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DUST vs. LENS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUST vs. LENS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bear 2X Shares (DUST) and Sarmaya Thematic ETF (LENS). 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 -13.22% return, which is significantly lower than LENS's 4.83% return.


DUST

1D
6.62%
1M
8.88%
6M
12.29%
YTD
-13.22%
1Y
-72.70%
3Y*
-60.67%
5Y*
-47.24%
10Y*
-48.81%
ALL TIME*
-48.48%

LENS

1D
0.09%
1M
3.09%
6M
-9.06%
YTD
4.83%
1Y
48.47%
3Y*
5Y*
10Y*
ALL TIME*
39.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$30.19M$36.63M$44.10M
$447.09K$425.48K$464.75K

DUST vs. LENS - Yearly Performance Comparison


2026 (YTD)2025
DUST
Direxion Daily Gold Miners Bear 2X Shares
-13.22%-86.02%
LENS
Sarmaya Thematic ETF
4.83%56.41%

Correlation

The correlation between DUST and LENS is -0.90, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.90

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2025

-0.88

The correlation between DUST and LENS has been stable across timeframes, ranging from -0.90 to -0.88 - a consistent structural relationship.

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Return for Risk

DUST vs. LENS — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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

LENS
LENS Risk / Return Rank: 6363
Overall Rank
LENS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LENS Sortino Ratio Rank: 6464
Sortino Ratio Rank
LENS Omega Ratio Rank: 7474
Omega Ratio Rank
LENS Calmar Ratio Rank: 5656
Calmar Ratio Rank
LENS Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DUST vs. LENS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Sarmaya Thematic ETF (LENS). 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.


DUSTLENSDifference
Sharpe ratioReturn per unit of total volatility

-2.52

Sortino ratioReturn per unit of downside risk

-3.45

Omega ratioGain probability vs. loss probability

0.86

1.31

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.87

2.00

-2.87

Martin ratioReturn relative to average drawdown

-1.09

4.72

-5.81

DUST vs. LENS - Sharpe Ratio Comparison

The current DUST Sharpe Ratio is -0.76, which is lower than the LENS Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of DUST and LENS, 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. LENS - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than LENS's maximum drawdown of -24.55%. Use the drawdown chart below to compare losses from any high point for DUST and LENS.


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Drawdown Indicators


DUSTLENSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-24.55%

-75.45%

Max Drawdown (1Y)

Largest decline over 1 year

-85.03%

-24.55%

-60.48%

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%

-20.11%

-79.89%

Average Drawdown

Average peak-to-trough decline

-83.50%

-5.52%

-77.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.24%

10.38%

+57.86%

Volatility

DUST vs. LENS - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 25.85% compared to Sarmaya Thematic ETF (LENS) at 5.66%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than LENS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSTLENSDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.85%

5.66%

+20.19%

Volatility (6M)

Calculated over the trailing 6-month period

77.14%

22.09%

+55.05%

Volatility (1Y)

Calculated over the trailing 1-year period

96.41%

28.06%

+68.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.80%

25.56%

+48.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.65%

25.56%

+61.09%

DUST vs. LENS - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is higher than LENS's 0.79% expense ratio.


Dividends

DUST vs. LENS - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 4.37%, more than LENS's 1.53% yield.


PositionTTM20252024202320222021202020192018
DUST
Direxion Daily Gold Miners Bear 2X Shares
4.37%12.51%4.99%4.47%0.00%0.00%3.60%2.50%0.37%
LENS
Sarmaya Thematic ETF
1.53%1.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DUST and LENS have a correlation of -0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUST has higher volatility (25.85%) compared to LENS (5.66%). In terms of maximum drawdown, DUST dropped -100.00% vs LENS's -24.55%.

On 1-year performance, LENS leads with 48.47% vs -72.70% for DUST. On fees, LENS is cheaper at 0.79% per year. On volatility, LENS has been the lower-risk option at 5.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LENS has performed better with a 48.47% return vs -72.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LENS is cheaper with a 0.79% expense ratio, compared with 1.07% for DUST.

DUST has the higher dividend yield at 4.37%, compared with 1.53% for LENS.

DUST is categorized as Leveraged Equities, while LENS is Global Equities. They also come from different issuers: Direxion and Alpha Architect. Their fees differ too: 1.07% for DUST and 0.79% for LENS.

LENS currently has the higher Sharpe Ratio (1.75 vs -0.76), 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 LENS

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