CSCL vs. BRKL

Last updated Aug 2, 2026

CSCL (Direxion Daily CSCO Bull 2X ETF) and BRKL (Corgi BRKB 2x Daily ETF) are both Leveraged Equities funds. CSCL is passively managed, while BRKL is actively managed. Their 0.04 correlation means their historical movements had little consistent relationship. CSCL charges 1.07%/yr vs 0.45%/yr for BRKL.

Performance

CSCL vs. BRKL - Performance Comparison

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

Returns By Period

CSCL

• 1D: 4.05%
• 1M: 4.91%
• 6M: 95.60%
• YTD: 101.65%
• 1Y: 151.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 124.88%

BRKL

• 1D: 0.85%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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	$853.16	$14.75K	$14.75K
CSCL Direxion Daily CSCO Bull 2X ETF	$610.32K	$803.47K	$2.68M

CSCL vs. BRKL - Yearly Performance Comparison

	2026 (YTD)
CSCL Direxion Daily CSCO Bull 2X ETF	1.89%
BRKL Corgi BRKB 2x Daily ETF	1.48%

Correlation

The correlation between CSCL and BRKL is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026	0.04

Return for Risk

CSCL vs. BRKL — Risk / Return Rank

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

CSCL

CSCL Risk / Return Rank: 85
CSCL Sharpe Ratio Rank: 89
CSCL Sortino Ratio Rank: 77
CSCL Omega Ratio Rank: 84
CSCL Calmar Ratio Rank: 94
CSCL Martin Ratio Rank: 81

BRKL

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

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.

CSCL vs. BRKL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSCO Bull 2X ETF (CSCL) and Corgi BRKB 2x Daily ETF (BRKL). 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.

	CSCL	BRKL	Difference
Sharpe ratio: Return per unit of total volatility	2.21	—	—
Sortino ratio: Return per unit of downside risk	2.51	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	4.74	—	—
Martin ratio: Return relative to average drawdown	10.68	—	—

Drawdowns

CSCL vs. BRKL - Drawdown Comparison

The maximum CSCL drawdown since its inception was -30.64%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for CSCL and BRKL.

Drawdown Indicators

	CSCL	BRKL	Difference
Max Drawdown Largest peak-to-trough decline	-30.64%	-7.03%	-23.61%
Max Drawdown (1Y) Largest decline over 1 year	-30.64%	—	—
Current Drawdown Current decline from peak	-22.60%	-0.13%	-22.47%
Average Drawdown Average peak-to-trough decline	-10.20%	-4.14%	-6.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.57%	—	—

Volatility

Volatility by Period

	CSCL	BRKL	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.85%	—	—
Volatility (6M) Calculated over the trailing 6-month period	58.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	65.73%	30.99%	+34.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.17%	30.99%	+32.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.17%	30.99%	+32.18%

CSCL vs. BRKL - Expense Ratio Comparison

CSCL has a 1.07% expense ratio, which is higher than BRKL's 0.45% expense ratio.

Dividends

CSCL vs. BRKL - Dividend Comparison

CSCL's dividend yield for the trailing twelve months is around 1.26%, while BRKL has not paid dividends to shareholders.

Position	TTM	2025
BRKL Corgi BRKB 2x Daily ETF	0.00%	0.00%
CSCL Direxion Daily CSCO Bull 2X ETF	1.26%	1.31%

Frequently Asked Questions

Can I hold both CSCL and BRKL in my portfolio?

CSCL and BRKL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSCL or BRKL?

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, CSCL or BRKL?

BRKL is cheaper with a 0.45% expense ratio, compared with 1.07% for CSCL.

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

CSCL has the higher dividend yield at 1.26%, compared with 0.00% for BRKL.

What is the main difference between CSCL and BRKL?

They also come from different issuers: Direxion and Corgi. Their fees differ too: 1.07% for CSCL and 0.45% for BRKL.