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TSLS vs. SPUU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLS vs. SPUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bear 1X Shares (TSLS) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). The values are adjusted to include any dividend payments, if applicable.

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TSLS vs. SPUU - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLS
Direxion Daily TSLA Bear 1X Shares
19.60%-34.95%-55.71%-60.12%100.52%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
-10.01%26.55%44.25%47.28%-15.61%

Returns By Period

In the year-to-date period, TSLS achieves a 19.60% return, which is significantly higher than SPUU's -10.01% return.


TSLS

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

SPUU

1D
5.86%
1M
-10.17%
YTD
-10.01%
6M
-6.87%
1Y
27.13%
3Y*
28.85%
5Y*
15.86%
10Y*
21.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSLS vs. SPUU - Expense Ratio Comparison

TSLS has a 1.07% expense ratio, which is higher than SPUU's 0.64% expense ratio.


Return for Risk

TSLS vs. SPUU — 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

SPUU
SPUU Risk / Return Rank: 5252
Overall Rank
SPUU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPUU Omega Ratio Rank: 5353
Omega Ratio Rank
SPUU Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPUU Martin Ratio Rank: 5959
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. SPUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bear 1X Shares (TSLS) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). 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.


TSLSSPUUDifference

Sharpe ratio

Return per unit of total volatility

-0.80

0.75

-1.55

Sortino ratio

Return per unit of downside risk

-1.02

1.26

-2.28

Omega ratio

Gain probability vs. loss probability

0.87

1.19

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.69

1.24

-1.93

Martin ratio

Return relative to average drawdown

-0.89

5.35

-6.24

TSLS vs. SPUU - Sharpe Ratio Comparison

The current TSLS Sharpe Ratio is -0.80, which is lower than the SPUU Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TSLS and SPUU, 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


TSLSSPUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

0.75

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.56

-1.06

Correlation

The correlation between TSLS and SPUU is -0.55. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TSLS vs. SPUU - Dividend Comparison

TSLS's dividend yield for the trailing twelve months is around 2.92%, more than SPUU's 1.78% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
1.78%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%

Drawdowns

TSLS vs. SPUU - Drawdown Comparison

The maximum TSLS drawdown since its inception was -90.73%, which is greater than SPUU's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for TSLS and SPUU.


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Drawdown Indicators


TSLSSPUUDifference

Max Drawdown

Largest peak-to-trough decline

-90.73%

-59.35%

-31.38%

Max Drawdown (1Y)

Largest decline over 1 year

-62.78%

-23.10%

-39.68%

Max Drawdown (5Y)

Largest decline over 5 years

-46.59%

Max Drawdown (10Y)

Largest decline over 10 years

-59.35%

Current Drawdown

Current decline from peak

-87.94%

-13.39%

-74.55%

Average Drawdown

Average peak-to-trough decline

-62.27%

-9.62%

-52.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.80%

5.35%

+43.45%

Volatility

TSLS vs. SPUU - Volatility Comparison

Direxion Daily TSLA Bear 1X Shares (TSLS) has a higher volatility of 11.33% compared to Direxion Daily S&P 500 Bull 2x Shares (SPUU) at 10.70%. This indicates that TSLS's price experiences larger fluctuations and is considered to be riskier than SPUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLSSPUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.33%

10.70%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

30.25%

19.17%

+11.08%

Volatility (1Y)

Calculated over the trailing 1-year period

55.71%

36.23%

+19.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.46%

33.47%

+25.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.46%

35.73%

+23.73%