DUST vs. GC=F
Compare and contrast key facts about Direxion Daily Gold Miners Bear 2X Shares (DUST) and Gold (GC=F).
DUST is a passively managed fund by Direxion that tracks the performance of the NYSE Arca Gold Miners Index (-300%). It was launched on Apr 1, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUST or GC=F.
Key characteristics
| DUST | GC=F | |
|---|---|---|
| YTD Return | -43.62% | 29.31% |
| 1Y Return | -55.33% | 35.59% |
| 3Y Return (Ann) | -32.77% | 12.16% |
| 5Y Return (Ann) | -50.99% | 11.32% |
| 10Y Return (Ann) | -58.87% | 7.57% |
| Sharpe Ratio | -0.85 | 2.32 |
| Sortino Ratio | -1.23 | 2.98 |
| Omega Ratio | 0.86 | 1.42 |
| Calmar Ratio | -0.53 | 5.80 |
| Martin Ratio | -1.21 | 13.39 |
| Ulcer Index | 44.00% | 2.40% |
| Daily Std Dev | 62.43% | 13.96% |
| Max Drawdown | -100.00% | -44.36% |
| Current Drawdown | -99.99% | -4.36% |
Correlation
The correlation between DUST and GC=F is -0.30. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
DUST vs. GC=F - Performance Comparison
In the year-to-date period, DUST achieves a -43.62% return, which is significantly lower than GC=F's 29.31% return. Over the past 10 years, DUST has underperformed GC=F with an annualized return of -58.87%, while GC=F has yielded a comparatively higher 7.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DUST vs. GC=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Gold (GC=F). 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.
Drawdowns
DUST vs. GC=F - Drawdown Comparison
The maximum DUST drawdown since its inception was -100.00%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for DUST and GC=F. For additional features, visit the drawdowns tool.
Volatility
DUST vs. GC=F - Volatility Comparison
Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 16.01% compared to Gold (GC=F) at 4.35%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.