ELIL vs. BRKL

Last updated Aug 2, 2026

ELIL (Direxion Daily LLY Bull 2X Shares) and BRKL (Corgi BRKB 2x Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their 0.31 correlation means their historical movements had little consistent relationship. ELIL charges 0.97%/yr vs 0.45%/yr for BRKL.

Performance

ELIL vs. BRKL - Performance Comparison

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

Returns By Period

ELIL

• 1D: -1.38%
• 1M: -11.08%
• 6M: 9.24%
• YTD: 0.09%
• 1Y: 80.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.95%

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
ELIL Direxion Daily LLY Bull 2X Shares	$2.55M	$2.84M	$2.93M

ELIL vs. BRKL - Yearly Performance Comparison

	2026 (YTD)
ELIL Direxion Daily LLY Bull 2X Shares	-10.05%
BRKL Corgi BRKB 2x Daily ETF	1.48%

Correlation

The correlation between ELIL and BRKL is 0.31, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026	0.31

Return for Risk

ELIL vs. BRKL — Risk / Return Rank

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

ELIL

ELIL Risk / Return Rank: 51
ELIL Sharpe Ratio Rank: 48
ELIL Sortino Ratio Rank: 53
ELIL Omega Ratio Rank: 57
ELIL Calmar Ratio Rank: 55
ELIL Martin Ratio Rank: 43

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.

ELIL vs. BRKL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily LLY Bull 2X Shares (ELIL) 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.

	ELIL	BRKL	Difference
Sharpe ratio: Return per unit of total volatility	1.20	—	—
Sortino ratio: Return per unit of downside risk	1.89	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.98	—	—
Martin ratio: Return relative to average drawdown	4.74	—	—

Drawdowns

ELIL vs. BRKL - Drawdown Comparison

The maximum ELIL drawdown since its inception was -56.03%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for ELIL and BRKL.

Drawdown Indicators

	ELIL	BRKL	Difference
Max Drawdown Largest peak-to-trough decline	-56.03%	-7.03%	-49.00%
Max Drawdown (1Y) Largest decline over 1 year	-46.28%	—	—
Current Drawdown Current decline from peak	-14.46%	-0.13%	-14.33%
Average Drawdown Average peak-to-trough decline	-22.30%	-4.14%	-18.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.25%	—	—

Volatility

Volatility by Period

	ELIL	BRKL	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.72%	—	—
Volatility (6M) Calculated over the trailing 6-month period	54.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	76.19%	30.99%	+45.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	81.08%	30.99%	+50.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	81.08%	30.99%	+50.09%

ELIL vs. BRKL - Expense Ratio Comparison

ELIL has a 0.97% expense ratio, which is higher than BRKL's 0.45% expense ratio.

Dividends

ELIL vs. BRKL - Dividend Comparison

ELIL's dividend yield for the trailing twelve months is around 11.27%, while BRKL has not paid dividends to shareholders.

Position	TTM	2025
BRKL Corgi BRKB 2x Daily ETF	0.00%	0.00%
ELIL Direxion Daily LLY Bull 2X Shares	11.27%	10.92%

Frequently Asked Questions

Can I hold both ELIL and BRKL in my portfolio?

ELIL and BRKL have a correlation of 0.31, 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 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, ELIL or BRKL?

BRKL is cheaper with a 0.45% expense ratio, compared with 0.97% for ELIL.

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

ELIL has the higher dividend yield at 11.27%, compared with 0.00% for BRKL.

What is the main difference between ELIL and BRKL?

They also come from different issuers: Direxion and Corgi. Their fees differ too: 0.97% for ELIL and 0.45% for BRKL.