FUTG vs. ELIL
FUTG (Leverage Shares 2X Long FUTU Daily ETF) and ELIL (Direxion Daily LLY Bull 2X Shares) are both Leveraged Equities funds. Both are actively managed. Their -0.14 correlation means they have often moved in opposite directions in the past. FUTG charges 0.75%/yr vs 0.97%/yr for ELIL.
Performance
FUTG vs. ELIL - Performance Comparison
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Returns By Period
In the year-to-date period, FUTG achieves a -72.89% return, which is significantly lower than ELIL's 0.09% return.
FUTG
- 1D
- 2.92%
- 1M
- 17.58%
- 6M
- -71.42%
- YTD
- -72.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ELIL
- 1D
- -1.38%
- 1M
- -11.08%
- 6M
- 9.24%
- YTD
- 0.09%
- 1Y
- 80.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 25.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.55M | $2.84M | $2.93M | |
| $3.89M | $3.21M | $10.62M |
FUTG vs. ELIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FUTG Leverage Shares 2X Long FUTU Daily ETF | -72.89% | -0.20% |
ELIL Direxion Daily LLY Bull 2X Shares | 0.09% | 66.39% |
Correlation
The correlation between FUTG and ELIL is -0.14, 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 Oct 14, 2025 | -0.14 |
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Return for Risk
FUTG vs. ELIL — Risk / Return Rank
FUTG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ELIL
FUTG vs. ELIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long FUTU Daily ETF (FUTG) and Direxion Daily LLY Bull 2X Shares (ELIL). 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.
| FUTG | ELIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.98 | — |
| Martin ratioReturn relative to average drawdown | — | 4.74 | — |
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Drawdowns
FUTG vs. ELIL - Drawdown Comparison
The maximum FUTG drawdown since its inception was -86.19%, which is greater than ELIL's maximum drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for FUTG and ELIL.
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Drawdown Indicators
| FUTG | ELIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.19% | -56.03% | -30.16% |
Max Drawdown (1Y)Largest decline over 1 year | — | -46.28% | — |
Current DrawdownCurrent decline from peak | -82.60% | -14.46% | -68.14% |
Average DrawdownAverage peak-to-trough decline | -48.94% | -22.30% | -26.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.25% | — |
Volatility
FUTG vs. ELIL - Volatility Comparison
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Volatility by Period
| FUTG | ELIL | 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 | 128.04% | 76.19% | +51.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.04% | 81.08% | +46.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 128.04% | 81.08% | +46.96% |
FUTG vs. ELIL - Expense Ratio Comparison
FUTG has a 0.75% expense ratio, which is lower than ELIL's 0.97% expense ratio.
Dividends
FUTG vs. ELIL - Dividend Comparison
FUTG has not paid dividends to shareholders, while ELIL's dividend yield for the trailing twelve months is around 11.27%.
| Position | TTM | 2025 |
|---|---|---|
ELIL Direxion Daily LLY Bull 2X Shares | 11.27% | 10.92% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | 0.00% | 0.00% |
Frequently Asked Questions
FUTG and ELIL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUTG is cheaper with a 0.75% expense ratio, compared with 0.97% for ELIL.
ELIL has the higher dividend yield at 11.27%, compared with 0.00% for FUTG.
They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for FUTG and 0.97% for ELIL.
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