DULL vs. WMTI
DULL (MicroSectors Gold -3X Inverse Leveraged ETN) and WMTI (REX WMT Growth & Income ETF) are both exchange-traded funds - DULL is a Inverse Commodities fund tracking the LBMA Gold Price PM ($/ozt) (-300%), while WMTI is a Derivative Income fund actively managed by REX. DULL is passively managed, while WMTI is actively managed. Their 0.01 correlation means their historical movements had little consistent relationship. DULL charges 0.95%/yr vs 0.99%/yr for WMTI.
Performance
DULL vs. WMTI - Performance Comparison
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Returns By Period
In the year-to-date period, DULL achieves a -12.17% return, which is significantly lower than WMTI's -4.42% return.
DULL
- 1D
- -0.01%
- 1M
- 3.76%
- 6M
- 20.95%
- YTD
- -12.17%
- 1Y
- -61.47%
- 3Y*
- -58.83%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -56.11%
WMTI
- 1D
- -0.39%
- 1M
- -0.89%
- 6M
- -12.39%
- YTD
- -4.42%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $408.60K | $774.21K | $681.81K | |
| $603.80K | $497.82K | $964.90K |
DULL vs. WMTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DULL MicroSectors Gold -3X Inverse Leveraged ETN | -12.17% | -21.13% |
WMTI REX WMT Growth & Income ETF | -4.42% | 9.99% |
Correlation
The correlation between DULL and WMTI is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | 0.01 |
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Return for Risk
DULL vs. WMTI — Risk / Return Rank
DULL
WMTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DULL vs. WMTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold -3X Inverse Leveraged ETN (DULL) and REX WMT Growth & Income ETF (WMTI). 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.
| DULL | WMTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.87 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | — | — |
| Martin ratioReturn relative to average drawdown | -1.02 | — | — |
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Drawdowns
DULL vs. WMTI - Drawdown Comparison
The maximum DULL drawdown since its inception was -97.12%, which is greater than WMTI's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for DULL and WMTI.
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Drawdown Indicators
| DULL | WMTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.12% | -21.47% | -75.65% |
Max Drawdown (1Y)Largest decline over 1 year | -81.20% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -97.12% | — | — |
Current DrawdownCurrent decline from peak | -94.33% | -19.29% | -75.04% |
Average DrawdownAverage peak-to-trough decline | -60.91% | -6.40% | -54.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.53% | — | — |
Volatility
DULL vs. WMTI - Volatility Comparison
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Volatility by Period
| DULL | WMTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.41% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 62.40% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 82.72% | 27.45% | +55.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.09% | 27.45% | +31.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.09% | 27.45% | +31.64% |
DULL vs. WMTI - Expense Ratio Comparison
DULL has a 0.95% expense ratio, which is lower than WMTI's 0.99% expense ratio.
Dividends
DULL vs. WMTI - Dividend Comparison
DULL has not paid dividends to shareholders, while WMTI's dividend yield for the trailing twelve months is around 28.95%.
| Position | TTM | 2025 |
|---|---|---|
DULL MicroSectors Gold -3X Inverse Leveraged ETN | 0.00% | 0.00% |
WMTI REX WMT Growth & Income ETF | 28.95% | 3.36% |
Frequently Asked Questions
DULL and WMTI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DULL is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DULL is cheaper with a 0.95% expense ratio, compared with 0.99% for WMTI.
WMTI has the higher dividend yield at 28.95%, compared with 0.00% for DULL.
DULL is categorized as Inverse Commodities, while WMTI is Derivative Income. Their fees differ too: 0.95% for DULL and 0.99% for WMTI.
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