TSLZ vs. TSDD

In the year-to-date period, TSLZ achieves a -11.04% return, which is significantly lower than TSDD's -9.20% return.

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TSLZ has a 1.05% expense ratio, which is lower than TSDD's 1.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and GraniteShares 2x Short TSLA Daily ETF (TSDD). 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.

The current TSLZ Sharpe Ratio is -0.65, which is comparable to the TSDD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of TSLZ and TSDD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSLZ's dividend yield for the trailing twelve months is around 2.35%, while TSDD has not paid dividends to shareholders.

The maximum TSLZ drawdown since its inception was -96.69%, roughly equal to the maximum TSDD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for TSLZ and TSDD. For additional features, visit the drawdowns tool.

T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and GraniteShares 2x Short TSLA Daily ETF (TSDD) have volatilities of 38.17% and 37.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.