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UBOT vs. TSLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBOT vs. TSLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and Leverage Shares 2X Long TSLA Daily ETF (TSLG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBOT achieves a -2.62% return, which is significantly higher than TSLG's -58.58% return.


UBOT

1D
1.17%
1M
-6.03%
6M
-3.64%
YTD
-2.62%
1Y
7.15%
3Y*
7.92%
5Y*
-9.02%
10Y*
ALL TIME*
-5.68%

TSLG

1D
-3.50%
1M
-44.30%
6M
-47.91%
YTD
-58.58%
1Y
-23.05%
3Y*
5Y*
10Y*
ALL TIME*
-56.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$117.80M$165.89M$228.85M
$403.24K$375.59K$557.36K

UBOT vs. TSLG - Yearly Performance Comparison


Correlation

The correlation between UBOT and TSLG is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2024

0.54

The correlation between UBOT and TSLG has been stable across timeframes, ranging from 0.54 to 0.56 - a consistent structural relationship.

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Return for Risk

UBOT vs. TSLG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UBOT
UBOT Risk / Return Rank: 1414
Overall Rank
UBOT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 1616
Sortino Ratio Rank
UBOT Omega Ratio Rank: 1515
Omega Ratio Rank
UBOT Calmar Ratio Rank: 1313
Calmar Ratio Rank
UBOT Martin Ratio Rank: 1313
Martin Ratio Rank

TSLG
TSLG Risk / Return Rank: 99
Overall Rank
TSLG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TSLG Sortino Ratio Rank: 1212
Sortino Ratio Rank
TSLG Omega Ratio Rank: 1212
Omega Ratio Rank
TSLG Calmar Ratio Rank: 66
Calmar Ratio Rank
TSLG Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UBOT vs. TSLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and Leverage Shares 2X Long TSLA Daily ETF (TSLG). 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.


UBOTTSLGDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.07

1.03

+0.03

Calmar ratioReturn relative to maximum drawdown

0.20

-0.33

+0.53

Martin ratioReturn relative to average drawdown

0.47

-0.71

+1.18

UBOT vs. TSLG - Sharpe Ratio Comparison

The current UBOT Sharpe Ratio is 0.14, which is higher than the TSLG Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of UBOT and TSLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UBOT vs. TSLG - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.24%, roughly equal to the maximum TSLG drawdown of -82.86%. Use the drawdown chart below to compare losses from any high point for UBOT and TSLG.


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Drawdown Indicators


UBOTTSLGDifference

Max Drawdown

Largest peak-to-trough decline

-86.24%

-82.86%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-36.64%

-70.10%

+33.46%

Max Drawdown (3Y)

Largest decline over 3 years

-51.64%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

Current Drawdown

Current decline from peak

-52.85%

-79.08%

+26.23%

Average Drawdown

Average peak-to-trough decline

-49.91%

-59.68%

+9.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.36%

32.31%

-16.95%

Volatility

UBOT vs. TSLG - Volatility Comparison

The current volatility for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) is 16.80%, while Leverage Shares 2X Long TSLA Daily ETF (TSLG) has a volatility of 39.22%. This indicates that UBOT experiences smaller price fluctuations and is considered to be less risky than TSLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBOTTSLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.80%

39.22%

-22.42%

Volatility (6M)

Calculated over the trailing 6-month period

43.30%

70.97%

-27.67%

Volatility (1Y)

Calculated over the trailing 1-year period

52.63%

92.70%

-40.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.11%

116.31%

-62.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.54%

116.31%

-52.77%

UBOT vs. TSLG - Expense Ratio Comparison

UBOT has a 1.29% expense ratio, which is higher than TSLG's 0.75% expense ratio.


Dividends

UBOT vs. TSLG - Dividend Comparison

UBOT's dividend yield for the trailing twelve months is around 1.01%, less than TSLG's 15.81% yield.


PositionTTM20252024202320222021202020192018
TSLG
Leverage Shares 2X Long TSLA Daily ETF
15.81%6.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
1.01%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%

Frequently Asked Questions


UBOT and TSLG have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLG has higher volatility (39.22%) compared to UBOT (16.80%). In terms of maximum drawdown, UBOT dropped -86.24% vs TSLG's -82.86%.

On 1-year performance, UBOT leads with 7.15% vs -23.05% for TSLG. On fees, TSLG is cheaper at 0.75% per year. On volatility, UBOT has been the lower-risk option at 16.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UBOT has performed better with a 7.15% return vs -23.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TSLG is cheaper with a 0.75% expense ratio, compared with 1.29% for UBOT.

TSLG has the higher dividend yield at 15.81%, compared with 1.01% for UBOT.

UBOT is categorized as Artificial Intelligence, while TSLG is Leveraged Equities. They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.29% for UBOT and 0.75% for TSLG.

UBOT currently has the higher Sharpe Ratio (0.14 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for UBOT and TSLG

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