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QULL vs. GGLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QULL vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

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QULL vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
-8.08%17.61%38.03%57.07%-5.88%
GGLL
Direxion Daily GOOGL Bull 2X Shares
-18.90%123.07%48.88%81.20%-30.35%

Returns By Period

In the year-to-date period, QULL achieves a -8.08% return, which is significantly higher than GGLL's -18.90% return.


QULL

1D
6.13%
1M
-12.81%
YTD
-8.08%
6M
-4.77%
1Y
18.86%
3Y*
26.25%
5Y*
13.54%
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)

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QULL vs. GGLL - Expense Ratio Comparison

QULL has a 0.95% expense ratio, which is lower than GGLL's 1.05% expense ratio.


Return for Risk

QULL vs. GGLL — Risk / Return Rank

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

QULL
QULL Risk / Return Rank: 3535
Overall Rank
QULL Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
QULL Sortino Ratio Rank: 3636
Sortino Ratio Rank
QULL Omega Ratio Rank: 3535
Omega Ratio Rank
QULL Calmar Ratio Rank: 3434
Calmar Ratio Rank
QULL Martin Ratio Rank: 4242
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: 9494
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.

QULL vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) 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.


QULLGGLLDifference

Sharpe ratio

Return per unit of total volatility

0.50

3.08

-2.57

Sortino ratio

Return per unit of downside risk

1.01

3.47

-2.46

Omega ratio

Gain probability vs. loss probability

1.14

1.43

-0.28

Calmar ratio

Return relative to maximum drawdown

0.84

4.88

-4.03

Martin ratio

Return relative to average drawdown

3.97

18.04

-14.07

QULL vs. GGLL - Sharpe Ratio Comparison

The current QULL Sharpe Ratio is 0.50, which is lower than the GGLL Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of QULL 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


QULLGGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

3.08

-2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.75

-0.32

Correlation

The correlation between QULL and GGLL is 0.58, 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

QULL vs. GGLL - Dividend Comparison

QULL has not paid dividends to shareholders, while GGLL's dividend yield for the trailing twelve months is around 5.63%.


TTM2025202420232022
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
0.00%0.00%0.00%0.00%0.00%
GGLL
Direxion Daily GOOGL Bull 2X Shares
5.63%4.16%3.29%2.05%0.59%

Drawdowns

QULL vs. GGLL - Drawdown Comparison

The maximum QULL drawdown since its inception was -51.83%, roughly equal to the maximum GGLL drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for QULL and GGLL.


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Drawdown Indicators


QULLGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-51.83%

-52.81%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-24.81%

-38.39%

+13.58%

Max Drawdown (5Y)

Largest decline over 5 years

-51.83%

Current Drawdown

Current decline from peak

-13.42%

-32.09%

+18.67%

Average Drawdown

Average peak-to-trough decline

-14.46%

-15.49%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

10.38%

-5.11%

Volatility

QULL vs. GGLL - Volatility Comparison

The current volatility for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) is 11.40%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 18.25%. This indicates that QULL experiences smaller price fluctuations and is considered to be less risky 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


QULLGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.40%

18.25%

-6.85%

Volatility (6M)

Calculated over the trailing 6-month period

19.77%

39.37%

-19.60%

Volatility (1Y)

Calculated over the trailing 1-year period

37.56%

60.98%

-23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.65%

55.13%

-19.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.50%

55.13%

-19.63%