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DUST vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DUST and IAU is 0.03, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

DUST vs. IAU - 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 Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-99.99%
130.89%
DUST
IAU

Key characteristics

Sharpe Ratio

DUST:

-0.95

IAU:

2.51

Sortino Ratio

DUST:

-1.61

IAU:

3.33

Omega Ratio

DUST:

0.82

IAU:

1.43

Calmar Ratio

DUST:

-0.63

IAU:

5.16

Martin Ratio

DUST:

-1.86

IAU:

14.13

Ulcer Index

DUST:

33.89%

IAU:

2.97%

Daily Std Dev

DUST:

66.27%

IAU:

16.74%

Max Drawdown

DUST:

-100.00%

IAU:

-45.14%

Current Drawdown

DUST:

-100.00%

IAU:

-3.48%

Returns By Period

In the year-to-date period, DUST achieves a -55.92% return, which is significantly lower than IAU's 25.91% return. Over the past 10 years, DUST has underperformed IAU with an annualized return of -57.23%, while IAU has yielded a comparatively higher 10.29% annualized return.


DUST

YTD

-55.92%

1M

-21.35%

6M

-37.53%

1Y

-60.07%

5Y*

-36.80%

10Y*

-57.23%

IAU

YTD

25.91%

1M

9.52%

6M

20.35%

1Y

41.33%

5Y*

13.60%

10Y*

10.29%

*Annualized

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DUST vs. IAU - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is higher than IAU's 0.25% expense ratio.


Expense ratio chart for DUST: current value is 1.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DUST: 1.07%
Expense ratio chart for IAU: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAU: 0.25%

Risk-Adjusted Performance

DUST vs. IAU — Risk-Adjusted Performance Rank

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

DUST
The Risk-Adjusted Performance Rank of DUST is 00
Overall Rank
The Sharpe Ratio Rank of DUST is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of DUST is 00
Sortino Ratio Rank
The Omega Ratio Rank of DUST is 00
Omega Ratio Rank
The Calmar Ratio Rank of DUST is 11
Calmar Ratio Rank
The Martin Ratio Rank of DUST is 00
Martin Ratio Rank

IAU
The Risk-Adjusted Performance Rank of IAU is 9696
Overall Rank
The Sharpe Ratio Rank of IAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9595
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DUST vs. IAU - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for DUST, currently valued at -0.95, compared to the broader market-1.000.001.002.003.004.00
DUST: -0.95
IAU: 2.51
The chart of Sortino ratio for DUST, currently valued at -1.61, compared to the broader market-2.000.002.004.006.008.00
DUST: -1.61
IAU: 3.33
The chart of Omega ratio for DUST, currently valued at 0.82, compared to the broader market0.501.001.502.002.50
DUST: 0.82
IAU: 1.43
The chart of Calmar ratio for DUST, currently valued at -0.63, compared to the broader market0.002.004.006.008.0010.0012.00
DUST: -0.63
IAU: 5.16
The chart of Martin ratio for DUST, currently valued at -1.86, compared to the broader market0.0020.0040.0060.00
DUST: -1.86
IAU: 14.13

The current DUST Sharpe Ratio is -0.95, which is lower than the IAU Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of DUST and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.95
2.51
DUST
IAU

Dividends

DUST vs. IAU - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 8.19%, while IAU has not paid dividends to shareholders.


TTM2024202320222021202020192018
DUST
Direxion Daily Gold Miners Bear 2X Shares
8.19%5.01%4.47%0.00%0.00%3.64%2.47%0.37%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DUST vs. IAU - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for DUST and IAU. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-100.00%
-3.48%
DUST
IAU

Volatility

DUST vs. IAU - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 32.02% compared to iShares Gold Trust (IAU) at 8.28%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
32.02%
8.28%
DUST
IAU