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DUST vs. EPU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUST vs. EPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bear 2X Shares (DUST) and iShares MSCI Peru ETF (EPU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DUST achieves a -17.98% return, which is significantly lower than EPU's 18.54% return. Over the past 10 years, DUST has underperformed EPU with an annualized return of -52.03%, while EPU has yielded a comparatively higher 14.73% annualized return.


DUST

1D
8.73%
1M
10.22%
YTD
-17.98%
6M
-9.99%
1Y
-73.95%
3Y*
-62.05%
5Y*
-48.30%
10Y*
-52.03%

EPU

1D
-3.70%
1M
3.83%
YTD
18.54%
6M
17.84%
1Y
83.34%
3Y*
46.58%
5Y*
29.75%
10Y*
14.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUST vs. EPU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUST
Direxion Daily Gold Miners Bear 2X Shares
-17.98%-88.72%-29.51%-27.63%-22.70%-4.82%-85.75%-75.11%-3.27%-51.00%
EPU
iShares MSCI Peru ETF
18.54%86.87%21.73%25.34%2.05%-11.81%-4.31%7.30%-12.17%29.70%

Correlation

The correlation between DUST and EPU is -0.72, 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

-0.72

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

-0.69

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

-0.63

Correlation (10Y)
Calculated over the trailing 10-year period

-0.53

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2010

-0.50

Over the past year, the inverse relationship between DUST and EPU has strengthened: their correlation has moved from -0.50 to -0.72, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DUST vs. EPU — Risk / Return Rank

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

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

EPU
EPU Risk / Return Rank: 7676
Overall Rank
EPU Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EPU Sortino Ratio Rank: 7373
Sortino Ratio Rank
EPU Omega Ratio Rank: 7575
Omega Ratio Rank
EPU Calmar Ratio Rank: 8080
Calmar Ratio Rank
EPU 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.

DUST vs. EPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and iShares MSCI Peru ETF (EPU). 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.


DUSTEPUDifference
Sharpe ratioReturn per unit of total volatility

-3.46

Sortino ratioReturn per unit of downside risk

-4.50

Omega ratioGain probability vs. loss probability

0.85

1.42

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.86

4.02

-4.88

Martin ratioReturn relative to average drawdown

-1.13

11.51

-12.64

DUST vs. EPU - Sharpe Ratio Comparison

The current DUST Sharpe Ratio is -0.78, which is lower than the EPU Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of DUST and EPU, 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

DUST vs. EPU - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than EPU's maximum drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for DUST and EPU.


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Drawdown Indicators


DUSTEPUDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-60.62%

-39.38%

Max Drawdown (1Y)

Largest decline over 1 year

-86.15%

-20.85%

-65.30%

Max Drawdown (3Y)

Largest decline over 3 years

-97.55%

-20.85%

-76.70%

Max Drawdown (5Y)

Largest decline over 5 years

-98.68%

-35.59%

-63.09%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

-50.97%

-49.01%

Current Drawdown

Current decline from peak

-100.00%

-8.61%

-91.39%

Average Drawdown

Average peak-to-trough decline

-83.38%

-18.79%

-64.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.24%

7.27%

+57.97%

Volatility

DUST vs. EPU - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 34.13% compared to iShares MSCI Peru ETF (EPU) at 12.75%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSTEPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.13%

12.75%

+21.38%

Volatility (6M)

Calculated over the trailing 6-month period

77.03%

27.23%

+49.80%

Volatility (1Y)

Calculated over the trailing 1-year period

94.59%

31.33%

+63.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.10%

25.12%

+47.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.25%

23.66%

+63.59%

DUST vs. EPU - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is higher than EPU's 0.59% expense ratio.


Dividends

DUST vs. EPU - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 7.95%, more than EPU's 2.02% yield.


PositionTTM20252024202320222021202020192018201720162015
DUST
Direxion Daily Gold Miners Bear 2X Shares
7.95%12.51%4.99%4.47%0.00%0.00%3.60%2.50%0.37%0.00%0.00%0.00%
EPU
iShares MSCI Peru ETF
2.02%1.63%5.78%4.17%5.56%3.13%1.91%2.67%1.53%3.30%0.85%1.90%

Frequently Asked Questions


DUST and EPU have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUST has higher volatility (34.13%) compared to EPU (12.75%). In terms of maximum drawdown, DUST dropped -100.00% vs EPU's -60.62%.

On 10-year performance, EPU leads with 14.73% vs -52.03% for DUST. On fees, EPU is cheaper at 0.59% per year. On volatility, EPU has been the lower-risk option at 12.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPU has performed better with a 14.73% return vs -52.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EPU is cheaper with a 0.59% expense ratio, compared with 1.07% for DUST.

DUST has the higher dividend yield at 7.95%, compared with 2.02% for EPU.

DUST is categorized as Leveraged Equities, while EPU is Mid Cap Blend Equities. DUST tracks NYSE Arca Gold Miners Index (-300%), while EPU tracks MSCI All Peru Capped Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.07% for DUST and 0.59% for EPU.

EPU currently has the higher Sharpe Ratio (2.67 vs -0.78), 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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