GGLL vs. COTG
GGLL (Direxion Daily GOOGL Bull 2X Shares) and COTG (Leverage Shares 2X Long COST Daily ETF) are both Leveraged Equities funds. GGLL is passively managed, while COTG is actively managed. At a correlation of -0.10, they often move in opposite directions. GGLL charges 1.05%/yr vs 0.75%/yr for COTG.
Performance
GGLL vs. COTG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GGLL achieves a 22.24% return, which is significantly higher than COTG's 17.32% return.
GGLL
- 1D
- -1.40%
- 1M
- -13.22%
- YTD
- 22.24%
- 6M
- 15.91%
- 1Y
- 293.20%
- 3Y*
- 65.97%
- 5Y*
- —
- 10Y*
- —
COTG
- 1D
- 1.39%
- 1M
- -11.21%
- YTD
- 17.32%
- 6M
- 1.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GGLL vs. COTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GGLL Direxion Daily GOOGL Bull 2X Shares | 22.24% | 46.71% |
COTG Leverage Shares 2X Long COST Daily ETF | 17.32% | -21.71% |
Correlation
The correlation between GGLL and COTG is -0.10, 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 Sep 19, 2025 | -0.10 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GGLL vs. COTG — Risk / Return Rank
GGLL
COTG
GGLL vs. COTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily GOOGL Bull 2X Shares (GGLL) and Leverage Shares 2X Long COST Daily ETF (COTG). 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.
| GGLL | COTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.60 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 7.69 | — | — |
| Martin ratioReturn relative to average drawdown | 26.53 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GGLL | COTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | -0.28 | +1.27 |
Drawdowns
GGLL vs. COTG - Drawdown Comparison
The maximum GGLL drawdown since its inception was -52.81%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for GGLL and COTG.
Loading charts...
Drawdown Indicators
| GGLL | COTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.81% | -25.69% | -27.12% |
Max Drawdown (1Y)Largest decline over 1 year | -38.39% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -52.81% | — | — |
Current DrawdownCurrent decline from peak | -21.02% | -23.48% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -15.17% | -8.35% | -6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.11% | — | — |
Volatility
GGLL vs. COTG - Volatility Comparison
Loading charts...
Volatility by Period
| GGLL | COTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.60% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 40.70% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 58.40% | 40.65% | +17.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.03% | 40.65% | +15.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.03% | 40.65% | +15.38% |
GGLL vs. COTG - Expense Ratio Comparison
GGLL has a 1.05% expense ratio, which is higher than COTG's 0.75% expense ratio.
Dividends
GGLL vs. COTG - Dividend Comparison
GGLL's dividend yield for the trailing twelve months is around 3.73%, while COTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
COTG Leverage Shares 2X Long COST Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GGLL Direxion Daily GOOGL Bull 2X Shares | 3.73% | 4.16% | 3.29% | 2.05% | 0.59% |
Frequently Asked Questions
GGLL and COTG have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COTG is cheaper with a 0.75% expense ratio, compared with 1.05% for GGLL.
GGLL has the higher dividend yield at 3.73%, compared with 0.00% for COTG.
They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.05% for GGLL and 0.75% for COTG.
Find the right allocation for GGLL and COTG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer