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DULL vs. MOOD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DULL vs. MOOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold -3X Inverse Leveraged ETN (DULL) and Relative Sentiment Tactical Allocation ETF (MOOD). 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 -18.55% return, which is significantly lower than MOOD's 14.84% return.


DULL

1D
2.07%
1M
20.62%
YTD
-18.55%
6M
-12.28%
1Y
-64.27%
3Y*
-60.20%
5Y*
10Y*

MOOD

1D
-0.26%
1M
1.70%
YTD
14.84%
6M
14.27%
1Y
36.80%
3Y*
20.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DULL vs. MOOD - Yearly Performance Comparison


2026 (YTD)202520242023
DULL
MicroSectors Gold -3X Inverse Leveraged ETN
-18.55%-80.59%-51.68%-28.84%
MOOD
Relative Sentiment Tactical Allocation ETF
14.84%30.39%12.53%7.75%

Correlation

The correlation between DULL and MOOD is -0.68, 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

-0.68

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

-0.53

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2023

-0.48

Over the past year, the inverse relationship between DULL and MOOD has strengthened: their correlation has moved from -0.48 to -0.68, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DULL vs. MOOD — Risk / Return Rank

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

DULL
DULL Risk / Return Rank: 33
Overall Rank
DULL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DULL Sortino Ratio Rank: 22
Sortino Ratio Rank
DULL Omega Ratio Rank: 22
Omega Ratio Rank
DULL Calmar Ratio Rank: 22
Calmar Ratio Rank
DULL Martin Ratio Rank: 44
Martin Ratio Rank

MOOD
MOOD Risk / Return Rank: 7676
Overall Rank
MOOD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MOOD Sortino Ratio Rank: 6868
Sortino Ratio Rank
MOOD Omega Ratio Rank: 8585
Omega Ratio Rank
MOOD Calmar Ratio Rank: 7777
Calmar Ratio Rank
MOOD Martin Ratio Rank: 6666
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. MOOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold -3X Inverse Leveraged ETN (DULL) and Relative Sentiment Tactical Allocation ETF (MOOD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DULLMOODDifference
Sharpe ratioReturn per unit of total volatility

-3.34

Sortino ratioReturn per unit of downside risk

-4.29

Omega ratioGain probability vs. loss probability

0.85

1.49

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.79

3.81

-4.59

Martin ratioReturn relative to average drawdown

-1.11

11.75

-12.86

DULL vs. MOOD - Sharpe Ratio Comparison

The current DULL Sharpe Ratio is -0.80, which is lower than the MOOD Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of DULL and MOOD, 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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Drawdowns

DULL vs. MOOD - Drawdown Comparison

The maximum DULL drawdown since its inception was -97.12%, which is greater than MOOD's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for DULL and MOOD.


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Drawdown Indicators


DULLMOODDifference

Max Drawdown

Largest peak-to-trough decline

-97.12%

-14.34%

-82.78%

Max Drawdown (1Y)

Largest decline over 1 year

-81.97%

-9.71%

-72.26%

Max Drawdown (3Y)

Largest decline over 3 years

-97.12%

-9.71%

-87.41%

Current Drawdown

Current decline from peak

-94.75%

-0.72%

-94.03%

Average Drawdown

Average peak-to-trough decline

-59.75%

-2.31%

-57.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.96%

3.14%

+54.82%

Volatility

DULL vs. MOOD - Volatility Comparison

MicroSectors Gold -3X Inverse Leveraged ETN (DULL) has a higher volatility of 23.50% compared to Relative Sentiment Tactical Allocation ETF (MOOD) at 4.24%. This indicates that DULL's price experiences larger fluctuations and is considered to be riskier than MOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DULLMOODDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.50%

4.24%

+19.26%

Volatility (6M)

Calculated over the trailing 6-month period

70.05%

12.82%

+57.23%

Volatility (1Y)

Calculated over the trailing 1-year period

81.04%

14.59%

+66.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.84%

12.15%

+46.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.84%

12.15%

+46.69%

DULL vs. MOOD - Expense Ratio Comparison

DULL has a 0.95% expense ratio, which is higher than MOOD's 0.73% expense ratio.


Dividends

DULL vs. MOOD - Dividend Comparison

DULL has not paid dividends to shareholders, while MOOD's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM2025202420232022
DULL
MicroSectors Gold -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%
MOOD
Relative Sentiment Tactical Allocation ETF
0.35%0.40%1.33%1.34%1.43%

Frequently Asked Questions


DULL and MOOD have a correlation of -0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DULL has higher volatility (23.50%) compared to MOOD (4.24%). In terms of maximum drawdown, DULL dropped -97.12% vs MOOD's -14.34%.

On 3-year performance, MOOD leads with 20.74% vs -60.20% for DULL. On fees, MOOD is cheaper at 0.73% per year. On volatility, MOOD has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MOOD has performed better with a 20.74% return vs -60.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MOOD is cheaper with a 0.73% expense ratio, compared with 0.95% for DULL.

MOOD has the higher dividend yield at 0.35%, compared with 0.00% for DULL.

DULL is categorized as Inverse Commodities, while MOOD is Tactical Allocation. They also come from different issuers: REX and Relative Sentiment. Their fees differ too: 0.95% for DULL and 0.73% for MOOD.

MOOD currently has the higher Sharpe Ratio (2.54 vs -0.80), 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

Find the right allocation for DULL and MOOD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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