ELIL vs. BEG

Last updated Jun 24, 2026

ELIL (Direxion Daily LLY Bull 2X Shares) and BEG (Leverage Shares 2X Long BE Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a correlation of -0.06, they often move in opposite directions. ELIL charges 0.97%/yr vs 0.75%/yr for BEG.

Performance

ELIL vs. BEG - Performance Comparison

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

Returns By Period

In the year-to-date period, ELIL achieves a -4.97% return, which is significantly lower than BEG's 658.88% return.

ELIL

• 1D: 0.52%
• 1M: 6.34%
• YTD: -4.97%
• 6M: -4.26%
• 1Y: 64.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BEG

• 1D: -13.66%
• 1M: 4.00%
• YTD: 658.88%
• 6M: 577.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ELIL vs. BEG - Yearly Performance Comparison

	2026 (YTD)	2025
ELIL Direxion Daily LLY Bull 2X Shares	-4.97%	1.87%
BEG Leverage Shares 2X Long BE Daily ETF	658.88%	1.77%

Correlation

The correlation between ELIL and BEG is -0.06, 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 16, 2025	-0.06

Return for Risk

ELIL vs. BEG — Risk / Return Rank

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

ELIL

ELIL Risk / Return Rank: 29
ELIL Sharpe Ratio Rank: 25
ELIL Sortino Ratio Rank: 31
ELIL Omega Ratio Rank: 33
ELIL Calmar Ratio Rank: 30
ELIL Martin Ratio Rank: 25

BEG

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

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.

ELIL vs. BEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily LLY Bull 2X Shares (ELIL) and Leverage Shares 2X Long BE Daily ETF (BEG). 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.

	ELIL	BEG	Difference
Sharpe ratio: Return per unit of total volatility	0.86	—	—
Sortino ratio: Return per unit of downside risk	1.56	—	—
Omega ratio: Gain probability vs. loss probability	1.21	—	—
Calmar ratio: Return relative to maximum drawdown	1.39	—	—
Martin ratio: Return relative to average drawdown	3.12	—	—

Drawdowns

ELIL vs. BEG - Drawdown Comparison

The maximum ELIL drawdown since its inception was -56.03%, smaller than the maximum BEG drawdown of -59.85%. Use the drawdown chart below to compare losses from any high point for ELIL and BEG.

Drawdown Indicators

	ELIL	BEG	Difference
Max Drawdown Largest peak-to-trough decline	-56.03%	-59.85%	+3.82%
Max Drawdown (1Y) Largest decline over 1 year	-46.28%	—	—
Current Drawdown Current decline from peak	-12.11%	-13.66%	+1.55%
Average Drawdown Average peak-to-trough decline	-23.60%	-16.74%	-6.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.63%	—	—

Volatility

Volatility by Period

	ELIL	BEG	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	53.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	75.11%	212.91%	-137.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	81.98%	212.91%	-130.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	81.98%	212.91%	-130.93%

ELIL vs. BEG - Expense Ratio Comparison

ELIL has a 0.97% expense ratio, which is higher than BEG's 0.75% expense ratio.

Dividends

ELIL vs. BEG - Dividend Comparison

ELIL's dividend yield for the trailing twelve months is around 11.72%, while BEG has not paid dividends to shareholders.

Position	TTM	2025
BEG Leverage Shares 2X Long BE Daily ETF	0.00%	0.00%
ELIL Direxion Daily LLY Bull 2X Shares	11.72%	10.92%

Frequently Asked Questions

Can I hold both ELIL and BEG in my portfolio?

ELIL and BEG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ELIL or BEG?

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.

Which ETF is cheaper, ELIL or BEG?

BEG is cheaper with a 0.75% expense ratio, compared with 0.97% for ELIL.

Which ETF pays a higher dividend yield, ELIL or BEG?

ELIL has the higher dividend yield at 11.72%, compared with 0.00% for BEG.

What is the main difference between ELIL and BEG?

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 0.97% for ELIL and 0.75% for BEG.