WDCX vs. DLLL

Last updated Jul 17, 2026

WDCX (Tradr 2X Long WDC Daily ETF) and DLLL (GraniteShares 2x Long DELL Daily ETF) are both Leveraged Equities funds - WDCX tracks the Western Digital Corporation (WDC) while DLLL tracks the Dell Technologies Inc. (DELL). Both are passively managed. At a 0.33 correlation, their price movements are largely independent. WDCX charges 1.49%/yr vs 1.50%/yr for DLLL.

Performance

WDCX vs. DLLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long WDC Daily ETF (WDCX) and GraniteShares 2x Long DELL Daily ETF (DLLL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WDCX

• 1D: -18.59%
• 1M: -58.52%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DLLL

• 1D: -10.21%
• 1M: -10.70%
• 6M: 667.04%
• YTD: 589.77%
• 1Y: 540.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WDCX vs. DLLL - Yearly Performance Comparison

	2026 (YTD)
WDCX Tradr 2X Long WDC Daily ETF	143.77%
DLLL GraniteShares 2x Long DELL Daily ETF	718.76%

Correlation

The correlation between WDCX and DLLL is 0.33, 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 Jan 27, 2026	0.33

Return for Risk

WDCX vs. DLLL — Risk / Return Rank

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

WDCX

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

DLLL

DLLL Risk / Return Rank: 94
DLLL Sharpe Ratio Rank: 98
DLLL Sortino Ratio Rank: 93
DLLL Omega Ratio Rank: 90
DLLL Calmar Ratio Rank: 98
DLLL Martin Ratio Rank: 93

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.

WDCX vs. DLLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long WDC Daily ETF (WDCX) and GraniteShares 2x Long DELL Daily ETF (DLLL). 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.

	WDCX	DLLL	Difference
Sharpe ratio: Return per unit of total volatility	—	4.00	—
Sortino ratio: Return per unit of downside risk	—	3.79	—
Omega ratio: Gain probability vs. loss probability	—	1.46	—
Calmar ratio: Return relative to maximum drawdown	—	9.53	—
Martin ratio: Return relative to average drawdown	—	19.00	—

Drawdowns

WDCX vs. DLLL - Drawdown Comparison

The maximum WDCX drawdown since its inception was -65.33%, roughly equal to the maximum DLLL drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for WDCX and DLLL.

Drawdown Indicators

	WDCX	DLLL	Difference
Max Drawdown Largest peak-to-trough decline	-65.33%	-68.58%	+3.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-57.19%	—
Current Drawdown Current decline from peak	-65.33%	-34.75%	-30.58%
Average Drawdown Average peak-to-trough decline	-14.61%	-25.70%	+11.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	28.64%	—

Volatility

Volatility by Period

	WDCX	DLLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	43.56%	—
Volatility (6M) Calculated over the trailing 6-month period	—	110.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	173.06%	136.53%	+36.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	173.06%	131.16%	+41.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	173.06%	131.16%	+41.90%

WDCX vs. DLLL - Expense Ratio Comparison

WDCX has a 1.49% expense ratio, which is lower than DLLL's 1.50% expense ratio.

Dividends

WDCX vs. DLLL - Dividend Comparison

Neither WDCX nor DLLL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WDCX and DLLL in my portfolio?

WDCX and DLLL have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WDCX or DLLL?

On fees, WDCX is cheaper at 1.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WDCX or DLLL?

WDCX is cheaper with a 1.49% expense ratio, compared with 1.50% for DLLL.

Which ETF pays a higher dividend yield, WDCX or DLLL?

WDCX and DLLL have nearly identical dividend yields, around 0.00%.

What is the main difference between WDCX and DLLL?

WDCX tracks Western Digital Corporation (WDC), while DLLL tracks Dell Technologies Inc. (DELL). They also come from different issuers: Tradr and GraniteShares. Their fees differ too: 1.49% for WDCX and 1.50% for DLLL.