmar Ratio Rank: 33
Calmar Ratio Rank
SPDN Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TSLS vs. SPDN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bear 1X ETF (TSLS) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). 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.


TSLSSPDNDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

0.99

0.87

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.32

-0.71

+0.39

Martin ratioReturn relative to average drawdown

-0.45

-1.27

+0.83

TSLS vs. SPDN - Sharpe Ratio Comparison

The current TSLS Sharpe Ratio is -0.28, which is higher than the SPDN Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of TSLS and SPDN, 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

TSLS vs. SPDN - Drawdown Comparison

The maximum TSLS drawdown since its inception was -90.73%, which is greater than SPDN's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for TSLS and SPDN.


Loading charts...

Drawdown Indicators


TSLSSPDNDifference

Max Drawdown

Largest peak-to-trough decline

-90.73%

-75.31%

-15.42%

Max Drawdown (1Y)

Largest decline over 1 year

-41.36%

-15.93%

-25.43%

Max Drawdown (3Y)

Largest decline over 3 years

-84.16%

-38.24%

-45.92%

Max Drawdown (5Y)

Largest decline over 5 years

-43.85%

Max Drawdown (10Y)

Largest decline over 10 years

-73.97%

Current Drawdown

Current decline from peak

-86.56%

-74.80%

-11.76%

Average Drawdown

Average peak-to-trough decline

-64.44%

-48.93%

-15.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.53%

8.90%

+20.63%

Volatility

TSLS vs. SPDN - Volatility Comparison

Direxion Daily TSLA Bear 1X ETF (TSLS) has a higher volatility of 19.07% compared to Direxion Daily S&P 500 Bear 1x Shares (SPDN) at 3.55%. This indicates that TSLS's price experiences larger fluctuations and is considered to be riskier than SPDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TSLSSPDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.07%

3.55%

+15.52%

Volatility (6M)

Calculated over the trailing 6-month period

33.98%

10.15%

+23.83%

Volatility (1Y)

Calculated over the trailing 1-year period

46.81%

12.98%

+33.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.98%

16.97%

+42.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.98%

18.03%

+40.95%

TSLS vs. SPDN - Expense Ratio Comparison

TSLS has a 0.95% expense ratio, which is higher than SPDN's 0.50% expense ratio.


Dividends

TSLS vs. SPDN - Dividend Comparison

TSLS's dividend yield for the trailing twelve months is around 2.36%, less than SPDN's 3.32% yield.


PositionTTM202520242023202220212020201920182017
SPDN
Direxion Daily S&P 500 Bear 1x Shares
3.32%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%
TSLS
Direxion Daily TSLA Bear 1X ETF
2.36%4.30%7.62%4.52%3.46%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSLS and SPDN have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLS has higher volatility (19.07%) compared to SPDN (3.55%). In terms of maximum drawdown, TSLS dropped -90.73% vs SPDN's -75.31%.

On 3-year performance, SPDN leads with -10.75% vs -27.51% for TSLS. On fees, SPDN is cheaper at 0.50% per year. On volatility, SPDN has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPDN has performed better with a -10.75% return vs -27.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDN is cheaper with a 0.50% expense ratio, compared with 0.95% for TSLS.

SPDN has the higher dividend yield at 3.32%, compared with 2.36% for TSLS.

TSLS tracks Tesla, Inc. (-100% Daily), while SPDN tracks S&P 500 Index. Their fees differ too: 0.95% for TSLS and 0.50% for SPDN.

TSLS currently has the higher Sharpe Ratio (-0.28 vs -0.88), 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 TSLS and SPDN

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