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GGLS vs. SPUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGLS vs. SPUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily GOOGL Bear 1X Shares (GGLS) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). 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 -14.40% return, which is significantly lower than SPUU's 19.82% return.


GGLS

1D
0.70%
1M
6.67%
YTD
-14.40%
6M
-12.57%
1Y
-55.43%
3Y*
-31.29%
5Y*
10Y*

SPUU

1D
-1.27%
1M
10.01%
YTD
19.82%
6M
19.11%
1Y
53.61%
3Y*
38.21%
5Y*
20.19%
10Y*
24.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGLS vs. SPUU - Yearly Performance Comparison


2026 (YTD)2025202420232022
GGLS
Direxion Daily GOOGL Bear 1X Shares
-14.40%-42.64%-26.50%-37.72%19.63%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
19.82%26.55%44.25%47.28%-9.10%

Correlation

The correlation between GGLS and SPUU is -0.57, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.57

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

-0.59

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

-0.62

The correlation between GGLS and SPUU has been stable across timeframes, ranging from -0.62 to -0.57 - a consistent structural relationship.

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Return for Risk

GGLS vs. SPUU — Risk / Return Rank

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

GGLS
GGLS Risk / Return Rank: 11
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: 11
Calmar Ratio Rank
GGLS Martin Ratio Rank: 22
Martin Ratio Rank

SPUU
SPUU Risk / Return Rank: 6363
Overall Rank
SPUU Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPUU Omega Ratio Rank: 6060
Omega Ratio Rank
SPUU Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPUU Martin Ratio Rank: 6969
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.

GGLS vs. SPUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily GOOGL Bear 1X Shares (GGLS) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). 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.


GGLSSPUUDifference
Sharpe ratioReturn per unit of total volatility

-4.17

Sortino ratioReturn per unit of downside risk

-5.94

Omega ratioGain probability vs. loss probability

0.63

1.38

-0.75

Calmar ratioReturn relative to maximum drawdown

-0.92

2.96

-3.88

Martin ratioReturn relative to average drawdown

-1.35

13.06

-14.41

GGLS vs. SPUU - Sharpe Ratio Comparison

The current GGLS Sharpe Ratio is -1.91, which is lower than the SPUU Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of GGLS and SPUU, 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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Sharpe Ratios by Period


GGLSSPUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.91

2.26

-4.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.95

0.63

-1.59

Drawdowns

GGLS vs. SPUU - Drawdown Comparison

The maximum GGLS drawdown since its inception was -81.24%, which is greater than SPUU's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for GGLS and SPUU.


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Drawdown Indicators


GGLSSPUUDifference

Max Drawdown

Largest peak-to-trough decline

-81.24%

-59.35%

-21.89%

Max Drawdown (1Y)

Largest decline over 1 year

-60.43%

-18.19%

-42.24%

Max Drawdown (3Y)

Largest decline over 3 years

-73.06%

-35.18%

-37.88%

Max Drawdown (5Y)

Largest decline over 5 years

-46.59%

Max Drawdown (10Y)

Largest decline over 10 years

-59.35%

Current Drawdown

Current decline from peak

-78.97%

-1.27%

-77.70%

Average Drawdown

Average peak-to-trough decline

-46.86%

-9.51%

-37.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.18%

4.12%

+37.06%

Volatility

GGLS vs. SPUU - Volatility Comparison

Direxion Daily GOOGL Bear 1X Shares (GGLS) has a higher volatility of 8.19% compared to Direxion Daily S&P 500 Bull 2x Shares (SPUU) at 5.71%. This indicates that GGLS's price experiences larger fluctuations and is considered to be riskier than SPUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGLSSPUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

5.71%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

21.23%

18.09%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

29.17%

23.90%

+5.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.27%

33.46%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.27%

35.77%

-4.50%

GGLS vs. SPUU - Expense Ratio Comparison

GGLS has a 1.09% expense ratio, which is higher than SPUU's 0.64% expense ratio.


Dividends

GGLS vs. SPUU - Dividend Comparison

GGLS's dividend yield for the trailing twelve months is around 4.93%, more than SPUU's 1.34% yield.


PositionTTM20252024202320222021202020192018201720162015
GGLS
Direxion Daily GOOGL Bear 1X Shares
4.93%4.87%4.31%5.80%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
1.34%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%

Frequently Asked Questions


GGLS and SPUU have a correlation of -0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGLS has higher volatility (8.19%) compared to SPUU (5.71%). In terms of maximum drawdown, GGLS dropped -81.24% vs SPUU's -59.35%.

On 3-year performance, SPUU leads with 38.21% vs -31.29% for GGLS. On fees, SPUU is cheaper at 0.64% per year. On volatility, SPUU has been the lower-risk option at 5.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPUU has performed better with a 38.21% return vs -31.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPUU is cheaper with a 0.64% expense ratio, compared with 1.09% for GGLS.

GGLS has the higher dividend yield at 4.93%, compared with 1.34% for SPUU.

GGLS is categorized as Inverse Equities, while SPUU is Leveraged Equities. GGLS tracks Alphabet Inc. Class A (--100%), while SPUU tracks S&P 500 Index (200%). Their fees differ too: 1.09% for GGLS and 0.64% for SPUU.

SPUU currently has the higher Sharpe Ratio (2.26 vs -1.91), 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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