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DUSL vs. NUGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUSL vs. NUGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Industrials Bull 3X Shares (DUSL) and Direxion Daily Gold Miners Bull 2X Shares (NUGT). The values are adjusted to include any dividend payments, if applicable.

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DUSL vs. NUGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUSL
Direxion Daily Industrials Bull 3X Shares
8.66%37.50%34.75%37.23%-31.17%60.72%-19.77%90.70%-46.28%48.29%
NUGT
Direxion Daily Gold Miners Bull 2X Shares
2.59%425.05%2.89%2.60%-32.10%-26.31%-60.16%100.73%-44.52%6.59%

Returns By Period

In the year-to-date period, DUSL achieves a 8.66% return, which is significantly higher than NUGT's 2.59% return.


DUSL

1D
9.83%
1M
-25.04%
YTD
8.66%
6M
7.85%
1Y
57.49%
3Y*
37.81%
5Y*
17.75%
10Y*

NUGT

1D
14.02%
1M
-39.84%
YTD
2.59%
6M
22.25%
1Y
204.10%
3Y*
67.13%
5Y*
27.67%
10Y*
-1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DUSL vs. NUGT - Expense Ratio Comparison

DUSL has a 1.01% expense ratio, which is lower than NUGT's 1.23% expense ratio.


Return for Risk

DUSL vs. NUGT — Risk / Return Rank

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

DUSL
DUSL Risk / Return Rank: 6363
Overall Rank
DUSL Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DUSL Sortino Ratio Rank: 6363
Sortino Ratio Rank
DUSL Omega Ratio Rank: 6161
Omega Ratio Rank
DUSL Calmar Ratio Rank: 7070
Calmar Ratio Rank
DUSL Martin Ratio Rank: 6363
Martin Ratio Rank

NUGT
NUGT Risk / Return Rank: 9191
Overall Rank
NUGT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
NUGT Sortino Ratio Rank: 8888
Sortino Ratio Rank
NUGT Omega Ratio Rank: 8787
Omega Ratio Rank
NUGT Calmar Ratio Rank: 9595
Calmar Ratio Rank
NUGT Martin Ratio Rank: 9292
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.

DUSL vs. NUGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) and Direxion Daily Gold Miners Bull 2X Shares (NUGT). 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.


DUSLNUGTDifference

Sharpe ratio

Return per unit of total volatility

0.97

2.25

-1.28

Sortino ratio

Return per unit of downside risk

1.57

2.36

-0.78

Omega ratio

Gain probability vs. loss probability

1.22

1.34

-0.12

Calmar ratio

Return relative to maximum drawdown

1.75

3.92

-2.17

Martin ratio

Return relative to average drawdown

6.16

12.64

-6.48

DUSL vs. NUGT - Sharpe Ratio Comparison

The current DUSL Sharpe Ratio is 0.97, which is lower than the NUGT Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of DUSL and NUGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DUSLNUGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.25

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.39

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.33

+0.58

Correlation

The correlation between DUSL and NUGT is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DUSL vs. NUGT - Dividend Comparison

DUSL's dividend yield for the trailing twelve months is around 10.54%, more than NUGT's 0.29% yield.


TTM202520242023202220212020201920182017
DUSL
Direxion Daily Industrials Bull 3X Shares
10.54%11.39%6.61%1.28%0.66%0.07%0.48%1.01%1.46%0.57%
NUGT
Direxion Daily Gold Miners Bull 2X Shares
0.29%0.22%1.79%1.67%0.70%0.00%0.00%0.63%0.57%0.00%

Drawdowns

DUSL vs. NUGT - Drawdown Comparison

The maximum DUSL drawdown since its inception was -85.74%, smaller than the maximum NUGT drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for DUSL and NUGT.


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Drawdown Indicators


DUSLNUGTDifference

Max Drawdown

Largest peak-to-trough decline

-85.74%

-99.97%

+14.23%

Max Drawdown (1Y)

Largest decline over 1 year

-34.87%

-53.58%

+18.71%

Max Drawdown (5Y)

Largest decline over 5 years

-58.43%

-73.79%

+15.36%

Max Drawdown (10Y)

Largest decline over 10 years

-96.91%

Current Drawdown

Current decline from peak

-27.16%

-99.76%

+72.60%

Average Drawdown

Average peak-to-trough decline

-22.15%

-91.43%

+69.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

16.61%

-6.72%

Volatility

DUSL vs. NUGT - Volatility Comparison

The current volatility for Direxion Daily Industrials Bull 3X Shares (DUSL) is 19.84%, while Direxion Daily Gold Miners Bull 2X Shares (NUGT) has a volatility of 36.87%. This indicates that DUSL experiences smaller price fluctuations and is considered to be less risky than NUGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSLNUGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.84%

36.87%

-17.03%

Volatility (6M)

Calculated over the trailing 6-month period

35.84%

77.23%

-41.39%

Volatility (1Y)

Calculated over the trailing 1-year period

59.50%

91.23%

-31.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.98%

70.70%

-18.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.63%

89.95%

-28.32%