TSLZ vs. SEF
Compare and contrast key facts about T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and ProShares Short Financials (SEF).
TSLZ and SEF 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. SEF is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Financials Index (-100%). It was launched on Jun 12, 2008.
Performance
TSLZ vs. SEF - Performance Comparison
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TSLZ vs. SEF - 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% |
SEF ProShares Short Financials | 11.27% | -9.82% | -17.81% | -12.36% |
Returns By Period
In the year-to-date period, TSLZ achieves a 33.84% return, which is significantly higher than SEF's 11.27% return.
TSLZ
- 1D
- -9.26%
- 1M
- 13.19%
- YTD
- 33.84%
- 6M
- 11.47%
- 1Y
- -80.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SEF
- 1D
- -2.13%
- 1M
- 3.96%
- YTD
- 11.27%
- 6M
- 10.38%
- 1Y
- 2.76%
- 3Y*
- -10.01%
- 5Y*
- -6.70%
- 10Y*
- -11.67%
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TSLZ vs. SEF - Expense Ratio Comparison
TSLZ has a 1.05% expense ratio, which is higher than SEF's 0.95% expense ratio.
Return for Risk
TSLZ vs. SEF — Risk / Return Rank
TSLZ
SEF
TSLZ vs. SEF - 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 Financials (SEF). 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 | SEF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.74 | 0.14 | -0.88 |
Sortino ratioReturn per unit of downside risk | -1.20 | 0.36 | -1.56 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.05 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.89 | 0.08 | -0.96 |
Martin ratioReturn relative to average drawdown | -1.03 | 0.11 | -1.14 |
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 | SEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | 0.14 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | -0.49 | -0.17 |
Correlation
The correlation between TSLZ and SEF is 0.30, 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. SEF - Dividend Comparison
TSLZ's dividend yield for the trailing twelve months is around 0.51%, less than SEF's 3.27% 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% |
SEF ProShares Short Financials | 3.27% | 4.33% | 5.72% | 4.43% | 0.39% | 0.00% | 0.12% | 1.25% | 0.41% |
Drawdowns
TSLZ vs. SEF - Drawdown Comparison
The maximum TSLZ drawdown since its inception was -99.11%, roughly equal to the maximum SEF drawdown of -96.51%. Use the drawdown chart below to compare losses from any high point for TSLZ and SEF.
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Drawdown Indicators
| TSLZ | SEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.11% | -96.51% | -2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -90.53% | -20.21% | -70.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.66% | — |
Current DrawdownCurrent decline from peak | -98.59% | -96.00% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -73.67% | -82.58% | +8.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.94% | 14.44% | +63.50% |
Volatility
TSLZ vs. SEF - Volatility Comparison
T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) has a higher volatility of 22.72% compared to ProShares Short Financials (SEF) at 4.86%. This indicates that TSLZ's price experiences larger fluctuations and is considered to be riskier than SEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLZ | SEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.72% | 4.86% | +17.86% |
Volatility (6M)Calculated over the trailing 6-month period | 58.17% | 11.37% | +46.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 110.01% | 19.28% | +90.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 119.13% | 17.99% | +101.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.13% | 20.55% | +98.58% |