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DUST vs. GDXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUST vs. GDXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bear 2X Shares (DUST) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). 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 -4.79% return, which is significantly higher than GDXY's -20.92% return.


DUST

1D
7.05%
1M
44.18%
6M
22.98%
YTD
-4.79%
1Y
-70.93%
3Y*
-58.02%
5Y*
-46.95%
10Y*
-49.28%

GDXY

1D
-3.28%
1M
-15.24%
6M
-27.34%
YTD
-20.92%
1Y
10.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUST vs. GDXY - Yearly Performance Comparison


2026 (YTD)20252024
DUST
Direxion Daily Gold Miners Bear 2X Shares
-4.79%-88.72%7.46%
GDXY
YieldMax Gold Miners Option Income Strategy ETF
-20.92%88.08%-11.84%

Correlation

The correlation between DUST and GDXY is -0.98, 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

-0.98

Correlation (All Time)
Calculated using the full available price history since May 21, 2024

-0.97

The correlation between DUST and GDXY has been stable across timeframes, ranging from -0.98 to -0.97 - a consistent structural relationship.

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Return for Risk

DUST vs. GDXY — Risk / Return Rank

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

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

GDXY
GDXY Risk / Return Rank: 1414
Overall Rank
GDXY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GDXY Sortino Ratio Rank: 1414
Sortino Ratio Rank
GDXY Omega Ratio Rank: 1616
Omega Ratio Rank
GDXY Calmar Ratio Rank: 1313
Calmar Ratio Rank
GDXY Martin Ratio Rank: 1313
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. GDXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). 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.


DUSTGDXYDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

0.87

1.08

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.83

0.30

-1.13

Martin ratioReturn relative to average drawdown

-1.05

0.71

-1.77

DUST vs. GDXY - Sharpe Ratio Comparison

The current DUST Sharpe Ratio is -0.74, which is lower than the GDXY Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of DUST and GDXY, 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. GDXY - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than GDXY's maximum drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for DUST and GDXY.


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Drawdown Indicators


DUSTGDXYDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-36.52%

-63.48%

Max Drawdown (1Y)

Largest decline over 1 year

-85.83%

-36.52%

-49.31%

Max Drawdown (3Y)

Largest decline over 3 years

-97.55%

Max Drawdown (5Y)

Largest decline over 5 years

-98.68%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-100.00%

-36.52%

-63.48%

Average Drawdown

Average peak-to-trough decline

-83.45%

-7.77%

-75.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.27%

15.39%

+51.88%

Volatility

DUST vs. GDXY - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 23.53% compared to YieldMax Gold Miners Option Income Strategy ETF (GDXY) at 9.79%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than GDXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSTGDXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.53%

9.79%

+13.74%

Volatility (6M)

Calculated over the trailing 6-month period

77.17%

33.26%

+43.91%

Volatility (1Y)

Calculated over the trailing 1-year period

95.66%

39.10%

+56.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.51%

32.59%

+40.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.97%

32.59%

+54.38%

DUST vs. GDXY - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is lower than GDXY's 1.08% expense ratio.


Dividends

DUST vs. GDXY - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 3.98%, less than GDXY's 90.05% yield.


PositionTTM20252024202320222021202020192018
DUST
Direxion Daily Gold Miners Bear 2X Shares
3.98%12.51%4.99%4.47%0.00%0.00%3.60%2.50%0.37%
GDXY
YieldMax Gold Miners Option Income Strategy ETF
90.05%52.13%23.91%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DUST and GDXY have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUST has higher volatility (23.53%) compared to GDXY (9.79%). In terms of maximum drawdown, DUST dropped -100.00% vs GDXY's -36.52%.

On 1-year performance, GDXY leads with 10.94% vs -70.93% for DUST. On fees, DUST is cheaper at 1.07% per year. On volatility, GDXY has been the lower-risk option at 9.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GDXY has performed better with a 10.94% return vs -70.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DUST is cheaper with a 1.07% expense ratio, compared with 1.08% for GDXY.

GDXY has the higher dividend yield at 90.05%, compared with 3.98% for DUST.

DUST is categorized as Leveraged Equities, while GDXY is Gold. They also come from different issuers: Direxion and YieldMax. Their fees differ too: 1.07% for DUST and 1.08% for GDXY.

GDXY currently has the higher Sharpe Ratio (0.28 vs -0.74), 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.

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