TTDU vs. TSLZ
TTDU (T-REX 2X Long TTD Daily Target ETF) and TSLZ (T-Rex 2X Inverse Tesla Daily Target ETF) are both exchange-traded funds - TTDU is a Leveraged Equities fund actively managed by T-Rex, while TSLZ is a Inverse Equities fund actively managed by T-Rex. Both are actively managed. Their -0.15 correlation means they have often moved in opposite directions in the past. TTDU charges 1.50%/yr vs 1.05%/yr for TSLZ.
Performance
TTDU vs. TSLZ - Performance Comparison
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Returns By Period
In the year-to-date period, TTDU achieves a -83.89% return, which is significantly lower than TSLZ's 45.39% return.
TTDU
- 1D
- -2.82%
- 1M
- -13.40%
- 6M
- -73.54%
- YTD
- -83.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TSLZ
- 1D
- -1.43%
- 1M
- 44.35%
- 6M
- 37.89%
- YTD
- 45.39%
- 1Y
- -48.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -71.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $39.89M | $35.72M | $42.79M | |
| $2.72M | $3.16M | $3.26M |
TTDU vs. TSLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTDU T-REX 2X Long TTD Daily Target ETF | -83.89% | -36.72% |
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 45.39% | -26.84% |
Correlation
The correlation between TTDU and TSLZ is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 17, 2025 | -0.15 |
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Return for Risk
TTDU vs. TSLZ — Risk / Return Rank
TTDU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLZ
TTDU vs. TSLZ - 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 Inverse Tesla Daily Target ETF (TSLZ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TTDU | TSLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.96 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.67 | — |
| Martin ratioReturn relative to average drawdown | — | -0.82 | — |
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Drawdowns
TTDU vs. TSLZ - Drawdown Comparison
The maximum TTDU drawdown since its inception was -93.63%, smaller than the maximum TSLZ drawdown of -99.11%. Use the drawdown chart below to compare losses from any high point for TTDU and TSLZ.
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Drawdown Indicators
| TTDU | TSLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.63% | -99.11% | +5.48% |
Max Drawdown (1Y)Largest decline over 1 year | — | -69.73% | — |
Current DrawdownCurrent decline from peak | -92.74% | -98.47% | +5.73% |
Average DrawdownAverage peak-to-trough decline | -64.91% | -76.60% | +11.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 56.63% | — |
Volatility
TTDU vs. TSLZ - Volatility Comparison
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Volatility by Period
| TTDU | TSLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 37.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 67.39% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 104.88% | 91.79% | +13.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 104.88% | 117.68% | -12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 104.88% | 117.68% | -12.80% |
TTDU vs. TSLZ - Expense Ratio Comparison
TTDU has a 1.50% expense ratio, which is higher than TSLZ's 1.05% expense ratio.
Dividends
TTDU vs. TSLZ - Dividend Comparison
TTDU has not paid dividends to shareholders, while TSLZ's dividend yield for the trailing twelve months is around 0.47%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
TSLZ T-Rex 2X Inverse Tesla Daily Target ETF | 0.47% | 0.69% | 2.08% | 12.15% |
TTDU T-REX 2X Long TTD Daily Target ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TTDU and TSLZ have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSLZ is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSLZ is cheaper with a 1.05% expense ratio, compared with 1.50% for TTDU.
TSLZ has the higher dividend yield at 0.47%, compared with 0.00% for TTDU.
TTDU is categorized as Leveraged Equities, while TSLZ is Inverse Equities. Their fees differ too: 1.50% for TTDU and 1.05% for TSLZ.
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