TSLT vs. TTDU

Last updated Jun 4, 2026

TSLT (T-Rex 2X Long Tesla Daily Target ETF) and TTDU (T-REX 2X Long TTD Daily Target ETF) are both Leveraged Equities funds from T-Rex. Both are actively managed. At a 0.17 correlation, their price movements are largely independent. TSLT charges 1.05%/yr vs 1.50%/yr for TTDU.

Performance

TSLT vs. TTDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Tesla Daily Target ETF (TSLT) and T-REX 2X Long TTD Daily Target ETF (TTDU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSLT achieves a -21.79% return, which is significantly higher than TTDU's -77.55% return.

TSLT

• 1D: -0.05%
• 1M: 13.53%
• YTD: -21.79%
• 6M: -22.60%
• 1Y: 3.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TTDU

• 1D: -5.44%
• 1M: -31.38%
• YTD: -77.55%
• 6M: -78.75%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSLT vs. TTDU - Yearly Performance Comparison

	2026 (YTD)	2025
TSLT T-Rex 2X Long Tesla Daily Target ETF	-21.79%	0.49%
TTDU T-REX 2X Long TTD Daily Target ETF	-77.55%	-37.11%

Correlation

The correlation between TSLT and TTDU is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 18, 2025	0.17

Return for Risk

TSLT vs. TTDU — Risk / Return Rank

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

TSLT

TSLT Risk / Return Rank: 11
TSLT Sharpe Ratio Rank: 9
TSLT Sortino Ratio Rank: 15
TSLT Omega Ratio Rank: 15
TSLT Calmar Ratio Rank: 9
TSLT Martin Ratio Rank: 9

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.

TSLT vs. TTDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Tesla Daily Target ETF (TSLT) and T-REX 2X Long TTD Daily Target ETF (TTDU). 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.

	TSLT	TTDU	Difference
Sharpe ratio Return per unit of total volatility	0.04	—	—
Sortino ratio Return per unit of downside risk	0.72	—	—
Omega ratio Gain probability vs. loss probability	1.09	—	—
Calmar ratio Return relative to maximum drawdown	0.07	—	—
Martin ratio Return relative to average drawdown	0.14	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TSLT	TTDU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	-0.87	+0.88

Drawdowns

TSLT vs. TTDU - Drawdown Comparison

The maximum TSLT drawdown since its inception was -83.16%, smaller than the maximum TTDU drawdown of -89.89%. Use the drawdown chart below to compare losses from any high point for TSLT and TTDU.

Drawdown Indicators

	TSLT	TTDU	Difference
Max Drawdown Largest peak-to-trough decline	-83.16%	-89.89%	+6.73%
Max Drawdown (1Y) Largest decline over 1 year	-55.08%	—	—
Current Drawdown Current decline from peak	-62.01%	-89.89%	+27.88%
Average Drawdown Average peak-to-trough decline	-50.23%	-59.22%	+8.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.07%	—	—

Volatility

Volatility by Period

	TSLT	TTDU	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.38%	—	—
Volatility (6M) Calculated over the trailing 6-month period	54.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	92.40%	107.88%	-15.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	117.05%	107.88%	+9.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	117.05%	107.88%	+9.17%

TSLT vs. TTDU - Expense Ratio Comparison

TSLT has a 1.05% expense ratio, which is lower than TTDU's 1.50% expense ratio.

Dividends

TSLT vs. TTDU - Dividend Comparison

Neither TSLT nor TTDU has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TSLT and TTDU in my portfolio?

TSLT and TTDU have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TSLT or TTDU?

On fees, TSLT is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TSLT or TTDU?

TSLT is cheaper with a 1.05% expense ratio, compared with 1.50% for TTDU.

Which ETF pays a higher dividend yield, TSLT or TTDU?

TSLT and TTDU have nearly identical dividend yields, around 0.00%.

What is the main difference between TSLT and TTDU?

Their fees differ too: 1.05% for TSLT and 1.50% for TTDU.