TSLZ vs. GDXD
Compare and contrast key facts about T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD).
TSLZ and GDXD 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. GDXD is a passively managed fund by BMO that tracks the performance of the S-Network MicroSectors Gold Miners Index - Benchmark TR Gross (-300%). It was launched on Dec 2, 2020.
Performance
TSLZ vs. GDXD - Performance Comparison
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TSLZ vs. GDXD - 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% |
GDXD MicroSectors Gold Miners -3X Inverse Leveraged ETNs | -51.34% | -97.53% | -57.78% | -28.01% |
Returns By Period
In the year-to-date period, TSLZ achieves a 33.84% return, which is significantly higher than GDXD's -51.34% return.
TSLZ
- 1D
- -9.26%
- 1M
- 13.19%
- YTD
- 33.84%
- 6M
- 11.47%
- 1Y
- -80.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDXD
- 1D
- -21.63%
- 1M
- 68.00%
- YTD
- -51.34%
- 6M
- -76.21%
- 1Y
- -96.70%
- 3Y*
- -84.06%
- 5Y*
- -75.49%
- 10Y*
- —
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TSLZ vs. GDXD - Expense Ratio Comparison
TSLZ has a 1.05% expense ratio, which is higher than GDXD's 0.95% expense ratio.
Return for Risk
TSLZ vs. GDXD — Risk / Return Rank
TSLZ
GDXD
TSLZ vs. GDXD - 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 MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD). 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 | GDXD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.74 | -0.70 | -0.04 |
Sortino ratioReturn per unit of downside risk | -1.20 | -2.54 | +1.34 |
Omega ratioGain probability vs. loss probability | 0.85 | 0.73 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.98 | +0.10 |
Martin ratioReturn relative to average drawdown | -1.03 | -1.20 | +0.17 |
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 | GDXD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | -0.70 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | -0.68 | +0.03 |
Correlation
The correlation between TSLZ and GDXD is 0.13, 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. GDXD - Dividend Comparison
TSLZ's dividend yield for the trailing twelve months is around 0.51%, while GDXD has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 0.51% | 0.69% | 2.08% | 12.15% |
GDXD MicroSectors Gold Miners -3X Inverse Leveraged ETNs | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSLZ vs. GDXD - Drawdown Comparison
The maximum TSLZ drawdown since its inception was -99.11%, roughly equal to the maximum GDXD drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for TSLZ and GDXD.
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Drawdown Indicators
| TSLZ | GDXD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.11% | -99.96% | +0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -90.53% | -98.51% | +7.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.96% | — |
Current DrawdownCurrent decline from peak | -98.59% | -99.93% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -73.67% | -70.92% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.94% | 80.64% | -2.70% |
Volatility
TSLZ vs. GDXD - Volatility Comparison
The current volatility for T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) is 22.72%, while MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a volatility of 54.68%. This indicates that TSLZ experiences smaller price fluctuations and is considered to be less risky than GDXD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLZ | GDXD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.72% | 54.68% | -31.96% |
Volatility (6M)Calculated over the trailing 6-month period | 58.17% | 110.83% | -52.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 110.01% | 138.20% | -28.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 119.13% | 108.13% | +11.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.13% | 108.21% | +10.92% |