TTDU vs. GGLL

Last updated Apr 1, 2026

Compare and contrast key facts about T-REX 2X Long TTD Daily Target ETF (TTDU) and Direxion Daily GOOGL Bull 2X Shares (GGLL).

TTDU and GGLL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTDU is an actively managed fund by T-Rex. It was launched on Sep 16, 2025. GGLL is a passively managed fund by Direxion that tracks the performance of the Alphabet Inc. Class A (200%). It was launched on Sep 6, 2022.

Performance

TTDU vs. GGLL - Performance Comparison

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

TTDU vs. GGLL - Yearly Performance Comparison

	2026 (YTD)	2025
TTDU T-REX 2X Long TTD Daily Target ETF	-69.59%	-37.11%
GGLL Direxion Daily GOOGL Bull 2X Shares	-18.90%	49.75%

Returns By Period

In the year-to-date period, TTDU achieves a -69.59% return, which is significantly lower than GGLL's -18.90% return.

TTDU

• 1D: 6.09%
• 1M: -15.13%
• YTD: -69.59%
• 6M: -83.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 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)

TTDU vs. GGLL - Expense Ratio Comparison

TTDU has a 1.50% expense ratio, which is higher than GGLL's 1.05% expense ratio.

TTDU

T-REX 2X Long TTD Daily Target ETF

GGLL

Direxion Daily GOOGL Bull 2X Shares

Return for Risk

TTDU vs. GGLL — Risk / Return Rank

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

GGLL

GGLL Risk / Return Rank: 96
GGLL Sharpe Ratio Rank: 98
GGLL Sortino Ratio Rank: 97
GGLL Omega Ratio Rank: 94
GGLL Calmar Ratio Rank: 97
GGLL Martin Ratio Rank: 97

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.

TTDU vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long TTD Daily Target ETF (TTDU) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TTDU	GGLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.94	0.75	-1.69

Correlation

The correlation between TTDU and GGLL is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TTDU vs. GGLL - Dividend Comparison

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

	TTM	2025	2024	2023	2022
TTDU T-REX 2X Long TTD Daily Target ETF	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

TTDU vs. GGLL - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for TTDU and GGLL.

Drawdown Indicators

	TTDU	GGLL	Difference
Max Drawdown Largest peak-to-trough decline	-87.87%	-52.81%	-35.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-38.39%	—
Current Drawdown Current decline from peak	-86.30%	-32.09%	-54.21%
Average Drawdown Average peak-to-trough decline	-49.95%	-15.49%	-34.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	10.38%	—

Volatility

Volatility by Period

	TTDU	GGLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	39.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	101.52%	60.98%	+40.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.52%	55.13%	+46.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.52%	55.13%	+46.39%