XBTY vs. TSLR

Last updated Apr 2, 2026

Compare and contrast key facts about GraniteShares YieldBOOST Bitcoin ETF (XBTY) and GraniteShares 2x Long TSLA Daily ETF (TSLR).

XBTY and TSLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBTY is an actively managed fund by GraniteShares. It was launched on May 12, 2025. TSLR is an actively managed fund by GraniteShares. It was launched on Aug 21, 2023.

Performance

XBTY vs. TSLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST Bitcoin ETF (XBTY) and GraniteShares 2x Long TSLA Daily ETF (TSLR). The values are adjusted to include any dividend payments, if applicable.

XBTY vs. TSLR - Yearly Performance Comparison

	2026 (YTD)	2025
XBTY GraniteShares YieldBOOST Bitcoin ETF	-18.12%	-21.15%
TSLR GraniteShares 2x Long TSLA Daily ETF	-32.17%	42.69%

Returns By Period

In the year-to-date period, XBTY achieves a -18.12% return, which is significantly higher than TSLR's -32.17% return.

XBTY

• 1D: 0.08%
• 1M: -2.71%
• YTD: -18.12%
• 6M: -39.40%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLR

• 1D: 5.08%
• 1M: -12.45%
• YTD: -32.17%
• 6M: -40.15%
• 1Y: 33.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XBTY vs. TSLR - Expense Ratio Comparison

XBTY has a 0.99% expense ratio, which is lower than TSLR's 1.50% expense ratio.

TSLR

GraniteShares 2x Long TSLA Daily ETF

XBTY

GraniteShares YieldBOOST Bitcoin ETF

Return for Risk

XBTY vs. TSLR — Risk / Return Rank

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

TSLR

TSLR Risk / Return Rank: 31
TSLR Sharpe Ratio Rank: 20
TSLR Sortino Ratio Rank: 43
TSLR Omega Ratio Rank: 35
TSLR Calmar Ratio Rank: 33
TSLR Martin Ratio Rank: 24

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.

XBTY vs. TSLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST Bitcoin ETF (XBTY) and GraniteShares 2x Long TSLA Daily ETF (TSLR). 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

	XBTY	TSLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.34	-0.05	-1.29

Correlation

The correlation between XBTY and TSLR is 0.39, 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

XBTY vs. TSLR - Dividend Comparison

XBTY's dividend yield for the trailing twelve months is around 192.51%, while TSLR has not paid dividends to shareholders.

	TTM	2025
XBTY GraniteShares YieldBOOST Bitcoin ETF	192.51%	102.53%
TSLR GraniteShares 2x Long TSLA Daily ETF	0.00%	0.00%

Drawdowns

XBTY vs. TSLR - Drawdown Comparison

The maximum XBTY drawdown since its inception was -45.04%, smaller than the maximum TSLR drawdown of -82.80%. Use the drawdown chart below to compare losses from any high point for XBTY and TSLR.

Drawdown Indicators

	XBTY	TSLR	Difference
Max Drawdown Largest peak-to-trough decline	-45.04%	-82.80%	+37.76%
Max Drawdown (1Y) Largest decline over 1 year	—	-50.66%	—
Current Drawdown Current decline from peak	-44.52%	-65.29%	+20.77%
Average Drawdown Average peak-to-trough decline	-19.38%	-49.40%	+30.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	23.92%	—

Volatility

Volatility by Period

	XBTY	TSLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	59.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	29.34%	110.92%	-81.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.34%	117.38%	-88.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.34%	117.38%	-88.04%