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DULL vs. GLDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DULL vs. GLDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold -3X Inverse Leveraged ETN (DULL) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DULL achieves a -29.67% return, which is significantly lower than GLDI's 2.06% return.


DULL

1D
2.86%
1M
3.73%
YTD
-29.67%
6M
-35.43%
1Y
-69.39%
3Y*
-61.47%
5Y*
10Y*

GLDI

1D
-0.81%
1M
0.90%
YTD
2.06%
6M
4.42%
1Y
21.23%
3Y*
19.54%
5Y*
11.15%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DULL vs. GLDI - Yearly Performance Comparison


2026 (YTD)202520242023
DULL
MicroSectors Gold -3X Inverse Leveraged ETN
-29.67%-80.59%-51.68%-29.56%
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
2.06%34.25%17.76%10.09%

Correlation

The correlation between DULL and GLDI is -0.84, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.84

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

-0.84

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2023

-0.84

The correlation between DULL and GLDI has been stable across timeframes, ranging from -0.84 to -0.84 - a consistent structural relationship.

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Return for Risk

DULL vs. GLDI — Risk / Return Rank

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

DULL
DULL Risk / Return Rank: 22
Overall Rank
DULL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DULL Sortino Ratio Rank: 11
Sortino Ratio Rank
DULL Omega Ratio Rank: 11
Omega Ratio Rank
DULL Calmar Ratio Rank: 22
Calmar Ratio Rank
DULL Martin Ratio Rank: 33
Martin Ratio Rank

GLDI
GLDI Risk / Return Rank: 3838
Overall Rank
GLDI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLDI Omega Ratio Rank: 4747
Omega Ratio Rank
GLDI Calmar Ratio Rank: 3131
Calmar Ratio Rank
GLDI Martin Ratio Rank: 3838
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.

DULL vs. GLDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold -3X Inverse Leveraged ETN (DULL) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). 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.


DULLGLDIDifference
Sharpe ratioReturn per unit of total volatility

-2.35

Sortino ratioReturn per unit of downside risk

-3.56

Omega ratioGain probability vs. loss probability

0.81

1.30

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.85

1.55

-2.40

Martin ratioReturn relative to average drawdown

-1.24

6.07

-7.31

DULL vs. GLDI - Sharpe Ratio Comparison

The current DULL Sharpe Ratio is -0.89, which is lower than the GLDI Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of DULL and GLDI, 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


DULLGLDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

1.46

-2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.05

0.37

-1.42

Drawdowns

DULL vs. GLDI - Drawdown Comparison

The maximum DULL drawdown since its inception was -97.12%, which is greater than GLDI's maximum drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for DULL and GLDI.


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Drawdown Indicators


DULLGLDIDifference

Max Drawdown

Largest peak-to-trough decline

-97.12%

-32.26%

-64.86%

Max Drawdown (1Y)

Largest decline over 1 year

-81.97%

-13.73%

-68.24%

Max Drawdown (3Y)

Largest decline over 3 years

-97.12%

-13.73%

-83.39%

Max Drawdown (5Y)

Largest decline over 5 years

-14.07%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-95.46%

-7.37%

-88.09%

Average Drawdown

Average peak-to-trough decline

-59.30%

-14.00%

-45.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.01%

3.50%

+52.51%

Volatility

DULL vs. GLDI - Volatility Comparison

MicroSectors Gold -3X Inverse Leveraged ETN (DULL) has a higher volatility of 16.82% compared to Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) at 3.88%. This indicates that DULL's price experiences larger fluctuations and is considered to be riskier than GLDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DULLGLDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.82%

3.88%

+12.94%

Volatility (6M)

Calculated over the trailing 6-month period

66.66%

12.87%

+53.79%

Volatility (1Y)

Calculated over the trailing 1-year period

78.11%

14.57%

+63.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.97%

11.31%

+46.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.97%

11.35%

+46.62%

DULL vs. GLDI - Expense Ratio Comparison

DULL has a 0.95% expense ratio, which is higher than GLDI's 0.65% expense ratio.


Dividends

DULL vs. GLDI - Dividend Comparison

DULL has not paid dividends to shareholders, while GLDI's dividend yield for the trailing twelve months is around 22.37%.


PositionTTM20252024202320222021202020192018201720162015
DULL
MicroSectors Gold -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
22.37%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%

Frequently Asked Questions


DULL and GLDI have a correlation of -0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DULL has higher volatility (16.82%) compared to GLDI (3.88%). In terms of maximum drawdown, DULL dropped -97.12% vs GLDI's -32.26%.

On 3-year performance, GLDI leads with 19.54% vs -61.47% for DULL. On fees, GLDI is cheaper at 0.65% per year. On volatility, GLDI has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GLDI has performed better with a 19.54% return vs -61.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDI is cheaper with a 0.65% expense ratio, compared with 0.95% for DULL.

GLDI has the higher dividend yield at 22.37%, compared with 0.00% for DULL.

DULL is categorized as Inverse Commodities, while GLDI is Precious Metals. DULL tracks LBMA Gold Price PM ($/ozt) (-300%), while GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index. They also come from different issuers: REX and Credit Suisse. Their fees differ too: 0.95% for DULL and 0.65% for GLDI.

GLDI currently has the higher Sharpe Ratio (1.46 vs -0.89), 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.

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