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SATG vs. ELIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SATG vs. ELIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long SATS Daily ETF (SATG) and Direxion Daily LLY Bull 2X Shares (ELIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SATG achieves a 7.62% return, which is significantly higher than ELIL's -1.29% return.


SATG

1D
6.08%
1M
8.25%
YTD
7.62%
6M
1Y
3Y*
5Y*
10Y*

ELIL

1D
7.99%
1M
27.69%
YTD
-1.29%
6M
10.14%
1Y
70.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SATG vs. ELIL - Yearly Performance Comparison


Correlation

The correlation between SATG and ELIL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 17, 2025

0.17

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Return for Risk

SATG vs. ELIL — Risk / Return Rank

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

SATG

ELIL
ELIL Risk / Return Rank: 2929
Overall Rank
ELIL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ELIL Sortino Ratio Rank: 3131
Sortino Ratio Rank
ELIL Omega Ratio Rank: 3434
Omega Ratio Rank
ELIL Calmar Ratio Rank: 3131
Calmar Ratio Rank
ELIL Martin Ratio Rank: 2525
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.

SATG vs. ELIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long SATS Daily ETF (SATG) and Direxion Daily LLY Bull 2X Shares (ELIL). 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.

SATG vs. ELIL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SATGELILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.34

+0.03

Drawdowns

SATG vs. ELIL - Drawdown Comparison

The maximum SATG drawdown since its inception was -39.11%, smaller than the maximum ELIL drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for SATG and ELIL.


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Drawdown Indicators


SATGELILDifference

Max Drawdown

Largest peak-to-trough decline

-39.11%

-56.03%

+16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-46.28%

Current Drawdown

Current decline from peak

-24.99%

-8.70%

-16.29%

Average Drawdown

Average peak-to-trough decline

-20.41%

-24.29%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.42%

Volatility

SATG vs. ELIL - Volatility Comparison


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Volatility by Period


SATGELILDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.68%

Volatility (6M)

Calculated over the trailing 6-month period

53.59%

Volatility (1Y)

Calculated over the trailing 1-year period

111.16%

75.74%

+35.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.16%

83.44%

+27.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.16%

83.44%

+27.72%

SATG vs. ELIL - Expense Ratio Comparison

SATG has a 0.75% expense ratio, which is lower than ELIL's 0.97% expense ratio.


Dividends

SATG vs. ELIL - Dividend Comparison

SATG has not paid dividends to shareholders, while ELIL's dividend yield for the trailing twelve months is around 11.28%.


Frequently Asked Questions


SATG and ELIL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SATG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SATG is cheaper with a 0.75% expense ratio, compared with 0.97% for ELIL.

ELIL has the higher dividend yield at 11.28%, compared with 0.00% for SATG.

They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for SATG and 0.97% for ELIL.

Portfolio Optimizer

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