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EURL vs. BRKL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EURL vs. BRKL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily FTSE Europe Bull 3x Shares (EURL) and Corgi BRKB 2x Daily ETF (BRKL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EURL

1D
-1.39%
1M
3.10%
6M
5.68%
YTD
19.99%
1Y
59.89%
3Y*
31.34%
5Y*
7.64%
10Y*
11.21%
ALL TIME*
2.97%

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


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$853.16$14.75K$14.75K
$543.36K$647.46K$1.03M

EURL vs. BRKL - Yearly Performance Comparison


Correlation

The correlation between EURL 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

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Return for Risk

EURL vs. BRKL — Risk / Return Rank

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

EURL
EURL Risk / Return Rank: 4949
Overall Rank
EURL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EURL Sortino Ratio Rank: 5050
Sortino Ratio Rank
EURL Omega Ratio Rank: 4747
Omega Ratio Rank
EURL Calmar Ratio Rank: 4949
Calmar Ratio Rank
EURL Martin Ratio Rank: 4747
Martin Ratio Rank

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.

EURL vs. BRKL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily FTSE Europe Bull 3x Shares (EURL) 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.


EURLBRKLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.74

Martin ratioReturn relative to average drawdown

5.37

EURL vs. BRKL - Sharpe Ratio Comparison


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Drawdowns

EURL vs. BRKL - Drawdown Comparison

The maximum EURL drawdown since its inception was -84.65%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for EURL and BRKL.


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Drawdown Indicators


EURLBRKLDifference

Max Drawdown

Largest peak-to-trough decline

-84.65%

-7.03%

-77.62%

Max Drawdown (1Y)

Largest decline over 1 year

-33.05%

Max Drawdown (3Y)

Largest decline over 3 years

-38.81%

Max Drawdown (5Y)

Largest decline over 5 years

-75.24%

Max Drawdown (10Y)

Largest decline over 10 years

-84.65%

Current Drawdown

Current decline from peak

-3.74%

-0.13%

-3.61%

Average Drawdown

Average peak-to-trough decline

-36.62%

-4.14%

-32.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.71%

Volatility

EURL vs. BRKL - Volatility Comparison


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Volatility by Period


EURLBRKLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.53%

Volatility (6M)

Calculated over the trailing 6-month period

41.54%

Volatility (1Y)

Calculated over the trailing 1-year period

47.83%

30.99%

+16.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.54%

30.99%

+22.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.48%

30.99%

+23.49%

EURL vs. BRKL - Expense Ratio Comparison

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


Dividends

EURL vs. BRKL - Dividend Comparison

EURL's dividend yield for the trailing twelve months is around 1.50%, while BRKL has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BRKL
Corgi BRKB 2x Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EURL
Direxion Daily FTSE Europe Bull 3x Shares
1.50%1.50%3.51%2.50%1.80%0.33%0.41%1.17%3.07%0.38%

Frequently Asked Questions


EURL 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.

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.

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

EURL has the higher dividend yield at 1.50%, compared with 0.00% for BRKL.

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

Portfolio Optimizer

Find the right allocation for EURL and BRKL

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