PortfoliosLab logoPortfoliosLab logo
Issuer
Defiance
Inception Date
Aug 8, 2024
Leveraged
2x
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$61M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

LLYX Performance Chart

Defiance Daily Target 2X Long LLY ETF (LLYX) is down 9.8% since the beginning of the year. LLYX is currently trading at $23 per share.


Loading charts...

S&P 500 Index

Returns By Period

Defiance Daily Target 2X Long LLY ETF (LLYX) has returned -9.81% so far this year and 58.74% over the past 12 months.


Defiance Daily Target 2X Long LLY ETF

1D
3.19%
1M
23.54%
YTD
-9.81%
6M
-3.59%
1Y
58.74%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLYX Monthly Returns History

Based on dividend-adjusted daily data since Aug 8, 2024, LLYX's average daily return is +0.12%, while the average monthly return is +2.03%. At this rate, an investment would double in approximately 2.9 years.

Historically, 39% of months were positive and 61% were negative. The best month was Nov 2025 with a return of +52.5%, while the worst month was May 2025 at -35.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 5 months.

On a daily basis, LLYX closed higher 51% of trading days. The best single day was Apr 17, 2025 with a return of +28.5%, while the worst single day was Aug 7, 2025 at -28.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-8.55%-0.60%-25.25%-0.92%39.98%-4.29%-9.81%
20257.82%26.72%-20.79%13.21%-35.34%10.01%-11.63%-6.80%6.60%25.20%52.50%-1.25%44.29%
202427.72%-16.36%-13.87%-9.91%-7.59%-23.40%

Benchmark Metrics

Defiance Daily Target 2X Long LLY ETF has an annualized alpha of 1.39%, beta of 1.34, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since August 09, 2024.

  • This ETF participated in 211.18% of S&P 500 Index downside but only 81.56% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.08 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
1.39%
Beta
1.34
0.08
Upside Capture
81.56%
Downside Capture
211.18%

Expense Ratio

LLYX has a high expense ratio of 1.32%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LLYX ranks 26 for risk / return — below 26% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LLYX Risk / Return Rank: 2626
Overall Rank
LLYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LLYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
LLYX Omega Ratio Rank: 3030
Omega Ratio Rank
LLYX Calmar Ratio Rank: 2727
Calmar Ratio Rank
LLYX Martin Ratio Rank: 2323
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 Defiance Daily Target 2X Long LLY ETF (LLYX) and compare them to S&P 500 Index.


LLYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

1.20

1.41

-0.21

Calmar ratioReturn relative to maximum drawdown

1.25

2.93

-1.68

Martin ratioReturn relative to average drawdown

2.68

13.52

-10.84

Dividends

Dividend History

Defiance Daily Target 2X Long LLY ETF provided a 3.06% dividend yield over the last twelve months, with an annual payout of $0.70 per share.


2.76%$0.00$0.20$0.40$0.60$0.802025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.70$0.70

Dividend yield

3.06%2.76%

Monthly Dividends

The table displays the monthly dividend distributions for Defiance Daily Target 2X Long LLY ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.70$0.70

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Defiance Daily Target 2X Long LLY ETF. 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 Defiance Daily Target 2X Long LLY ETF was 67.98%, occurring on Aug 8, 2025. The portfolio has not yet recovered.

The current Defiance Daily Target 2X Long LLY ETF drawdown is 21.95%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-67.98%Aug 2025
11mo 9d
1y 9moSep 2024 - now
2024 pullback2024
-2.84%Aug 2024
1d1d
2dAug 2024 - Aug 2024
2024 pullback2024
-2.19%Aug 2024
1d4d
5dAug 2024 - Aug 2024
2024 pullback2024
-1.67%Aug 2024
0s1d
1dAug 2024 - Aug 2024
2024 pullback2024
-0.66%Aug 2024
5d1d
6dAug 2024 - Aug 2024

Drawdown Indicators


LLYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-67.98%

-56.78%

-11.20%

Max Drawdown (1Y)

Largest decline over 1 year

-47.36%

-9.10%

-38.26%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-21.95%

-0.74%

-21.21%

Average Drawdown

Average peak-to-trough decline

-33.60%

-10.72%

-22.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.00%

1.97%

+20.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with LLYX

Add Defiance Daily Target 2X Long LLY ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with LLYX