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RGTU vs. GGLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGTU vs. GGLL - Performance Comparison

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

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Returns By Period

In the year-to-date period, RGTU achieves a -61.02% return, which is significantly lower than GGLL's 10.18% return.


RGTU

1D
-11.74%
1M
-51.89%
YTD
-61.02%
6M
-68.54%
1Y
-24.32%
3Y*
5Y*
10Y*

GGLL

1D
-1.11%
1M
-23.29%
YTD
10.18%
6M
9.14%
1Y
238.88%
3Y*
64.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGTU vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025
RGTU
Tradr 2X Long RGTI Daily ETF
-61.02%90.43%
GGLL
Direxion Daily GOOGL Bull 2X Shares
10.18%228.13%

Correlation

The correlation between RGTU and GGLL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

0.19

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Return for Risk

RGTU vs. GGLL — Risk / Return Rank

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

RGTU
RGTU Risk / Return Rank: 1616
Overall Rank
RGTU Sharpe Ratio Rank: 88
Sharpe Ratio Rank
RGTU Sortino Ratio Rank: 3030
Sortino Ratio Rank
RGTU Omega Ratio Rank: 2525
Omega Ratio Rank
RGTU Calmar Ratio Rank: 77
Calmar Ratio Rank
RGTU Martin Ratio Rank: 88
Martin Ratio Rank

GGLL
GGLL Risk / Return Rank: 9494
Overall Rank
GGLL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9494
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9191
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9494
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9292
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.

RGTU vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long RGTI Daily ETF (RGTU) 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.

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.


RGTUGGLLDifference
Sharpe ratioReturn per unit of total volatility

-4.18

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

1.17

1.52

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.25

6.27

-6.52

Martin ratioReturn relative to average drawdown

-0.33

19.73

-20.06

RGTU vs. GGLL - Sharpe Ratio Comparison

The current RGTU Sharpe Ratio is -0.11, which is lower than the GGLL Sharpe Ratio of 4.07. The chart below compares the historical Sharpe Ratios of RGTU and GGLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RGTU vs. GGLL - Drawdown Comparison

The maximum RGTU drawdown since its inception was -96.96%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for RGTU and GGLL.


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Drawdown Indicators


RGTUGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-96.96%

-52.81%

-44.15%

Max Drawdown (1Y)

Largest decline over 1 year

-96.96%

-38.39%

-58.57%

Max Drawdown (3Y)

Largest decline over 3 years

-52.81%

Current Drawdown

Current decline from peak

-95.64%

-28.80%

-66.84%

Average Drawdown

Average peak-to-trough decline

-63.86%

-15.25%

-48.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

73.82%

12.17%

+61.65%

Volatility

RGTU vs. GGLL - Volatility Comparison

Tradr 2X Long RGTI Daily ETF (RGTU) has a higher volatility of 64.59% compared to Direxion Daily GOOGL Bull 2X Shares (GGLL) at 18.48%. This indicates that RGTU'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


RGTUGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

64.59%

18.48%

+46.11%

Volatility (6M)

Calculated over the trailing 6-month period

140.29%

42.11%

+98.18%

Volatility (1Y)

Calculated over the trailing 1-year period

219.46%

59.22%

+160.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

219.07%

56.17%

+162.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

219.07%

56.17%

+162.90%

RGTU vs. GGLL - Expense Ratio Comparison

RGTU has a 1.30% expense ratio, which is higher than GGLL's 0.96% expense ratio.


Dividends

RGTU vs. GGLL - Dividend Comparison

RGTU's dividend yield for the trailing twelve months is around 52.92%, more than GGLL's 4.47% yield.


PositionTTM2025202420232022
GGLL
Direxion Daily GOOGL Bull 2X Shares
4.47%4.16%3.29%2.05%0.59%
RGTU
Tradr 2X Long RGTI Daily ETF
52.92%20.63%0.00%0.00%0.00%

Frequently Asked Questions


RGTU and GGLL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RGTU has higher volatility (64.59%) compared to GGLL (18.48%). In terms of maximum drawdown, RGTU dropped -96.96% vs GGLL's -52.81%.

On 1-year performance, GGLL leads with 238.88% vs -24.32% for RGTU. On fees, GGLL is cheaper at 0.96% per year. On volatility, GGLL has been the lower-risk option at 18.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GGLL has performed better with a 238.88% return vs -24.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GGLL is cheaper with a 0.96% expense ratio, compared with 1.30% for RGTU.

RGTU has the higher dividend yield at 52.92%, compared with 4.47% for GGLL.

They also come from different issuers: Tradr and Direxion. Their fees differ too: 1.30% for RGTU and 0.96% for GGLL.

GGLL currently has the higher Sharpe Ratio (4.07 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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