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GGLL vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

GGLL vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily GOOGL Bull 2X Shares (GGLL) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGLL achieves a 21.93% return, which is significantly higher than ETH-USD's -42.02% return.


GGLL

1D
1.02%
1M
-18.69%
YTD
21.93%
6M
23.94%
1Y
256.14%
3Y*
66.50%
5Y*
10Y*

ETH-USD

1D
2.38%
1M
-22.62%
YTD
-42.02%
6M
-43.84%
1Y
-32.06%
3Y*
1.09%
5Y*
-7.52%
10Y*
55.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGLL vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022
GGLL
Direxion Daily GOOGL Bull 2X Shares
21.93%123.07%48.88%81.20%-30.35%
ETH-USD
Ethereum
-42.02%-10.91%46.00%90.84%-23.35%

Correlation

The correlation between GGLL and ETH-USD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2022

0.24

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Return for Risk

GGLL vs. ETH-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GGLL
GGLL Risk / Return Rank: 9494
Overall Rank
GGLL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9595
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9292
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9595
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9393
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6969
Overall Rank
ETH-USD Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6666
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7373
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGLL vs. ETH-USD - Risk-Adjusted Trends Comparison

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


GGLLETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+4.81

Sortino ratioReturn per unit of downside risk

+4.88

Omega ratioGain probability vs. loss probability

1.54

0.97

+0.58

Calmar ratioReturn relative to maximum drawdown

6.60

-0.47

+7.08

Martin ratioReturn relative to average drawdown

21.93

-0.81

+22.74

GGLL vs. ETH-USD - Sharpe Ratio Comparison

The current GGLL Sharpe Ratio is 4.33, which is higher than the ETH-USD Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of GGLL and ETH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GGLL vs. ETH-USD - Drawdown Comparison

The maximum GGLL drawdown since its inception was -52.81%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for GGLL and ETH-USD.


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Drawdown Indicators


GGLLETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-52.81%

-94.01%

+41.20%

Max Drawdown (1Y)

Largest decline over 1 year

-38.39%

-67.53%

+29.14%

Max Drawdown (3Y)

Largest decline over 3 years

-52.81%

-67.53%

+14.72%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

Current Drawdown

Current decline from peak

-21.22%

-64.39%

+43.17%

Average Drawdown

Average peak-to-trough decline

-15.19%

-50.90%

+35.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.54%

45.67%

-34.13%

Volatility

GGLL vs. ETH-USD - Volatility Comparison

The current volatility for Direxion Daily GOOGL Bull 2X Shares (GGLL) is 14.31%, while Ethereum (ETH-USD) has a volatility of 17.43%. This indicates that GGLL experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGLLETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.31%

17.43%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

41.16%

46.35%

-5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

58.54%

56.08%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.99%

59.55%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.99%

77.88%

-21.89%

Frequently Asked Questions


GGLL and ETH-USD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETH-USD has higher volatility (17.43%) compared to GGLL (14.31%). In terms of maximum drawdown, GGLL dropped -52.81% vs ETH-USD's -94.01%.

GGLL currently has the higher Sharpe Ratio (4.33 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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