GOOW vs. GGLL

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill GOOGL WeeklyPay™ ETF (GOOW) and Direxion Daily GOOGL Bull 2X Shares (GGLL).

GOOW and GGLL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GOOW is an actively managed fund by Roundhill. It was launched on Jul 24, 2025. GGLL is a passively managed fund by Direxion that tracks the performance of the Alphabet Inc. Class A (200%). It was launched on Sep 6, 2022.

Performance

GOOW vs. GGLL - Performance Comparison

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

GOOW vs. GGLL - Yearly Performance Comparison

	2026 (YTD)	2025
GOOW Roundhill GOOGL WeeklyPay™ ETF	-10.57%	75.51%
GGLL Direxion Daily GOOGL Bull 2X Shares	-18.90%	145.75%

Returns By Period

In the year-to-date period, GOOW achieves a -10.57% return, which is significantly higher than GGLL's -18.90% return.

GOOW

• 1D: 6.43%
• 1M: -9.30%
• YTD: -10.57%
• 6M: 19.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GGLL

• 1D: 10.22%
• 1M: -16.24%
• YTD: -18.90%
• 6M: 28.40%
• 1Y: 186.52%
• 3Y*: 57.93%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOW vs. GGLL - Expense Ratio Comparison

GOOW has a 0.99% expense ratio, which is lower than GGLL's 1.05% expense ratio.

GGLL

Direxion Daily GOOGL Bull 2X Shares

GOOW

Roundhill GOOGL WeeklyPay™ ETF

Return for Risk

GOOW vs. GGLL — Risk / Return Rank

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

GGLL

GGLL Risk / Return Rank: 96
GGLL Sharpe Ratio Rank: 98
GGLL Sortino Ratio Rank: 97
GGLL Omega Ratio Rank: 94
GGLL Calmar Ratio Rank: 97
GGLL Martin Ratio Rank: 97

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.

GOOW vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) and Direxion Daily GOOGL Bull 2X Shares (GGLL). 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.

Sharpe Ratios by Period

	GOOW	GGLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.66	0.75	+1.92

Correlation

The correlation between GOOW and GGLL is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GOOW vs. GGLL - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 34.69%, more than GGLL's 5.63% yield.

	TTM	2025	2024	2023	2022
GOOW Roundhill GOOGL WeeklyPay™ ETF	34.69%	19.77%	0.00%	0.00%	0.00%
GGLL Direxion Daily GOOGL Bull 2X Shares	5.63%	4.16%	3.29%	2.05%	0.59%

Drawdowns

GOOW vs. GGLL - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, smaller than the maximum GGLL drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for GOOW and GGLL.

Drawdown Indicators

	GOOW	GGLL	Difference
Max Drawdown Largest peak-to-trough decline	-24.88%	-52.81%	+27.93%
Max Drawdown (1Y) Largest decline over 1 year	—	-38.39%	—
Current Drawdown Current decline from peak	-20.04%	-32.09%	+12.05%
Average Drawdown Average peak-to-trough decline	-4.73%	-15.49%	+10.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	10.38%	—

Volatility

Volatility by Period

	GOOW	GGLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	39.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.23%	60.98%	-25.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.23%	55.13%	-19.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.23%	55.13%	-19.90%