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GGLS vs. QQQE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGLS vs. QQQE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily GOOGL Bear 1X Shares (GGLS) and Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGLS achieves a -19.25% return, which is significantly lower than QQQE's 16.27% return.


GGLS

1D
-4.69%
1M
-4.87%
6M
-11.56%
YTD
-19.25%
1Y
-52.10%
3Y*
-31.99%
5Y*
10Y*
ALL TIME*
-29.63%

QQQE

1D
1.29%
1M
-1.31%
6M
13.79%
YTD
16.27%
1Y
23.25%
3Y*
15.78%
5Y*
8.28%
10Y*
14.69%
ALL TIME*
14.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.37M$27.43M$62.55M
$23.47M$22.17M$24.25M

GGLS vs. QQQE - Yearly Performance Comparison


2026 (YTD)2025202420232022
GGLS
Direxion Daily GOOGL Bear 1X Shares
-19.25%-42.64%-26.50%-37.72%19.63%
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
16.27%14.58%6.98%33.76%-1.13%

Correlation

The correlation between GGLS and QQQE is -0.44, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.44

Correlation (3Y)
Balances recent behavior with more history.

-0.49

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

-0.54

The correlation between GGLS and QQQE shifts across timeframes, from -0.54 (all time) to -0.44 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GGLS vs. QQQE — Risk / Return Rank

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

GGLS
GGLS Risk / Return Rank: 00
Overall Rank
GGLS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
GGLS Sortino Ratio Rank: 00
Sortino Ratio Rank
GGLS Omega Ratio Rank: 00
Omega Ratio Rank
GGLS Calmar Ratio Rank: 00
Calmar Ratio Rank
GGLS Martin Ratio Rank: 11
Martin Ratio Rank

QQQE
QQQE Risk / Return Rank: 6262
Overall Rank
QQQE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QQQE Sortino Ratio Rank: 5959
Sortino Ratio Rank
QQQE Omega Ratio Rank: 5757
Omega Ratio Rank
QQQE Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQE Martin Ratio Rank: 6464
Martin Ratio Rank
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.

GGLS vs. QQQE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily GOOGL Bear 1X Shares (GGLS) and Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE). 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.


GGLSQQQEDifference
Sharpe ratioReturn per unit of total volatility

-3.08

Sortino ratioReturn per unit of downside risk

-4.60

Omega ratioGain probability vs. loss probability

0.68

1.25

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.98

2.48

-3.46

Martin ratioReturn relative to average drawdown

-1.38

7.91

-9.29

GGLS vs. QQQE - Sharpe Ratio Comparison

The current GGLS Sharpe Ratio is -1.61, which is lower than the QQQE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of GGLS and QQQE, 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

GGLS vs. QQQE - Drawdown Comparison

The maximum GGLS drawdown since its inception was -81.24%, which is greater than QQQE's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for GGLS and QQQE.


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Drawdown Indicators


GGLSQQQEDifference

Max Drawdown

Largest peak-to-trough decline

-81.24%

-32.14%

-49.10%

Max Drawdown (1Y)

Largest decline over 1 year

-53.32%

-9.41%

-43.91%

Max Drawdown (3Y)

Largest decline over 3 years

-71.64%

-21.38%

-50.26%

Max Drawdown (5Y)

Largest decline over 5 years

-32.14%

Max Drawdown (10Y)

Largest decline over 10 years

-32.14%

Current Drawdown

Current decline from peak

-80.16%

-3.22%

-76.94%

Average Drawdown

Average peak-to-trough decline

-48.15%

-5.14%

-43.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.54%

2.94%

+36.60%

Volatility

GGLS vs. QQQE - Volatility Comparison

Direxion Daily GOOGL Bear 1X Shares (GGLS) has a higher volatility of 13.90% compared to Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) at 3.89%. This indicates that GGLS's price experiences larger fluctuations and is considered to be riskier than QQQE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGLSQQQEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.90%

3.89%

+10.01%

Volatility (6M)

Calculated over the trailing 6-month period

25.93%

12.92%

+13.01%

Volatility (1Y)

Calculated over the trailing 1-year period

32.43%

15.92%

+16.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.76%

20.59%

+11.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.76%

20.76%

+11.00%

GGLS vs. QQQE - Expense Ratio Comparison

GGLS has a 1.09% expense ratio, which is higher than QQQE's 0.35% expense ratio.


Dividends

GGLS vs. QQQE - Dividend Comparison

GGLS's dividend yield for the trailing twelve months is around 3.16%, more than QQQE's 0.57% yield.


PositionTTM20252024202320222021202020192018201720162015
GGLS
Direxion Daily GOOGL Bear 1X Shares
3.16%4.87%4.31%5.80%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
0.57%0.52%0.86%0.79%0.98%3.83%0.54%0.74%0.80%0.65%1.17%0.57%

Frequently Asked Questions


GGLS and QQQE have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGLS has higher volatility (13.90%) compared to QQQE (3.89%). In terms of maximum drawdown, GGLS dropped -81.24% vs QQQE's -32.14%.

On 3-year performance, QQQE leads with 15.78% vs -31.99% for GGLS. On fees, QQQE is cheaper at 0.35% per year. On volatility, QQQE has been the lower-risk option at 3.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QQQE has performed better with a 15.78% return vs -31.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQE is cheaper with a 0.35% expense ratio, compared with 1.09% for GGLS.

GGLS has the higher dividend yield at 3.16%, compared with 0.57% for QQQE.

GGLS is categorized as Inverse Equities, while QQQE is Nasdaq-100. GGLS tracks Alphabet Inc. Class A (--100%), while QQQE tracks NASDAQ-100 Equal Weighted Index. Their fees differ too: 1.09% for GGLS and 0.35% for QQQE.

QQQE currently has the higher Sharpe Ratio (1.47 vs -1.61), 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

Find the right allocation for GGLS and QQQE

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