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GGLL vs. BRKL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGLL vs. BRKL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily GOOGL Bull 2X Shares (GGLL) 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


GGLL

1D
13.48%
1M
-4.20%
6M
-0.63%
YTD
15.09%
1Y
193.37%
3Y*
59.15%
5Y*
10Y*
ALL TIME*
49.76%

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
$205.93M$163.03M$182.59M

GGLL vs. BRKL - Yearly Performance Comparison


Correlation

The correlation between GGLL and BRKL is 0.06, 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

0.06

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Return for Risk

GGLL vs. BRKL — Risk / Return Rank

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

GGLL
GGLL Risk / Return Rank: 9191
Overall Rank
GGLL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9292
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9090
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9494
Calmar Ratio Rank
GGLL Martin Ratio Rank: 8686
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.

GGLL vs. BRKL - Risk-Adjusted Trends Comparison

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


GGLLBRKLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

4.59

Martin ratioReturn relative to average drawdown

12.34

GGLL vs. BRKL - Sharpe Ratio Comparison


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Drawdowns

GGLL vs. BRKL - Drawdown Comparison

The maximum GGLL drawdown since its inception was -52.81%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for GGLL and BRKL.


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Drawdown Indicators


GGLLBRKLDifference

Max Drawdown

Largest peak-to-trough decline

-52.81%

-7.03%

-45.78%

Max Drawdown (1Y)

Largest decline over 1 year

-40.32%

Max Drawdown (3Y)

Largest decline over 3 years

-52.81%

Current Drawdown

Current decline from peak

-25.64%

-0.13%

-25.51%

Average Drawdown

Average peak-to-trough decline

-15.55%

-4.14%

-11.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.99%

Volatility

GGLL vs. BRKL - Volatility Comparison


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Volatility by Period


GGLLBRKLDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.42%

Volatility (6M)

Calculated over the trailing 6-month period

49.50%

Volatility (1Y)

Calculated over the trailing 1-year period

64.39%

30.99%

+33.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.22%

30.99%

+26.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.22%

30.99%

+26.23%

GGLL vs. BRKL - Expense Ratio Comparison

GGLL has a 0.96% expense ratio, which is higher than BRKL's 0.45% expense ratio.


Dividends

GGLL vs. BRKL - Dividend Comparison

GGLL's dividend yield for the trailing twelve months is around 4.28%, while BRKL has not paid dividends to shareholders.


PositionTTM2025202420232022
BRKL
Corgi BRKB 2x Daily ETF
0.00%0.00%0.00%0.00%0.00%
GGLL
Direxion Daily GOOGL Bull 2X Shares
4.28%4.16%3.29%2.05%0.59%

Frequently Asked Questions


GGLL and BRKL 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.

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 0.96% for GGLL.

GGLL has the higher dividend yield at 4.28%, compared with 0.00% for BRKL.

They also come from different issuers: Direxion and Corgi. Their fees differ too: 0.96% for GGLL and 0.45% for BRKL.

Portfolio Optimizer

Find the right allocation for GGLL and BRKL

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