UPRO vs TSLL overlap
UPRO and TSLL overlap 0.8% by weight, across 1 shared holdings.
Pick 2 to 4 ETFs.
These funds report on different dates (UPRO: May 31, 2026, TSLL: July 31, 2026), so market moves and index changes between those dates lower the number. Funds tracking the same index can read well below their true overlap.
Top shared holdings
| Holding | UPRO | TSLL | Overlap |
|---|---|---|---|
| Tesla Inc.TSLA | 0.85% | 15.74% | 0.85% |
Overlap by weight adds up the smaller weight of each holding the funds share, so 100% means identical portfolios. Long securities only: derivatives and cash vehicles are left out. Sources: UPRO, SEC Form N-PORT, May 31, 2026; TSLL, SEC Form N-PORT, July 31, 2026.
Largest institutions holding both
| Firm | UPRO | TSLL |
|---|---|---|
| UBS Group AG | $3.1M | $80.3M |
| HRT Financial LP | $41.4M | $8.8M |
| Susquehanna International Group, LLP | $973K | $15.5M |
| Mariner, LLC | $3.9M | $4.3M |
| Citigroup Inc. | $40K | $4.5M |
| Optiver Holding B.V. | $2.7M | $1.5M |
| Larson Financial Group LLC | $2.6M | $1.1M |
| SBI Securities Co., Ltd. | $24K | $3.1M |
| Tower Research Capital LLC (TRC) | $2.3M | $259K |
| Jane Street Group, LLC | $1.7M | $723K |
| TOTH Financial Advisory Corp. | $1.9M | $33K |
| Captrust Financial Advisors | $264K | $1.2M |
| EverSource Wealth Advisors, LLC | $1.4M | $2K |
| Two Sigma Securities, LLC | $326K | $750K |
| Farther Finance Advisors, LLC | $702K | $102 |
This compares who owns the funds, not what the funds hold. From SEC Form 13F, for managers with $100M+ in US securities.
Who owns them: UPRO institutional holders, TSLL institutional holders.
Frequently asked questions
How much do UPRO and TSLL overlap?
0.8% by weight, with 1 holdings in common, using holdings for UPRO as of May 31, 2026 and TSLL as of July 31, 2026. The largest shared position is TSLA.
Do institutions hold both UPRO and TSLL?
24 Form 13F filers report positions in both, out of 179 that report either one.
How is overlap by weight worked out?
For each holding the two funds share, take the smaller of the two weights, then add those up. Identical portfolios score 100%.