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Direxion Daily LLY Bull 2X Shares (ELIL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
25461A312
Issuer
Direxion
Inception Date
Mar 25, 2025
Leveraged
2x
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Direxion Daily LLY Bull 2X Shares

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Direxion Daily LLY Bull 2X Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Direxion Daily LLY Bull 2X Shares (ELIL) has returned -31.44% so far this year and -6.07% over the past 12 months.


Direxion Daily LLY Bull 2X Shares

1D
7.29%
1M
-25.09%
YTD
-31.44%
6M
30.51%
1Y
-6.07%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 26, 2025, ELIL's average daily return is +0.12%, while the average monthly return is +1.60%. At this rate, your investment would double in approximately 3.6 years.

Historically, 38% of months were positive and 62% were negative. The best month was Nov 2025 with a return of +53.0%, while the worst month was May 2025 at -34.5%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ELIL closed higher 54% of trading days. The best single day was Apr 17, 2025 with a return of +29.0%, while the worst single day was Aug 7, 2025 at -28.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-8.38%-0.12%-25.09%-31.44%
2025-0.50%12.80%-34.52%9.52%-11.21%-6.40%7.06%25.59%52.99%-0.91%36.32%

Benchmark Metrics

Direxion Daily LLY Bull 2X Shares has an annualized alpha of 9.72%, beta of 1.34, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since March 27, 2025.

  • This ETF participated in 189.46% of S&P 500 Index downside but only 48.53% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.09 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
9.72%
Beta
1.34
0.09
Upside Capture
48.53%
Downside Capture
189.46%

Expense Ratio

ELIL has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ELIL ranks 14 for risk / return — in the bottom 14% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ELIL Risk / Return Rank: 1414
Overall Rank
ELIL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ELIL Sortino Ratio Rank: 1818
Sortino Ratio Rank
ELIL Omega Ratio Rank: 1919
Omega Ratio Rank
ELIL Calmar Ratio Rank: 1010
Calmar Ratio Rank
ELIL Martin Ratio Rank: 1111
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Direxion Daily LLY Bull 2X Shares (ELIL) and compare them to a chosen benchmark (S&P 500 Index).


ELILBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.07

0.90

-0.97

Sortino ratio

Return per unit of downside risk

0.51

1.39

-0.88

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.09

1.40

-1.49

Martin ratio

Return relative to average drawdown

-0.18

6.61

-6.79

Explore ELIL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Direxion Daily LLY Bull 2X Shares provided a 16.24% dividend yield over the last twelve months, with an annual payout of $3.14 per share.


10.92%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.502025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$3.14$3.09

Dividend yield

16.24%10.92%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily LLY Bull 2X Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.05
2025$0.10$0.00$0.00$0.09$0.00$0.00$2.89$3.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Daily LLY Bull 2X Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Direxion Daily LLY Bull 2X Shares was 56.03%, occurring on Aug 8, 2025. Recovery took 66 trading sessions.

The current Direxion Daily LLY Bull 2X Shares drawdown is 36.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.03%May 1, 202569Aug 8, 202566Nov 11, 2025135
-41.93%Nov 26, 202583Mar 27, 2026
-25.38%Mar 27, 202511Apr 10, 20259Apr 24, 202520
-1.9%Apr 28, 20251Apr 28, 20251Apr 29, 20252
-1.11%Nov 20, 20251Nov 20, 20251Nov 21, 20252

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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