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HIBL vs. GGLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIBL vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

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HIBL vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
-6.14%60.38%-0.40%81.02%-24.22%
GGLL
Direxion Daily GOOGL Bull 2X Shares
-13.29%123.07%48.88%81.20%-30.35%

Returns By Period

In the year-to-date period, HIBL achieves a -6.14% return, which is significantly higher than GGLL's -13.29% return.


HIBL

1D
3.15%
1M
-15.20%
YTD
-6.14%
6M
2.41%
1Y
133.35%
3Y*
27.73%
5Y*
1.55%
10Y*

GGLL

1D
6.92%
1M
-7.36%
YTD
-13.29%
6M
35.38%
1Y
197.12%
3Y*
61.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIBL vs. GGLL - Expense Ratio Comparison

HIBL has a 1.12% expense ratio, which is higher than GGLL's 1.05% expense ratio.


Return for Risk

HIBL vs. GGLL — Risk / Return Rank

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

HIBL
HIBL Risk / Return Rank: 8383
Overall Rank
HIBL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HIBL Sortino Ratio Rank: 8080
Sortino Ratio Rank
HIBL Omega Ratio Rank: 7878
Omega Ratio Rank
HIBL Calmar Ratio Rank: 9090
Calmar Ratio Rank
HIBL Martin Ratio Rank: 8989
Martin Ratio Rank

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
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.

HIBL vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) 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.


HIBLGGLLDifference

Sharpe ratio

Return per unit of total volatility

1.49

3.24

-1.75

Sortino ratio

Return per unit of downside risk

2.13

3.58

-1.45

Omega ratio

Gain probability vs. loss probability

1.31

1.44

-0.13

Calmar ratio

Return relative to maximum drawdown

3.12

5.37

-2.25

Martin ratio

Return relative to average drawdown

11.78

19.61

-7.83

HIBL vs. GGLL - Sharpe Ratio Comparison

The current HIBL Sharpe Ratio is 1.49, which is lower than the GGLL Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of HIBL and GGLL, 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


HIBLGGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

3.24

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.80

-0.69

Correlation

The correlation between HIBL and GGLL is 0.52, 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

HIBL vs. GGLL - Dividend Comparison

HIBL's dividend yield for the trailing twelve months is around 2.46%, less than GGLL's 5.26% yield.


TTM2025202420232022202120202019
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
2.46%2.43%0.82%0.69%0.00%0.06%0.19%0.19%
GGLL
Direxion Daily GOOGL Bull 2X Shares
5.26%4.16%3.29%2.05%0.59%0.00%0.00%0.00%

Drawdowns

HIBL vs. GGLL - Drawdown Comparison

The maximum HIBL drawdown since its inception was -88.27%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for HIBL and GGLL.


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Drawdown Indicators


HIBLGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-88.27%

-52.81%

-35.46%

Max Drawdown (1Y)

Largest decline over 1 year

-44.08%

-38.39%

-5.69%

Max Drawdown (5Y)

Largest decline over 5 years

-81.58%

Current Drawdown

Current decline from peak

-26.76%

-27.39%

+0.63%

Average Drawdown

Average peak-to-trough decline

-45.22%

-15.51%

-29.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.69%

10.52%

+1.17%

Volatility

HIBL vs. GGLL - Volatility Comparison

Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) has a higher volatility of 25.93% compared to Direxion Daily GOOGL Bull 2X Shares (GGLL) at 19.62%. This indicates that HIBL's price experiences larger fluctuations and is considered to be riskier than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBLGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.93%

19.62%

+6.31%

Volatility (6M)

Calculated over the trailing 6-month period

53.24%

39.89%

+13.35%

Volatility (1Y)

Calculated over the trailing 1-year period

90.33%

61.32%

+29.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.88%

55.21%

+26.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.41%

55.21%

+37.20%