TSLZ vs. DOG
Compare and contrast key facts about T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and ProShares Short Dow30 (DOG).
TSLZ and DOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLZ is an actively managed fund by T-Rex. It was launched on Oct 18, 2023. DOG is a passively managed fund by ProShares that tracks the performance of the DJ Industrial Average (-100%). It was launched on Jun 19, 2006.
Performance
TSLZ vs. DOG - Performance Comparison
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TSLZ vs. DOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 33.84% | -75.98% | -88.79% | -28.07% |
DOG ProShares Short Dow30 | 4.40% | -8.40% | -5.62% | -10.26% |
Returns By Period
In the year-to-date period, TSLZ achieves a 33.84% return, which is significantly higher than DOG's 4.40% return.
TSLZ
- 1D
- -9.26%
- 1M
- 13.19%
- YTD
- 33.84%
- 6M
- 11.47%
- 1Y
- -80.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DOG
- 1D
- -2.44%
- 1M
- 5.84%
- YTD
- 4.40%
- 6M
- 1.88%
- 1Y
- -6.66%
- 3Y*
- -5.84%
- 5Y*
- -4.72%
- 10Y*
- -10.49%
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TSLZ vs. DOG - Expense Ratio Comparison
TSLZ has a 1.05% expense ratio, which is higher than DOG's 0.95% expense ratio.
Return for Risk
TSLZ vs. DOG — Risk / Return Rank
TSLZ
DOG
TSLZ vs. DOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and ProShares Short Dow30 (DOG). 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.
| TSLZ | DOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.74 | -0.40 | -0.34 |
Sortino ratioReturn per unit of downside risk | -1.20 | -0.45 | -0.75 |
Omega ratioGain probability vs. loss probability | 0.85 | 0.94 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.34 | -0.55 |
Martin ratioReturn relative to average drawdown | -1.03 | -0.46 | -0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSLZ | DOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | -0.40 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.32 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | -0.55 | -0.10 |
Correlation
The correlation between TSLZ and DOG is 0.37, 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
TSLZ vs. DOG - Dividend Comparison
TSLZ's dividend yield for the trailing twelve months is around 0.51%, less than DOG's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 0.51% | 0.69% | 2.08% | 12.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DOG ProShares Short Dow30 | 3.21% | 3.65% | 5.72% | 4.54% | 0.41% | 0.00% | 0.14% | 1.54% | 0.86% | 0.04% |
Drawdowns
TSLZ vs. DOG - Drawdown Comparison
The maximum TSLZ drawdown since its inception was -99.11%, which is greater than DOG's maximum drawdown of -92.59%. Use the drawdown chart below to compare losses from any high point for TSLZ and DOG.
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Drawdown Indicators
| TSLZ | DOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.11% | -92.59% | -6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -90.53% | -22.70% | -67.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.06% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -70.38% | — |
Current DrawdownCurrent decline from peak | -98.59% | -91.95% | -6.64% |
Average DrawdownAverage peak-to-trough decline | -73.67% | -66.16% | -7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.94% | 16.48% | +61.46% |
Volatility
TSLZ vs. DOG - Volatility Comparison
T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) has a higher volatility of 22.72% compared to ProShares Short Dow30 (DOG) at 5.00%. This indicates that TSLZ's price experiences larger fluctuations and is considered to be riskier than DOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLZ | DOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.72% | 5.00% | +17.72% |
Volatility (6M)Calculated over the trailing 6-month period | 58.17% | 9.24% | +48.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 110.01% | 16.82% | +93.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 119.13% | 14.73% | +104.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.13% | 17.46% | +101.67% |