INFH vs. DLLL
INFH (Tidal Trust II - Defiance Daily Target 2X Long INFQ ETF) and DLLL (GraniteShares 2x Long DELL Daily ETF) are both Leveraged Equities funds. INFH is actively managed, while DLLL is passively managed. Their 0.55 correlation means they have sometimes moved together and sometimes differently. INFH charges 1.31%/yr vs 1.50%/yr for DLLL.
Performance
INFH vs. DLLL - Performance Comparison
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Returns By Period
INFH
- 1D
- -4.07%
- 1M
- -43.01%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DLLL
- 1D
- 0.15%
- 1M
- -0.53%
- 6M
- 775.99%
- YTD
- 615.57%
- 1Y
- 526.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 275.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.39M | $34.88M | $51.04M | |
| $1.74M | $2.21M | $2.81M |
INFH vs. DLLL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
INFH Tidal Trust II - Defiance Daily Target 2X Long INFQ ETF | -71.52% |
DLLL GraniteShares 2x Long DELL Daily ETF | -16.67% |
Correlation
The correlation between INFH and DLLL is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 5, 2026 | 0.55 |
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Return for Risk
INFH vs. DLLL — Risk / Return Rank
INFH
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DLLL
INFH vs. DLLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tidal Trust II - Defiance Daily Target 2X Long INFQ ETF (INFH) 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.
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.
| INFH | DLLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.43 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 8.37 | — |
| Martin ratioReturn relative to average drawdown | — | 16.29 | — |
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Drawdowns
INFH vs. DLLL - Drawdown Comparison
The maximum INFH drawdown since its inception was -75.15%, which is greater than DLLL's maximum drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for INFH and DLLL.
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Drawdown Indicators
| INFH | DLLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.15% | -68.58% | -6.57% |
Max Drawdown (1Y)Largest decline over 1 year | — | -57.19% | — |
Current DrawdownCurrent decline from peak | -71.52% | -32.31% | -39.21% |
Average DrawdownAverage peak-to-trough decline | -50.28% | -25.81% | -24.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 29.32% | — |
Volatility
INFH vs. DLLL - Volatility Comparison
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Volatility by Period
| INFH | DLLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 52.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 114.38% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 197.81% | 140.57% | +57.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 197.81% | 132.69% | +65.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 197.81% | 132.69% | +65.12% |
INFH vs. DLLL - Expense Ratio Comparison
INFH has a 1.31% expense ratio, which is lower than DLLL's 1.50% expense ratio.
Dividends
INFH vs. DLLL - Dividend Comparison
Neither INFH nor DLLL has paid dividends to shareholders.
Frequently Asked Questions
INFH and DLLL have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, INFH is cheaper at 1.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
INFH is cheaper with a 1.31% expense ratio, compared with 1.50% for DLLL.
INFH and DLLL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Defiance and GraniteShares. Their fees differ too: 1.31% for INFH and 1.50% for DLLL.
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