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GGLL vs. SOXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGLL vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily GOOGL Bull 2X Shares (GGLL) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). The values are adjusted to include any dividend payments, if applicable.

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GGLL vs. SOXL - Yearly Performance Comparison


2026 (YTD)2025202420232022
GGLL
Direxion Daily GOOGL Bull 2X Shares
-13.29%123.07%48.88%81.20%-30.35%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
24.34%54.91%-12.31%226.98%-25.05%

Returns By Period

In the year-to-date period, GGLL achieves a -13.29% return, which is significantly lower than SOXL's 24.34% return.


GGLL

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

SOXL

1D
9.08%
1M
-16.73%
YTD
24.34%
6M
41.78%
1Y
228.78%
3Y*
42.83%
5Y*
4.90%
10Y*
41.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGLL vs. SOXL - Expense Ratio Comparison

GGLL has a 1.05% expense ratio, which is higher than SOXL's 0.99% expense ratio.


Return for Risk

GGLL vs. SOXL — 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

SOXL
SOXL Risk / Return Rank: 9090
Overall Rank
SOXL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8888
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8686
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9393
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. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily GOOGL Bull 2X Shares (GGLL) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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.


GGLLSOXLDifference

Sharpe ratio

Return per unit of total volatility

3.24

1.93

+1.31

Sortino ratio

Return per unit of downside risk

3.58

2.46

+1.12

Omega ratio

Gain probability vs. loss probability

1.44

1.35

+0.09

Calmar ratio

Return relative to maximum drawdown

5.37

4.64

+0.73

Martin ratio

Return relative to average drawdown

19.61

14.09

+5.52

GGLL vs. SOXL - Sharpe Ratio Comparison

The current GGLL Sharpe Ratio is 3.24, which is higher than the SOXL Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of GGLL and SOXL, 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


GGLLSOXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.24

1.93

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.36

+0.43

Correlation

The correlation between GGLL and SOXL is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GGLL vs. SOXL - Dividend Comparison

GGLL's dividend yield for the trailing twelve months is around 5.26%, more than SOXL's 0.15% yield.


TTM2025202420232022202120202019201820172016
GGLL
Direxion Daily GOOGL Bull 2X Shares
5.26%4.16%3.29%2.05%0.59%0.00%0.00%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.15%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Drawdowns

GGLL vs. SOXL - Drawdown Comparison

The maximum GGLL drawdown since its inception was -52.81%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for GGLL and SOXL.


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Drawdown Indicators


GGLLSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-52.81%

-90.46%

+37.65%

Max Drawdown (1Y)

Largest decline over 1 year

-38.39%

-49.26%

+10.87%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-27.39%

-27.28%

-0.11%

Average Drawdown

Average peak-to-trough decline

-15.51%

-35.34%

+19.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.52%

16.23%

-5.71%

Volatility

GGLL vs. SOXL - Volatility Comparison

The current volatility for Direxion Daily GOOGL Bull 2X Shares (GGLL) is 19.62%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 38.35%. This indicates that GGLL experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGLLSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.62%

38.35%

-18.73%

Volatility (6M)

Calculated over the trailing 6-month period

39.89%

79.93%

-40.04%

Volatility (1Y)

Calculated over the trailing 1-year period

61.32%

119.50%

-58.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.21%

105.40%

-50.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.21%

97.72%

-42.51%