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BEG vs. DLLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEG vs. DLLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long BE Daily ETF (BEG) and GraniteShares 2x Long DELL Daily ETF (DLLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BEG achieves a 552.25% return, which is significantly lower than DLLL's 757.76% return.


BEG

1D
-9.38%
1M
-7.23%
YTD
552.25%
6M
1Y
3Y*
5Y*
10Y*

DLLL

1D
-6.45%
1M
245.92%
YTD
757.76%
6M
648.38%
1Y
850.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEG vs. DLLL - Yearly Performance Comparison


2026 (YTD)2025
BEG
Leverage Shares 2X Long BE Daily ETF
552.25%-5.55%
DLLL
GraniteShares 2x Long DELL Daily ETF
757.76%-12.07%

Correlation

The correlation between BEG and DLLL is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 17, 2025

0.08

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Return for Risk

BEG vs. DLLL — Risk / Return Rank

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

BEG

DLLL
DLLL Risk / Return Rank: 9595
Overall Rank
DLLL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DLLL Sortino Ratio Rank: 9494
Sortino Ratio Rank
DLLL Omega Ratio Rank: 9191
Omega Ratio Rank
DLLL Calmar Ratio Rank: 9898
Calmar Ratio Rank
DLLL Martin Ratio Rank: 9595
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.

BEG vs. DLLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BE Daily ETF (BEG) and GraniteShares 2x Long DELL Daily ETF (DLLL). 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.

BEG vs. DLLL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BEGDLLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.65

Sharpe Ratio (All Time)

Calculated using the full available price history

24.77

3.16

+21.61

Drawdowns

BEG vs. DLLL - Drawdown Comparison

The maximum BEG drawdown since its inception was -59.85%, smaller than the maximum DLLL drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for BEG and DLLL.


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Drawdown Indicators


BEGDLLLDifference

Max Drawdown

Largest peak-to-trough decline

-59.85%

-68.58%

+8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-57.19%

Current Drawdown

Current decline from peak

-13.90%

-18.86%

+4.96%

Average Drawdown

Average peak-to-trough decline

-16.14%

-25.91%

+9.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.36%

Volatility

BEG vs. DLLL - Volatility Comparison


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Volatility by Period


BEGDLLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

69.39%

Volatility (6M)

Calculated over the trailing 6-month period

102.08%

Volatility (1Y)

Calculated over the trailing 1-year period

213.85%

129.28%

+84.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

213.85%

130.55%

+83.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

213.85%

130.55%

+83.30%

BEG vs. DLLL - Expense Ratio Comparison

BEG has a 0.75% expense ratio, which is lower than DLLL's 1.50% expense ratio.


Dividends

BEG vs. DLLL - Dividend Comparison

Neither BEG nor DLLL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BEG and DLLL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BEG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BEG is cheaper with a 0.75% expense ratio, compared with 1.50% for DLLL.

BEG and DLLL have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for BEG and 1.50% for DLLL.

Portfolio Optimizer

Find the right allocation for BEG and DLLL

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