BRKL vs. DLLL

Last updated Jul 30, 2026

BRKL (Corgi BRKB 2x Daily ETF) and DLLL (GraniteShares 2x Long DELL Daily ETF) are both Leveraged Equities funds. BRKL is actively managed, while DLLL is passively managed. Their -0.34 correlation means they have often moved in opposite directions in the past. BRKL charges 0.45%/yr vs 1.50%/yr for DLLL.

Performance

BRKL vs. DLLL - Performance Comparison

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

Returns By Period

BRKL

• 1D: -0.99%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DLLL

• 1D: -11.87%
• 1M: -25.42%
• 6M: 597.87%
• YTD: 500.49%
• 1Y: 376.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 234.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BRKL Corgi BRKB 2x Daily ETF	$578.60	$16.30K	$16.30K
DLLL GraniteShares 2x Long DELL Daily ETF	$24.22M	$37.21M	$51.40M

BRKL vs. DLLL - Yearly Performance Comparison

	2026 (YTD)
BRKL Corgi BRKB 2x Daily ETF	0.60%
DLLL GraniteShares 2x Long DELL Daily ETF	-23.57%

Correlation

The correlation between BRKL and DLLL is -0.34, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026	-0.34

Return for Risk

BRKL vs. DLLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BRKL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DLLL

DLLL Risk / Return Rank: 92
DLLL Sharpe Ratio Rank: 95
DLLL Sortino Ratio Rank: 92
DLLL Omega Ratio Rank: 89
DLLL Calmar Ratio Rank: 96
DLLL Martin Ratio Rank: 88

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BRKL vs. DLLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corgi BRKB 2x Daily ETF (BRKL) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BRKL	DLLL	Difference
Sharpe ratio: Return per unit of total volatility	—	2.72	—
Sortino ratio: Return per unit of downside risk	—	3.29	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	6.63	—
Martin ratio: Return relative to average drawdown	—	12.97	—

Drawdowns

BRKL vs. DLLL - Drawdown Comparison

The maximum BRKL drawdown since its inception was -7.03%, smaller than the maximum DLLL drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for BRKL and DLLL.

Drawdown Indicators

	BRKL	DLLL	Difference
Max Drawdown Largest peak-to-trough decline	-7.03%	-68.58%	+61.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-57.19%	—
Current Drawdown Current decline from peak	-0.99%	-43.20%	+42.21%
Average Drawdown Average peak-to-trough decline	-4.56%	-25.77%	+21.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	29.18%	—

Volatility

Volatility by Period

	BRKL	DLLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	49.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	113.30%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.72%	139.42%	-106.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.72%	132.19%	-99.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.72%	132.19%	-99.47%

BRKL vs. DLLL - Expense Ratio Comparison

BRKL has a 0.45% expense ratio, which is lower than DLLL's 1.50% expense ratio.

Dividends

BRKL vs. DLLL - Dividend Comparison

Neither BRKL nor DLLL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BRKL and DLLL in my portfolio?

BRKL and DLLL have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BRKL or DLLL?

On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRKL or DLLL?

BRKL is cheaper with a 0.45% expense ratio, compared with 1.50% for DLLL.

Which ETF pays a higher dividend yield, BRKL or DLLL?

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

What is the main difference between BRKL and DLLL?

They also come from different issuers: Corgi and GraniteShares. Their fees differ too: 0.45% for BRKL and 1.50% for DLLL.