TTDU vs. TSLT

Last updated Apr 1, 2026

Compare and contrast key facts about T-REX 2X Long TTD Daily Target ETF (TTDU) and T-Rex 2X Long Tesla Daily Target ETF (TSLT).

TTDU and TSLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTDU is an actively managed fund by T-Rex. It was launched on Sep 16, 2025. TSLT is an actively managed fund by T-Rex. It was launched on Oct 18, 2023.

Performance

TTDU vs. TSLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long TTD Daily Target ETF (TTDU) and T-Rex 2X Long Tesla Daily Target ETF (TSLT). The values are adjusted to include any dividend payments, if applicable.

TTDU vs. TSLT - Yearly Performance Comparison

	2026 (YTD)	2025
TTDU T-REX 2X Long TTD Daily Target ETF	-69.59%	-37.11%
TSLT T-Rex 2X Long Tesla Daily Target ETF	-36.32%	0.49%

Returns By Period

In the year-to-date period, TTDU achieves a -69.59% return, which is significantly lower than TSLT's -36.32% return.

TTDU

• 1D: 6.09%
• 1M: -15.13%
• YTD: -69.59%
• 6M: -83.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLT

• 1D: 9.18%
• 1M: -16.84%
• YTD: -36.32%
• 6M: -40.73%
• 1Y: 30.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTDU vs. TSLT - Expense Ratio Comparison

TTDU has a 1.50% expense ratio, which is higher than TSLT's 1.05% expense ratio.

TTDU

T-REX 2X Long TTD Daily Target ETF

TSLT

T-Rex 2X Long Tesla Daily Target ETF

Return for Risk

TTDU vs. TSLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSLT

TSLT Risk / Return Rank: 30
TSLT Sharpe Ratio Rank: 20
TSLT Sortino Ratio Rank: 47
TSLT Omega Ratio Rank: 39
TSLT Calmar Ratio Rank: 25
TSLT Martin Ratio Rank: 20

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TTDU vs. TSLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long TTD Daily Target ETF (TTDU) and T-Rex 2X Long Tesla Daily Target ETF (TSLT). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TTDU	TSLT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.94	-0.06	-0.88

Correlation

The correlation between TTDU and TSLT is 0.31, 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

TTDU vs. TSLT - Dividend Comparison

Neither TTDU nor TSLT has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TTDU vs. TSLT - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, which is greater than TSLT's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for TTDU and TSLT.

Drawdown Indicators

	TTDU	TSLT	Difference
Max Drawdown Largest peak-to-trough decline	-87.87%	-83.16%	-4.71%
Max Drawdown (1Y) Largest decline over 1 year	—	-51.40%	—
Current Drawdown Current decline from peak	-86.30%	-69.07%	-17.23%
Average Drawdown Average peak-to-trough decline	-49.95%	-49.13%	-0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	24.16%	—

Volatility

Volatility by Period

	TTDU	TSLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	59.16%	—
Volatility (1Y) Calculated over the trailing 1-year period	101.52%	110.56%	-9.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.52%	119.13%	-17.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.52%	119.13%	-17.61%