TSLZ vs. EUM
Compare and contrast key facts about T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and ProShares Short MSCI Emerging Markets (EUM).
TSLZ and EUM 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. EUM is a passively managed fund by ProShares that tracks the performance of the MSCI Emerging Markets Index (-100%). It was launched on Nov 1, 2007.
Performance
TSLZ vs. EUM - Performance Comparison
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TSLZ vs. EUM - 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% |
EUM ProShares Short MSCI Emerging Markets | -4.00% | -22.61% | -0.83% | -8.26% |
Returns By Period
In the year-to-date period, TSLZ achieves a 33.84% return, which is significantly higher than EUM's -4.00% return.
TSLZ
- 1D
- -9.26%
- 1M
- 13.19%
- YTD
- 33.84%
- 6M
- 11.47%
- 1Y
- -80.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EUM
- 1D
- -3.76%
- 1M
- 9.41%
- YTD
- -4.00%
- 6M
- -6.85%
- 1Y
- -23.16%
- 3Y*
- -9.90%
- 5Y*
- -2.15%
- 10Y*
- -8.51%
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TSLZ vs. EUM - Expense Ratio Comparison
TSLZ has a 1.05% expense ratio, which is higher than EUM's 0.95% expense ratio.
Return for Risk
TSLZ vs. EUM — Risk / Return Rank
TSLZ
EUM
TSLZ vs. EUM - 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 MSCI Emerging Markets (EUM). 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 | EUM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.74 | -1.13 | +0.40 |
Sortino ratioReturn per unit of downside risk | -1.20 | -1.63 | +0.43 |
Omega ratioGain probability vs. loss probability | 0.85 | 0.80 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.60 | -0.29 |
Martin ratioReturn relative to average drawdown | -1.03 | -0.89 | -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. | |||
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Sharpe Ratios by Period
| TSLZ | EUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | -1.13 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.12 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | -0.33 | -0.33 |
Correlation
The correlation between TSLZ and EUM is 0.39, 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. EUM - Dividend Comparison
TSLZ's dividend yield for the trailing twelve months is around 0.51%, less than EUM's 3.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
EUM ProShares Short MSCI Emerging Markets | 3.71% | 3.98% | 4.22% | 3.86% | 0.82% | 0.00% | 0.15% | 1.35% | 0.88% |
Drawdowns
TSLZ vs. EUM - Drawdown Comparison
The maximum TSLZ drawdown since its inception was -99.11%, which is greater than EUM's maximum drawdown of -92.17%. Use the drawdown chart below to compare losses from any high point for TSLZ and EUM.
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Drawdown Indicators
| TSLZ | EUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.11% | -92.17% | -6.94% |
Max Drawdown (1Y)Largest decline over 1 year | -90.53% | -38.57% | -51.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -43.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.06% | — |
Current DrawdownCurrent decline from peak | -98.59% | -91.34% | -7.25% |
Average DrawdownAverage peak-to-trough decline | -73.67% | -77.02% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.94% | 25.95% | +51.99% |
Volatility
TSLZ vs. EUM - Volatility Comparison
T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) has a higher volatility of 22.72% compared to ProShares Short MSCI Emerging Markets (EUM) at 10.95%. This indicates that TSLZ's price experiences larger fluctuations and is considered to be riskier than EUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLZ | EUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.72% | 10.95% | +11.77% |
Volatility (6M)Calculated over the trailing 6-month period | 58.17% | 15.40% | +42.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 110.01% | 20.48% | +89.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 119.13% | 18.63% | +100.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.13% | 20.34% | +98.79% |