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DUST vs. GMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUST vs. GMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bear 2X Shares (DUST) and Cambria Global Momentum ETF (GMOM). 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 -13.59% return, which is significantly lower than GMOM's 5.91% return. Over the past 10 years, DUST has underperformed GMOM with an annualized return of -51.62%, while GMOM has yielded a comparatively higher 7.06% annualized return.


DUST

1D
-2.91%
1M
25.95%
YTD
-13.59%
6M
-6.56%
1Y
-73.71%
3Y*
-61.13%
5Y*
-47.80%
10Y*
-51.62%

GMOM

1D
0.61%
1M
-4.96%
YTD
5.91%
6M
4.60%
1Y
21.97%
3Y*
11.69%
5Y*
6.15%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUST vs. GMOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUST
Direxion Daily Gold Miners Bear 2X Shares
-13.59%-88.72%-29.51%-27.63%-22.70%-4.82%-85.75%-75.11%-3.27%-51.00%
GMOM
Cambria Global Momentum ETF
5.91%20.63%6.75%0.65%-2.82%19.13%2.42%8.24%-9.61%20.67%

Correlation

The correlation between DUST and GMOM is -0.73, 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

-0.73

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

-0.56

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

-0.49

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

-0.40

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2014

-0.36

Over the past year, the inverse relationship between DUST and GMOM has strengthened: their correlation has moved from -0.36 to -0.73, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DUST vs. GMOM — 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: 22
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

GMOM
GMOM Risk / Return Rank: 5151
Overall Rank
GMOM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GMOM Sortino Ratio Rank: 4646
Sortino Ratio Rank
GMOM Omega Ratio Rank: 4949
Omega Ratio Rank
GMOM Calmar Ratio Rank: 5353
Calmar Ratio Rank
GMOM Martin Ratio Rank: 5353
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. GMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Cambria Global Momentum ETF (GMOM). 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.


DUSTGMOMDifference
Sharpe ratioReturn per unit of total volatility

-2.30

Sortino ratioReturn per unit of downside risk

-3.46

Omega ratioGain probability vs. loss probability

0.85

1.28

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.86

2.31

-3.16

Martin ratioReturn relative to average drawdown

-1.12

8.13

-9.25

DUST vs. GMOM - Sharpe Ratio Comparison

The current DUST Sharpe Ratio is -0.78, which is lower than the GMOM Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of DUST and GMOM, 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. GMOM - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than GMOM's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for DUST and GMOM.


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Drawdown Indicators


DUSTGMOMDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-25.03%

-74.97%

Max Drawdown (1Y)

Largest decline over 1 year

-86.15%

-9.57%

-76.58%

Max Drawdown (3Y)

Largest decline over 3 years

-97.55%

-13.73%

-83.82%

Max Drawdown (5Y)

Largest decline over 5 years

-98.68%

-19.16%

-79.52%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

-25.03%

-74.95%

Current Drawdown

Current decline from peak

-100.00%

-7.04%

-92.96%

Average Drawdown

Average peak-to-trough decline

-83.39%

-7.79%

-75.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.58%

2.71%

+62.87%

Volatility

DUST vs. GMOM - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 33.93% compared to Cambria Global Momentum ETF (GMOM) at 5.26%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than GMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSTGMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.93%

5.26%

+28.67%

Volatility (6M)

Calculated over the trailing 6-month period

77.07%

12.11%

+64.96%

Volatility (1Y)

Calculated over the trailing 1-year period

94.90%

14.49%

+80.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.21%

14.50%

+58.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.26%

12.91%

+74.35%

DUST vs. GMOM - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is higher than GMOM's 0.96% expense ratio.


Dividends

DUST vs. GMOM - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 4.39%, more than GMOM's 1.54% yield.


PositionTTM20252024202320222021202020192018201720162015
DUST
Direxion Daily Gold Miners Bear 2X Shares
4.39%12.51%4.99%4.47%0.00%0.00%3.60%2.50%0.37%0.00%0.00%0.00%
GMOM
Cambria Global Momentum ETF
1.54%3.01%2.16%3.63%2.52%3.42%1.24%2.60%1.90%2.05%1.77%1.88%

Frequently Asked Questions


DUST and GMOM have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUST has higher volatility (33.93%) compared to GMOM (5.26%). In terms of maximum drawdown, DUST dropped -100.00% vs GMOM's -25.03%.

On 10-year performance, GMOM leads with 7.06% vs -51.62% for DUST. On fees, GMOM is cheaper at 0.96% per year. On volatility, GMOM has been the lower-risk option at 5.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GMOM has performed better with a 7.06% return vs -51.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GMOM is cheaper with a 0.96% expense ratio, compared with 1.07% for DUST.

DUST has the higher dividend yield at 4.39%, compared with 1.54% for GMOM.

DUST is categorized as Leveraged Equities, while GMOM is Momentum. They also come from different issuers: Direxion and Cambria. Their fees differ too: 1.07% for DUST and 0.96% for GMOM.

GMOM currently has the higher Sharpe Ratio (1.52 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

Find the right allocation for DUST and GMOM

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