TSLZ vs. SUSL
TSLZ (T-Rex 2X Inverse Tesla Daily Target ETF) and SUSL (iShares ESG MSCI USA Leaders ETF) are both exchange-traded funds - TSLZ is a Inverse Equities fund actively managed by T-Rex, while SUSL is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Leaders Index. TSLZ is actively managed, while SUSL is passively managed. Over the past year, TSLZ returned -64.19% vs 27.64% for SUSL. At a correlation of -0.55, they often move in opposite directions. TSLZ charges 1.05%/yr vs 0.10%/yr for SUSL.
Performance
TSLZ vs. SUSL - Performance Comparison
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Returns By Period
In the year-to-date period, TSLZ achieves a -5.69% return, which is significantly lower than SUSL's 9.27% return.
TSLZ
- 1D
- -0.09%
- 1M
- -17.84%
- YTD
- -5.69%
- 6M
- -9.62%
- 1Y
- -64.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SUSL
- 1D
- -0.94%
- 1M
- 4.53%
- YTD
- 9.27%
- 6M
- 10.06%
- 1Y
- 27.64%
- 3Y*
- 22.34%
- 5Y*
- 13.77%
- 10Y*
- —
TSLZ vs. SUSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | -5.69% | -75.98% | -88.79% | -28.07% |
SUSL iShares ESG MSCI USA Leaders ETF | 9.27% | 18.97% | 23.51% | 12.90% |
Correlation
The correlation between TSLZ and SUSL is -0.56, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023 | -0.55 |
The correlation between TSLZ and SUSL has been stable across timeframes, ranging from -0.56 to -0.55 - a consistent structural relationship.
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Return for Risk
TSLZ vs. SUSL — Risk / Return Rank
TSLZ
SUSL
TSLZ vs. SUSL - 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 iShares ESG MSCI USA Leaders ETF (SUSL). 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 | SUSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -3.93 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.38 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.44 | -3.28 |
| Martin ratioReturn relative to average drawdown | -1.06 | 10.49 | -11.55 |
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 | SUSL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 2.14 | -2.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.67 | 0.85 | -1.53 |
Drawdowns
TSLZ vs. SUSL - Drawdown Comparison
The maximum TSLZ drawdown since its inception was -99.11%, which is greater than SUSL's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for TSLZ and SUSL.
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Drawdown Indicators
| TSLZ | SUSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.11% | -34.26% | -64.85% |
Max Drawdown (1Y)Largest decline over 1 year | -76.62% | -11.37% | -65.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.91% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.98% | — |
Current DrawdownCurrent decline from peak | -99.01% | -1.38% | -97.63% |
Average DrawdownAverage peak-to-trough decline | -75.36% | -5.70% | -69.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.60% | 2.64% | +57.96% |
Volatility
TSLZ vs. SUSL - Volatility Comparison
T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) has a higher volatility of 24.09% compared to iShares ESG MSCI USA Leaders ETF (SUSL) at 3.68%. This indicates that TSLZ's price experiences larger fluctuations and is considered to be riskier than SUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLZ | SUSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.09% | 3.68% | +20.41% |
Volatility (6M)Calculated over the trailing 6-month period | 54.94% | 9.98% | +44.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 91.64% | 12.98% | +78.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 117.04% | 17.48% | +99.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.04% | 19.80% | +97.24% |
TSLZ vs. SUSL - Expense Ratio Comparison
TSLZ has a 1.05% expense ratio, which is higher than SUSL's 0.10% expense ratio.
Dividends
TSLZ vs. SUSL - Dividend Comparison
TSLZ's dividend yield for the trailing twelve months is around 0.73%, less than SUSL's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | 0.93% | 0.99% | 1.10% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 0.73% | 0.69% | 2.08% | 12.15% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSLZ and SUSL have a correlation of -0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLZ has higher volatility (24.09%) compared to SUSL (3.68%). In terms of maximum drawdown, TSLZ dropped -99.11% vs SUSL's -34.26%.
On 1-year performance, SUSL leads with 27.64% vs -64.19% for TSLZ. On fees, SUSL is cheaper at 0.10% per year. On volatility, SUSL has been the lower-risk option at 3.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SUSL has performed better with a 27.64% return vs -64.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SUSL is cheaper with a 0.10% expense ratio, compared with 1.05% for TSLZ.
SUSL has the higher dividend yield at 0.93%, compared with 0.73% for TSLZ.
TSLZ is categorized as Inverse Equities, while SUSL is Large Cap Growth Equities. They also come from different issuers: T-Rex and iShares. Their fees differ too: 1.05% for TSLZ and 0.10% for SUSL.
SUSL currently has the higher Sharpe Ratio (2.14 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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