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AGQ vs. GDXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGQ vs. GDXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Silver (AGQ) and MicroSectors Gold Miners 3X Leveraged ETN (GDXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGQ achieves a -30.83% return, which is significantly higher than GDXU's -43.81% return.


AGQ

1D
-5.25%
1M
-1.76%
YTD
-30.83%
6M
-5.75%
1Y
142.76%
3Y*
54.17%
5Y*
15.27%
10Y*
11.35%

GDXU

1D
-10.63%
1M
-11.26%
YTD
-43.81%
6M
-33.96%
1Y
72.31%
3Y*
46.61%
5Y*
-10.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGQ vs. GDXU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AGQ
ProShares Ultra Silver
-30.83%360.71%23.92%-15.09%-7.89%-32.25%18.90%
GDXU
MicroSectors Gold Miners 3X Leveraged ETN
-43.81%796.47%-18.60%-21.36%-62.82%-54.93%4.66%

Correlation

The correlation between AGQ and GDXU is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.77

The correlation between AGQ and GDXU has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

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Return for Risk

AGQ vs. GDXU — Risk / Return Rank

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

AGQ
AGQ Risk / Return Rank: 3636
Overall Rank
AGQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 3636
Sortino Ratio Rank
AGQ Omega Ratio Rank: 5151
Omega Ratio Rank
AGQ Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGQ Martin Ratio Rank: 2626
Martin Ratio Rank

GDXU
GDXU Risk / Return Rank: 2323
Overall Rank
GDXU Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 2828
Sortino Ratio Rank
GDXU Omega Ratio Rank: 3131
Omega Ratio Rank
GDXU Calmar Ratio Rank: 2222
Calmar Ratio Rank
GDXU Martin Ratio Rank: 1818
Martin Ratio Rank
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.

AGQ vs. GDXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and MicroSectors Gold Miners 3X Leveraged ETN (GDXU). 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.


AGQGDXUDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratioReturn relative to maximum drawdown

1.88

0.98

+0.90

Martin ratioReturn relative to average drawdown

3.59

2.00

+1.59

AGQ vs. GDXU - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 1.19, which is higher than the GDXU Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of AGQ and GDXU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AGQGDXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.53

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.10

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.09

+0.17

Drawdowns

AGQ vs. GDXU - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, roughly equal to the maximum GDXU drawdown of -94.39%. Use the drawdown chart below to compare losses from any high point for AGQ and GDXU.


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Drawdown Indicators


AGQGDXUDifference

Max Drawdown

Largest peak-to-trough decline

-98.16%

-94.39%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-76.21%

-73.99%

-2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-76.21%

-73.99%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-76.21%

-92.93%

+16.72%

Max Drawdown (10Y)

Largest decline over 10 years

-76.25%

Current Drawdown

Current decline from peak

-85.31%

-73.92%

-11.39%

Average Drawdown

Average peak-to-trough decline

-79.86%

-69.77%

-10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.92%

36.23%

+3.69%

Volatility

AGQ vs. GDXU - Volatility Comparison

The current volatility for ProShares Ultra Silver (AGQ) is 33.51%, while MicroSectors Gold Miners 3X Leveraged ETN (GDXU) has a volatility of 46.45%. This indicates that AGQ experiences smaller price fluctuations and is considered to be less risky than GDXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGQGDXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.51%

46.45%

-12.94%

Volatility (6M)

Calculated over the trailing 6-month period

133.70%

118.07%

+15.63%

Volatility (1Y)

Calculated over the trailing 1-year period

120.79%

137.57%

-16.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.68%

110.85%

-36.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.66%

110.02%

-44.36%

AGQ vs. GDXU - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is lower than GDXU's 0.95% expense ratio.


Dividends

AGQ vs. GDXU - Dividend Comparison

Neither AGQ nor GDXU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AGQ and GDXU have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXU has higher volatility (46.45%) compared to AGQ (33.51%). In terms of maximum drawdown, AGQ dropped -98.16% vs GDXU's -94.39%.

On 5-year performance, AGQ leads with 15.27% vs -10.91% for GDXU. On fees, AGQ is cheaper at 0.93% per year. On volatility, AGQ has been the lower-risk option at 33.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AGQ has performed better with a 15.27% return vs -10.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGQ is cheaper with a 0.93% expense ratio, compared with 0.95% for GDXU.

AGQ and GDXU have nearly identical dividend yields, around 0.00%.

AGQ is categorized as Silver, while GDXU is Leveraged Equities. AGQ tracks Bloomberg Silver Subindex (200%), while GDXU tracks S-Network MicroSectors Gold Miners Index. They also come from different issuers: ProShares and BMO. Their fees differ too: 0.93% for AGQ and 0.95% for GDXU.

AGQ currently has the higher Sharpe Ratio (1.19 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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