Sortino ratio is not yet available for UGLD. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Direxion Daily Gold Bull 2X ETF's Sortino Ratio with other ETFs in the Leveraged Commodities category across multiple time periods, showing how UGLD's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 30, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| DZZ | DB Gold Double Short Exchange Traded Notes | 1.63 | |||
| UCO | ProShares Ultra Bloomberg Crude Oil | 1.41 | |||
| OILU | MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN | 1.36 | |||
| AGQ | ProShares Ultra Silver | 1.31 | |||
| DGP | DB Gold Double Long Exchange Traded Notes | 1.10 | |||
| UGL | ProShares Ultra Gold | 1.00 | |||
| KOLD | ProShares UltraShort Bloomberg Natural Gas | 0.91 | |||
| SHNY | MicroSectors Gold 3X Leveraged ETN | 0.82 | |||
| YGLD | Simplify Gold Strategy PLUS Income ETF | 0.55 | |||
| WXET | Teucrium 2x Daily Wheat ETF | -0.10 | |||
| UGLD | Direxion Daily Gold Bull 2X ETF | — |
Historical Sortino Ratio
The chart shows UGLD's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when UGLD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does UGLD fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio