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GLXU vs. DLLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLXU vs. DLLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long GLXY Daily Target ETF (GLXU) and GraniteShares 2x Long DELL Daily ETF (DLLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLXU achieves a 3.25% return, which is significantly lower than DLLL's 757.76% return.


GLXU

1D
-4.42%
1M
-9.31%
YTD
3.25%
6M
-34.62%
1Y
3Y*
5Y*
10Y*

DLLL

1D
-6.45%
1M
245.92%
YTD
757.76%
6M
648.38%
1Y
850.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLXU vs. DLLL - Yearly Performance Comparison


2026 (YTD)2025
GLXU
T-REX 2X Long GLXY Daily Target ETF
3.25%-54.75%
DLLL
GraniteShares 2x Long DELL Daily ETF
757.76%-24.80%

Correlation

The correlation between GLXU and DLLL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.29

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Return for Risk

GLXU vs. DLLL — Risk / Return Rank

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

GLXU

DLLL
DLLL Risk / Return Rank: 9595
Overall Rank
DLLL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DLLL Sortino Ratio Rank: 9494
Sortino Ratio Rank
DLLL Omega Ratio Rank: 9191
Omega Ratio Rank
DLLL Calmar Ratio Rank: 9898
Calmar Ratio Rank
DLLL Martin Ratio Rank: 9595
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.

GLXU vs. DLLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long GLXY Daily Target ETF (GLXU) and GraniteShares 2x Long DELL Daily ETF (DLLL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GLXU vs. DLLL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLXUDLLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

3.16

-3.50

Drawdowns

GLXU vs. DLLL - Drawdown Comparison

The maximum GLXU drawdown since its inception was -90.66%, which is greater than DLLL's maximum drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for GLXU and DLLL.


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Drawdown Indicators


GLXUDLLLDifference

Max Drawdown

Largest peak-to-trough decline

-90.66%

-68.58%

-22.08%

Max Drawdown (1Y)

Largest decline over 1 year

-57.19%

Current Drawdown

Current decline from peak

-77.07%

-18.86%

-58.21%

Average Drawdown

Average peak-to-trough decline

-57.08%

-25.91%

-31.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.36%

Volatility

GLXU vs. DLLL - Volatility Comparison


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Volatility by Period


GLXUDLLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

69.39%

Volatility (6M)

Calculated over the trailing 6-month period

102.08%

Volatility (1Y)

Calculated over the trailing 1-year period

176.33%

129.28%

+47.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

176.33%

130.55%

+45.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

176.33%

130.55%

+45.78%

GLXU vs. DLLL - Expense Ratio Comparison

Both GLXU and DLLL have an expense ratio of 1.50%.


Dividends

GLXU vs. DLLL - Dividend Comparison

GLXU's dividend yield for the trailing twelve months is around 7.23%, while DLLL has not paid dividends to shareholders.


Frequently Asked Questions


GLXU and DLLL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GLXU and DLLL have the same expense ratio: 1.50% per year.

GLXU has the higher dividend yield at 7.23%, compared with 0.00% for DLLL.

They also come from different issuers: T-Rex and GraniteShares.

Portfolio Optimizer

Find the right allocation for GLXU and DLLL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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