Direxion Daily LLY Bull 2X Shares (ELIL) Performance
ELIL total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +18.1% since Dec 31, 2025
- 1 year
- +97.0% total return
- Since first price
- +61.0% since 2025
ELIL trailing returns vs SPY, QQQ, AGG
| Period | ELIL total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +20.0% | +20.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +10.5% | +10.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +74.6% | +73.3% | +7.8% | +8.4% | −1.5% |
| YTD | +18.1% | +16.8% | +12.3% | +15.1% | −1.0% |
| 1 year | +97.0% | +73.9% | +14.4% | +15.9% | −1.1% |
| Since inceptionMar 26, 2025 | +61.0% | +40.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: ELIL vs SPY
From Mar 26, 2025: ELIL grew to $16,099, SPY to $13,588.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
ELIL returns by calendar year
2026 is year to date.
ELIL annual returns table
| Year | ELIL | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +18.1% | −45.0% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
ELIL largest drawdowns
Now 5.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Apr 30, 2025 | −56.0% | Aug 8, 2025 | Nov 11, 2025 | 3 months | 6 months |
| Nov 25, 2025 | −46.3% | Apr 29, 2026 | Jun 26, 2026 | 5 months | 7 months |
| Mar 26, 2025 | −25.4% | Apr 10, 2025 | Apr 24, 2025 | 15 days | 29 days |
| Aug 19, 2026 | −24.9% | Sep 11, 2026 | Oct 22, 2026 | 23 days | 2 months |
| Jul 7, 2026 | −19.1% | Aug 4, 2026 | Aug 19, 2026 | 28 days | 43 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
ELIL risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +22.9% |
| Volatility (annualized) | 72.0% |
| Sharpe ratio | 0.56 |
| Sortino ratio | 1.04 |
| Best month | +53.0% |
| Worst month | −34.5% |
| Best 12 months | +104.5% |
| Worst 12 months | −15.5% |
| Positive months | 50% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
ELIL rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 8 | −15.5% | +83.3% | +104.5% | 75% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
ELIL performance overview
Direxion Daily LLY Bull 2X Shares (ELIL) returned +97.0% over the past year, with distributions reinvested. Since its first recorded price on Mar 26, 2025 it has returned +61.0%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −56.0%, from Apr 30, 2025 to Aug 8, 2025, and it took 3 months to get back to the old high. Volatility has been 72.0% a year.
Related: ELIL chart, ELIL dividends. See the ELIL overview for the latest quote and fund facts.
ELIL performance FAQ
What is the ELIL return over the past year?
ELIL returned +97.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 73.9%.
How much would $10,000 invested in ELIL be worth?
$10,000 invested in ELIL at its first recorded close on March 26, 2025 would be worth about $16,099 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of ELIL?
The largest peak-to-trough decline was −56.0% between April 30, 2025 and August 8, 2025. It recovered to the old high on November 11, 2025, 3 months after the bottom.
How volatile is ELIL?
Over the past history ELIL had an annualized volatility of 72.0% and a Sharpe ratio of 0.56 (excess return over 1–3 month T-bills per unit of risk).