TSLZ vs. YXI
Compare and contrast key facts about T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) and ProShares Short FTSE China 50 (YXI).
TSLZ and YXI 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. YXI is a passively managed fund by ProShares that tracks the performance of the FTSE China 50 Net Tax USD (TR) (-100%). It was launched on Mar 16, 2010.
Performance
TSLZ vs. YXI - Performance Comparison
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TSLZ vs. YXI - 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% |
YXI ProShares Short FTSE China 50 | 6.45% | -22.87% | -25.36% | 3.99% |
Returns By Period
In the year-to-date period, TSLZ achieves a 33.84% return, which is significantly higher than YXI's 6.45% return.
TSLZ
- 1D
- -9.26%
- 1M
- 13.19%
- YTD
- 33.84%
- 6M
- 11.47%
- 1Y
- -80.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YXI
- 1D
- -3.53%
- 1M
- 3.55%
- YTD
- 6.45%
- 6M
- 13.83%
- 1Y
- -2.92%
- 3Y*
- -10.01%
- 5Y*
- -2.92%
- 10Y*
- -8.57%
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TSLZ vs. YXI - Expense Ratio Comparison
TSLZ has a 1.05% expense ratio, which is higher than YXI's 0.95% expense ratio.
Return for Risk
TSLZ vs. YXI — Risk / Return Rank
TSLZ
YXI
TSLZ vs. YXI - 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 FTSE China 50 (YXI). 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 | YXI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.74 | -0.12 | -0.61 |
Sortino ratioReturn per unit of downside risk | -1.20 | -0.01 | -1.19 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.00 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.10 | -0.79 |
Martin ratioReturn relative to average drawdown | -1.03 | -0.13 | -0.90 |
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 | YXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | -0.12 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.09 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | -0.31 | -0.34 |
Correlation
The correlation between TSLZ and YXI is 0.22, 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. YXI - Dividend Comparison
TSLZ's dividend yield for the trailing twelve months is around 0.51%, less than YXI's 2.89% 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% |
YXI ProShares Short FTSE China 50 | 2.89% | 3.60% | 4.35% | 2.66% | 0.27% | 0.00% | 0.08% | 1.01% | 0.25% |
Drawdowns
TSLZ vs. YXI - Drawdown Comparison
The maximum TSLZ drawdown since its inception was -99.11%, which is greater than YXI's maximum drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for TSLZ and YXI.
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Drawdown Indicators
| TSLZ | YXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.11% | -81.15% | -17.96% |
Max Drawdown (1Y)Largest decline over 1 year | -90.53% | -29.83% | -60.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -57.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.81% | — |
Current DrawdownCurrent decline from peak | -98.59% | -78.26% | -20.33% |
Average DrawdownAverage peak-to-trough decline | -73.67% | -54.04% | -19.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.94% | 22.94% | +55.00% |
Volatility
TSLZ vs. YXI - Volatility Comparison
T-Rex 2X Inverse Tesla Daily Target ETF (TSLZ) has a higher volatility of 22.72% compared to ProShares Short FTSE China 50 (YXI) at 7.90%. This indicates that TSLZ's price experiences larger fluctuations and is considered to be riskier than YXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLZ | YXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.72% | 7.90% | +14.82% |
Volatility (6M)Calculated over the trailing 6-month period | 58.17% | 14.78% | +43.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 110.01% | 23.75% | +86.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 119.13% | 31.35% | +87.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.13% | 27.46% | +91.67% |