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GGLL vs. NFLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGLL vs. NFLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily GOOGL Bull 2X Shares (GGLL) and T-REX 2X Long Netflix Daily Target ETF (NFLU). The values are adjusted to include any dividend payments, if applicable.

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GGLL vs. NFLU - Yearly Performance Comparison


2026 (YTD)20252024
GGLL
Direxion Daily GOOGL Bull 2X Shares
-13.29%123.07%27.55%
NFLU
T-REX 2X Long Netflix Daily Target ETF
-2.13%-12.47%50.04%

Returns By Period

In the year-to-date period, GGLL achieves a -13.29% return, which is significantly lower than NFLU's -2.13% return.


GGLL

1D
6.92%
1M
-7.36%
YTD
-13.29%
6M
35.38%
1Y
197.12%
3Y*
61.49%
5Y*
10Y*

NFLU

1D
-1.00%
1M
-3.96%
YTD
-2.13%
6M
-41.20%
1Y
-15.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGLL vs. NFLU - Expense Ratio Comparison

Both GGLL and NFLU have an expense ratio of 1.05%.


Return for Risk

GGLL vs. NFLU — Risk / Return Rank

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

GGLL
GGLL Risk / Return Rank: 9696
Overall Rank
GGLL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9797
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9393
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9797
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9797
Martin Ratio Rank

NFLU
NFLU Risk / Return Rank: 99
Overall Rank
NFLU Sharpe Ratio Rank: 88
Sharpe Ratio Rank
NFLU Sortino Ratio Rank: 1111
Sortino Ratio Rank
NFLU Omega Ratio Rank: 1111
Omega Ratio Rank
NFLU Calmar Ratio Rank: 88
Calmar Ratio Rank
NFLU Martin Ratio Rank: 88
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. NFLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily GOOGL Bull 2X Shares (GGLL) and T-REX 2X Long Netflix Daily Target ETF (NFLU). 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.


GGLLNFLUDifference

Sharpe ratio

Return per unit of total volatility

3.24

-0.23

+3.47

Sortino ratio

Return per unit of downside risk

3.58

0.13

+3.45

Omega ratio

Gain probability vs. loss probability

1.44

1.02

+0.42

Calmar ratio

Return relative to maximum drawdown

5.37

-0.23

+5.60

Martin ratio

Return relative to average drawdown

19.61

-0.42

+20.03

GGLL vs. NFLU - Sharpe Ratio Comparison

The current GGLL Sharpe Ratio is 3.24, which is higher than the NFLU Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of GGLL and NFLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGLLNFLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.24

-0.23

+3.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.26

+0.53

Correlation

The correlation between GGLL and NFLU is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GGLL vs. NFLU - Dividend Comparison

GGLL's dividend yield for the trailing twelve months is around 5.26%, while NFLU has not paid dividends to shareholders.


TTM2025202420232022
GGLL
Direxion Daily GOOGL Bull 2X Shares
5.26%4.16%3.29%2.05%0.59%
NFLU
T-REX 2X Long Netflix Daily Target ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

GGLL vs. NFLU - Drawdown Comparison

The maximum GGLL drawdown since its inception was -52.81%, smaller than the maximum NFLU drawdown of -72.10%. Use the drawdown chart below to compare losses from any high point for GGLL and NFLU.


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Drawdown Indicators


GGLLNFLUDifference

Max Drawdown

Largest peak-to-trough decline

-52.81%

-72.10%

+19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-38.39%

-72.10%

+33.71%

Current Drawdown

Current decline from peak

-27.39%

-57.27%

+29.88%

Average Drawdown

Average peak-to-trough decline

-15.51%

-24.15%

+8.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.52%

38.76%

-28.24%

Volatility

GGLL vs. NFLU - Volatility Comparison

Direxion Daily GOOGL Bull 2X Shares (GGLL) has a higher volatility of 19.62% compared to T-REX 2X Long Netflix Daily Target ETF (NFLU) at 14.88%. This indicates that GGLL's price experiences larger fluctuations and is considered to be riskier than NFLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGLLNFLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.62%

14.88%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

39.89%

53.07%

-13.18%

Volatility (1Y)

Calculated over the trailing 1-year period

61.32%

68.26%

-6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.21%

69.21%

-14.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.21%

69.21%

-14.00%