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XPP vs. TSLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XPP vs. TSLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra FTSE China 50 (XPP) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). The values are adjusted to include any dividend payments, if applicable.

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XPP vs. TSLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
XPP
ProShares Ultra FTSE China 50
-14.59%45.84%38.18%-34.77%-15.23%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
-35.93%-26.80%99.63%139.86%-73.85%

Returns By Period

In the year-to-date period, XPP achieves a -14.59% return, which is significantly higher than TSLL's -35.93% return.


XPP

1D
5.09%
1M
-8.06%
YTD
-14.59%
6M
-26.23%
1Y
-6.76%
3Y*
2.42%
5Y*
-20.09%
10Y*
-4.96%

TSLL

1D
9.16%
1M
-16.71%
YTD
-35.93%
6M
-39.94%
1Y
34.59%
3Y*
3.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XPP vs. TSLL - Expense Ratio Comparison

XPP has a 0.95% expense ratio, which is lower than TSLL's 1.08% expense ratio.


Return for Risk

XPP vs. TSLL — Risk / Return Rank

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

XPP
XPP Risk / Return Rank: 1010
Overall Rank
XPP Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XPP Sortino Ratio Rank: 1212
Sortino Ratio Rank
XPP Omega Ratio Rank: 1212
Omega Ratio Rank
XPP Calmar Ratio Rank: 99
Calmar Ratio Rank
XPP Martin Ratio Rank: 88
Martin Ratio Rank

TSLL
TSLL Risk / Return Rank: 3333
Overall Rank
TSLL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 5050
Sortino Ratio Rank
TSLL Omega Ratio Rank: 4141
Omega Ratio Rank
TSLL Calmar Ratio Rank: 2828
Calmar Ratio Rank
TSLL Martin Ratio Rank: 2222
Martin Ratio Rank
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.

XPP vs. TSLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra FTSE China 50 (XPP) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). 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.


XPPTSLLDifference

Sharpe ratio

Return per unit of total volatility

-0.14

0.31

-0.46

Sortino ratio

Return per unit of downside risk

0.13

1.25

-1.13

Omega ratio

Gain probability vs. loss probability

1.02

1.15

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.20

0.59

-0.79

Martin ratio

Return relative to average drawdown

-0.52

1.26

-1.78

XPP vs. TSLL - Sharpe Ratio Comparison

The current XPP Sharpe Ratio is -0.14, which is lower than the TSLL Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of XPP and TSLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XPPTSLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.31

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.13

+0.04

Correlation

The correlation between XPP and TSLL is 0.24, 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

XPP vs. TSLL - Dividend Comparison

XPP's dividend yield for the trailing twelve months is around 2.54%, less than TSLL's 7.98% yield.


TTM20252024202320222021202020192018
XPP
ProShares Ultra FTSE China 50
2.54%2.32%2.96%2.87%0.00%0.00%0.00%3.81%1.47%
TSLL
Direxion Daily TSLA Bull 1.5X Shares
7.98%5.00%2.47%4.44%1.57%0.00%0.00%0.00%0.00%

Drawdowns

XPP vs. TSLL - Drawdown Comparison

The maximum XPP drawdown since its inception was -89.90%, which is greater than TSLL's maximum drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for XPP and TSLL.


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Drawdown Indicators


XPPTSLLDifference

Max Drawdown

Largest peak-to-trough decline

-89.90%

-82.88%

-7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-32.37%

-51.06%

+18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-85.54%

Max Drawdown (10Y)

Largest decline over 10 years

-89.90%

Current Drawdown

Current decline from peak

-77.40%

-67.65%

-9.75%

Average Drawdown

Average peak-to-trough decline

-47.52%

-53.34%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.67%

23.92%

-11.25%

Volatility

XPP vs. TSLL - Volatility Comparison

The current volatility for ProShares Ultra FTSE China 50 (XPP) is 14.38%, while Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a volatility of 22.31%. This indicates that XPP experiences smaller price fluctuations and is considered to be less risky than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPPTSLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.38%

22.31%

-7.93%

Volatility (6M)

Calculated over the trailing 6-month period

29.09%

59.24%

-30.15%

Volatility (1Y)

Calculated over the trailing 1-year period

47.42%

110.51%

-63.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.68%

107.90%

-45.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.98%

107.90%

-52.92%