TSLZ vs. TSLR

In the year-to-date period, TSLZ achieves a -11.04% return, which is significantly higher than TSLR's -58.31% return.

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TSLZ has a 1.05% expense ratio, which is lower than TSLR'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 Long TSLA Daily ETF (TSLR). 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 lower than the TSLR Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TSLZ and TSLR, 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 TSLR has not paid dividends to shareholders.

The maximum TSLZ drawdown since its inception was -96.69%, which is greater than TSLR's maximum drawdown of -82.80%. Use the drawdown chart below to compare losses from any high point for TSLZ and TSLR. For additional features, visit the drawdowns tool.