Direxion Daily GOOGL Bear 1X Shares

10-Year Study

GGLS.US · · US · ETF

Executive Summary: Direxion Daily GOOGL Bear 1X Shares has compounded at -31.8% annually over the last 10 years, with a maximum drawdown of 75.9% and an annualized volatility of 32.8%.

1Y CAGR
-53.7%
3Y CAGR
-30.7%
5Y CAGR
-31.8%
10Y CAGR
-31.8%

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 →
75.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-2.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-8.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -42.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.48.37.2-14.6————————-8.2%
2025-7.219.09.6-4.0-8.1-3.0-8.1-9.7-13.2-13.9-12.82.3-42.6%
2024-0.41.3-8.1-8.2-5.2-4.96.15.4-1.6-2.70.9-11.3-26.5%
2023-11.18.0-13.4-3.2-12.82.9-10.0-2.24.64.8-5.9-5.0-37.7%
2022—————————-0.2-7.814.25.1%

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 32.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 19.5% of variance. Idiosyncratic stock-specific factors contribute 20.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-09-0110000
2022-10-019984.896719616352
2022-11-019206.039683767434
2022-12-0110511.394631211275
2023-01-019342.132045822784
2023-02-0110091.271036711962
2023-03-018741.216892876626
2023-04-018462.640753617054
2023-05-017377.89140293598
2023-06-017590.84358538035
2023-07-016833.236987160176
2023-08-016681.715667516141
2023-09-016985.9795963231045
2023-10-017320.612924499883
2023-11-016891.981013018946
2023-12-016546.518917774648
2024-01-016519.406290455216
2024-02-016603.02391284878
2024-03-016069.931037851833
2024-04-015569.487302659968
2024-05-015279.18678401902
2024-06-015018.970697193477
2024-07-015325.3922374838185
2024-08-015612.395274423755
2024-09-015523.648236050839
2024-10-015374.976591950888
2024-11-015421.914819127022
2024-12-014811.799285138535
2025-01-014464.138868760228
2025-02-015313.545729150553
2025-03-015821.968555865854
2025-04-015591.14483679501
2025-05-015137.476490176761
2025-06-014984.896719616352
2025-07-014582.685371394143
2025-08-014140.008630445934
2025-09-013593.6036996930497
2025-10-013093.485641706223
2025-11-012698.194934091076
2025-12-012760.1143126989687
2026-01-012556.566059550077
2026-02-012768.256242824924
2026-03-012967.7335309108375
2026-04-012534.175751703699
Annual Return Matrix
YearAnnual Return
2023-0.3771978745488064
2024-0.2649835209253155
2025-0.42638623326959846
2026-0.08185840707964609
Total Factor Risk
0.3280589443967541
VTI.US Exposure
-0.03433302238909548
VEA.US Exposure
0.01201285211599384
VWO.US Exposure
0.006415360591893515
QQQ.US Exposure
0.19457996396204316
VTV.US Exposure
0.029269463879306158
IJR.US Exposure
0.10534015767941043
QUAL.US Exposure
0.16674845273652697
SHV.US Exposure
0.008814487200274954
TLT.US Exposure
-0.03857864275897005
LQD.US Exposure
0.1418575870266767
HYG.US Exposure
0.19291880935379668
GLD.US Exposure
0.03016745964931888
USO.US Exposure
-0.0015600023579534297
VNQ.US Exposure
-0.018097281280195852
BTC-USD.CC Exposure
-0.014566210365116421
CPER.US Exposure
-0.001053944236367741
VIX.INDX Exposure
-0.022189940639613992
UUP.US Exposure
-0.0024304840835374037
TIP.US Exposure
0.036356964237658336
Idiosyncratic Exposure
0.20832796967795078
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.8%

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 →4.85%
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
$22
Avg Yield on Cost
0.22%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$21.580.22%Solid

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 →
-9.5%
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 →
-23.9%
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 →
57.9% 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 →
-0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Daily GOOGL Bear 1X Shares a high-risk investment?

Direxion Daily GOOGL Bear 1X Shares (GGLS.US) has an annualized volatility of 32.8% and experienced a maximum drawdown of 75.9% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, GGLS.US has generated a Compound Annual Growth Rate (CAGR) of -31.8%. It has had a positive return in 0% 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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