URAA vs. GGLL

Last updated Aug 2, 2026

URAA (Direxion Daily Uranium Industry Bull 2X Shares) and GGLL (Direxion Daily GOOGL Bull 2X Shares) are both exchange-traded funds - URAA is a Uranium fund tracking the Solactive United States Uranium and Nuclear Energy ETF Select Index (200%), while GGLL is a Leveraged Equities fund tracking the Alphabet Inc. Class A (200%). Both are passively managed. Over the past year, URAA returned -17.19% vs 193.37% for GGLL. Their 0.33 correlation means their historical movements had little consistent relationship. URAA charges 1.28%/yr vs 0.96%/yr for GGLL.

Performance

URAA vs. GGLL - Performance Comparison

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

Returns By Period

In the year-to-date period, URAA achieves a -33.35% return, which is significantly lower than GGLL's 15.09% return.

URAA

• 1D: -2.37%
• 1M: -17.06%
• 6M: -57.33%
• YTD: -33.35%
• 1Y: -17.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -3.29%

GGLL

• 1D: 13.48%
• 1M: -4.20%
• 6M: -0.63%
• YTD: 15.09%
• 1Y: 193.37%
• 3Y*: 59.15%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 49.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GGLL Direxion Daily GOOGL Bull 2X Shares	$205.93M	$163.03M	$182.59M
URAA Direxion Daily Uranium Industry Bull 2X Shares	$1.05M	$1.23M	$2.40M

URAA vs. GGLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
URAA Direxion Daily Uranium Industry Bull 2X Shares	-33.35%	88.33%	-25.73%
GGLL Direxion Daily GOOGL Bull 2X Shares	15.09%	123.07%	-3.30%

Correlation

The correlation between URAA and GGLL is 0.32, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.32
Correlation (All Time) Calculated using the full available price history since Jun 26, 2024	0.33

URAA vs. GGLL - Sectors Allocation Comparison

Sectors	URAA	GGLL
Energy	64.2%	-
Industrials	17.8%	-
Utilities	14.2%	-
Basic Materials	2.8%	-
Technology	1.1%	-
Communication Services	-	100.0%
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-

Return for Risk

URAA vs. GGLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

URAA

URAA Risk / Return Rank: 10
URAA Sharpe Ratio Rank: 8
URAA Sortino Ratio Rank: 14
URAA Omega Ratio Rank: 14
URAA Calmar Ratio Rank: 7
URAA Martin Ratio Rank: 7

GGLL

GGLL Risk / Return Rank: 91
GGLL Sharpe Ratio Rank: 96
GGLL Sortino Ratio Rank: 92
GGLL Omega Ratio Rank: 90
GGLL Calmar Ratio Rank: 94
GGLL Martin Ratio Rank: 86

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

URAA vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Uranium Industry Bull 2X Shares (URAA) 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.

	URAA	GGLL	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	2.89	-3.10
Sortino ratio: Return per unit of downside risk	0.37	3.38	-3.01
Omega ratio: Gain probability vs. loss probability	1.04	1.41	-0.37
Calmar ratio: Return relative to maximum drawdown	-0.30	4.59	-4.89
Martin ratio: Return relative to average drawdown	-0.57	12.34	-12.91

URAA vs. GGLL - Sharpe Ratio Comparison

The current URAA Sharpe Ratio is -0.21, which is lower than the GGLL Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of URAA 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.

Drawdowns

URAA vs. GGLL - Drawdown Comparison

The maximum URAA drawdown since its inception was -69.08%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for URAA and GGLL.

Drawdown Indicators

	URAA	GGLL	Difference
Max Drawdown Largest peak-to-trough decline	-69.08%	-52.81%	-16.27%
Max Drawdown (1Y) Largest decline over 1 year	-69.08%	-40.32%	-28.76%
Max Drawdown (3Y) Largest decline over 3 years	—	-52.81%	—
Current Drawdown Current decline from peak	-66.44%	-25.64%	-40.80%
Average Drawdown Average peak-to-trough decline	-29.67%	-15.55%	-14.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.84%	14.99%	+20.85%

Volatility

URAA vs. GGLL - Volatility Comparison

Direxion Daily Uranium Industry Bull 2X Shares (URAA) and Direxion Daily GOOGL Bull 2X Shares (GGLL) have volatilities of 26.55% and 26.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	URAA	GGLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.55%	26.42%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	72.01%	49.50%	+22.51%
Volatility (1Y) Calculated over the trailing 1-year period	97.72%	64.39%	+33.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	89.21%	57.22%	+31.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.21%	57.22%	+31.99%

URAA vs. GGLL - Expense Ratio Comparison

URAA has a 1.28% expense ratio, which is higher than GGLL's 0.96% expense ratio.

Dividends

URAA vs. GGLL - Dividend Comparison

URAA's dividend yield for the trailing twelve months is around 15.12%, more than GGLL's 4.28% yield.

Position	TTM	2025	2024	2023	2022
GGLL Direxion Daily GOOGL Bull 2X Shares	4.28%	4.16%	3.29%	2.05%	0.59%
URAA Direxion Daily Uranium Industry Bull 2X Shares	15.12%	9.14%	4.36%	0.00%	0.00%

Frequently Asked Questions

Can I hold both URAA and GGLL in my portfolio?

URAA and GGLL have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, URAA or GGLL?

URAA has higher volatility (26.55%) compared to GGLL (26.42%). In terms of maximum drawdown, URAA dropped -69.08% vs GGLL's -52.81%.

Which ETF is better, URAA or GGLL?

On 1-year performance, GGLL leads with 193.37% vs -17.19% for URAA. On fees, GGLL is cheaper at 0.96% per year. On volatility, GGLL has been the lower-risk option at 26.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, URAA or GGLL?

Over the 1-year period, GGLL has performed better with a 193.37% return vs -17.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, URAA or GGLL?

GGLL is cheaper with a 0.96% expense ratio, compared with 1.28% for URAA.

Which ETF pays a higher dividend yield, URAA or GGLL?

URAA has the higher dividend yield at 15.12%, compared with 4.28% for GGLL.

What is the main difference between URAA and GGLL?

URAA is categorized as Uranium, while GGLL is Leveraged Equities. URAA tracks Solactive United States Uranium and Nuclear Energy ETF Select Index (200%), while GGLL tracks Alphabet Inc. Class A (200%). Their fees differ too: 1.28% for URAA and 0.96% for GGLL.

Which has better risk-adjusted returns?

GGLL currently has the higher Sharpe Ratio (2.89 vs -0.21), 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.