GraniteShares 2x Long DELL Daily ETF

10-Year Study

DLLL.US · · US · ETF

Executive Summary: GraniteShares 2x Long DELL Daily ETF has compounded at 109.5% annually over the last 10 years, with a maximum drawdown of 53.0% and an annualized volatility of 1991.3%.

1Y CAGR
+150.3%
3Y CAGR
+109.5%
5Y CAGR
+109.5%
10Y CAGR
+109.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
53.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
6.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
98.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +107.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 107.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.356.919.335.9————————107.9%
2025——-23.3-8.244.519.216.6-17.532.228.0-34.5-12.213.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 1991.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.7% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-02-0110000
2025-03-017669.470559129143
2025-04-017041.0687778327565
2025-05-0110173.181593270658
2025-06-0112127.659574468085
2025-07-0114141.514101929735
2025-08-0111660.069272637307
2025-09-0115417.615042058385
2025-10-0119730.331519049974
2025-11-0112929.24294903513
2025-12-0111351.311232063335
2026-01-019272.637308263234
2026-02-0114552.201880257298
2026-03-0117357.743691241958
2026-04-0123597.229094507667
Annual Return Matrix
YearAnnual Return
20261.0788108626476616
Total Factor Risk
19.912590154307306
VTI.US Exposure
0.0006423862152911395
VEA.US Exposure
0.03215234951773973
VWO.US Exposure
-0.000720206494744896
QQQ.US Exposure
-0.0000225842311175485
VTV.US Exposure
0.03704121168626772
IJR.US Exposure
0.009814064283533262
QUAL.US Exposure
0.0007770435728230682
SHV.US Exposure
0.8368643545475941
TLT.US Exposure
0.0026062951476750608
LQD.US Exposure
0.01755575691261141
HYG.US Exposure
0.0012684634699670159
GLD.US Exposure
-0.0012371609197374767
USO.US Exposure
0.00022694367804051418
VNQ.US Exposure
0.03236602532841639
BTC-USD.CC Exposure
0.00030897473894385386
CPER.US Exposure
0.001565800551350282
VIX.INDX Exposure
0.002338250374596679
UUP.US Exposure
0.004798568491104988
TIP.US Exposure
0.021653463104424626
Idiosyncratic Exposure
2.5219965598455848e-11
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
1991.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+55.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+69.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is GraniteShares 2x Long DELL Daily ETF a high-risk investment?

GraniteShares 2x Long DELL Daily ETF (DLLL.US) has an annualized volatility of 1991.3% and experienced a maximum drawdown of 53.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of DLLL.US?

Over the past 10 years, DLLL.US has generated a Compound Annual Growth Rate (CAGR) of 109.5%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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