WULX vs. TSLQ
WULX (Tradr 2X Long WULF Daily ETF) and TSLQ (Tradr 2X Short TSLA Daily ETF) are both exchange-traded funds - WULX is a Leveraged Equities fund actively managed by Tradr, while TSLQ is a Inverse Equities fund actively managed by Tradr. Both are actively managed. Their -0.41 correlation means they have often moved in opposite directions in the past. WULX charges 1.30%/yr vs 1.17%/yr for TSLQ.
Performance
WULX vs. TSLQ - Performance Comparison
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Returns By Period
In the year-to-date period, WULX achieves a 26.70% return, which is significantly lower than TSLQ's 49.23% return.
WULX
- 1D
- -2.02%
- 1M
- -38.57%
- 6M
- 0.68%
- YTD
- 26.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TSLQ
- 1D
- -1.53%
- 1M
- 45.07%
- 6M
- 40.85%
- YTD
- 49.23%
- 1Y
- -46.08%
- 3Y*
- -60.20%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -54.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $162.68M | $148.83M | $161.26M | |
| $5.78M | $8.80M | $7.30M |
WULX vs. TSLQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WULX Tradr 2X Long WULF Daily ETF | 26.70% | -34.00% |
TSLQ Tradr 2X Short TSLA Daily ETF | 49.23% | -14.34% |
Correlation
The correlation between WULX and TSLQ is -0.41, 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 Oct 23, 2025 | -0.41 |
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Return for Risk
WULX vs. TSLQ — Risk / Return Rank
WULX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLQ
WULX vs. TSLQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long WULF Daily ETF (WULX) and Tradr 2X Short TSLA Daily ETF (TSLQ). 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.
| WULX | TSLQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.97 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.64 | — |
| Martin ratioReturn relative to average drawdown | — | -0.79 | — |
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Drawdowns
WULX vs. TSLQ - Drawdown Comparison
The maximum WULX drawdown since its inception was -75.66%, smaller than the maximum TSLQ drawdown of -98.73%. Use the drawdown chart below to compare losses from any high point for WULX and TSLQ.
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Drawdown Indicators
| WULX | TSLQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.66% | -98.73% | +23.07% |
Max Drawdown (1Y)Largest decline over 1 year | — | -69.32% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -97.85% | — |
Current DrawdownCurrent decline from peak | -67.76% | -97.78% | +30.02% |
Average DrawdownAverage peak-to-trough decline | -31.68% | -68.42% | +36.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 55.83% | — |
Volatility
WULX vs. TSLQ - Volatility Comparison
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Volatility by Period
| WULX | TSLQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 36.98% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 67.32% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 191.47% | 92.69% | +98.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 191.47% | 95.64% | +95.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 191.47% | 95.64% | +95.83% |
WULX vs. TSLQ - Expense Ratio Comparison
WULX has a 1.30% expense ratio, which is higher than TSLQ's 1.17% expense ratio.
Dividends
WULX vs. TSLQ - Dividend Comparison
WULX has not paid dividends to shareholders, while TSLQ's dividend yield for the trailing twelve months is around 7.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
TSLQ Tradr 2X Short TSLA Daily ETF | 7.08% | 10.56% | 4.95% | 13.35% | 2.56% |
WULX Tradr 2X Long WULF Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WULX and TSLQ have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSLQ is cheaper at 1.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSLQ is cheaper with a 1.17% expense ratio, compared with 1.30% for WULX.
TSLQ has the higher dividend yield at 7.08%, compared with 0.00% for WULX.
WULX is categorized as Leveraged Equities, while TSLQ is Inverse Equities. Their fees differ too: 1.30% for WULX and 1.17% for TSLQ.
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