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DUST vs. OOQB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUST vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bear 2X Shares (DUST) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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 -26.71% return, which is significantly lower than OOQB's -18.43% return.


DUST

1D
6.82%
1M
-4.38%
YTD
-26.71%
6M
-36.80%
1Y
-76.81%
3Y*
-62.09%
5Y*
-47.20%
10Y*
-53.65%

OOQB

1D
0.00%
1M
0.00%
YTD
-18.43%
6M
-24.99%
1Y
-27.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUST vs. OOQB - Yearly Performance Comparison


Correlation

The correlation between DUST and OOQB is -0.24, 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

-0.24

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.18

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Return for Risk

DUST vs. OOQB — Risk / Return Rank

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

DUST
DUST Risk / Return Rank: 22
Overall Rank
DUST Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DUST Sortino Ratio Rank: 11
Sortino Ratio Rank
DUST Omega Ratio Rank: 11
Omega Ratio Rank
DUST Calmar Ratio Rank: 11
Calmar Ratio Rank
DUST Martin Ratio Rank: 33
Martin Ratio Rank

OOQB
OOQB Risk / Return Rank: 44
Overall Rank
OOQB Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 55
Sortino Ratio Rank
OOQB Omega Ratio Rank: 44
Omega Ratio Rank
OOQB Calmar Ratio Rank: 44
Calmar Ratio Rank
OOQB Martin Ratio Rank: 55
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. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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.


DUSTOOQBDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

0.82

0.94

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.89

-0.51

-0.38

Martin ratioReturn relative to average drawdown

-1.22

-0.91

-0.31

DUST vs. OOQB - Sharpe Ratio Comparison

The current DUST Sharpe Ratio is -0.85, which is lower than the OOQB Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of DUST and OOQB, 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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Sharpe Ratios by Period


DUSTOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

-0.53

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

-0.41

-0.10

Drawdowns

DUST vs. OOQB - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for DUST and OOQB.


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Drawdown Indicators


DUSTOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-53.44%

-46.56%

Max Drawdown (1Y)

Largest decline over 1 year

-86.15%

-53.44%

-32.71%

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%

-43.69%

-56.31%

Average Drawdown

Average peak-to-trough decline

-83.35%

-23.26%

-60.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.85%

30.11%

+32.74%

Volatility

DUST vs. OOQB - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 30.34% compared to Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) at 0.00%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than OOQB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSTOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.34%

0.00%

+30.34%

Volatility (6M)

Calculated over the trailing 6-month period

72.12%

39.39%

+32.73%

Volatility (1Y)

Calculated over the trailing 1-year period

90.34%

51.57%

+38.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.13%

58.12%

+14.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.19%

58.12%

+29.07%

DUST vs. OOQB - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is higher than OOQB's 0.75% expense ratio.


Dividends

DUST vs. OOQB - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 8.90%, less than OOQB's 11.62% yield.


PositionTTM20252024202320222021202020192018
DUST
Direxion Daily Gold Miners Bear 2X Shares
8.90%12.51%4.99%4.47%0.00%0.00%3.60%2.50%0.37%
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
11.62%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DUST and OOQB have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUST has higher volatility (30.34%) compared to OOQB (0.00%). In terms of maximum drawdown, DUST dropped -100.00% vs OOQB's -53.44%.

On 1-year performance, OOQB leads with -27.35% vs -76.81% for DUST. On fees, OOQB is cheaper at 0.75% per year. On volatility, OOQB has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OOQB has performed better with a -27.35% return vs -76.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OOQB is cheaper with a 0.75% expense ratio, compared with 1.07% for DUST.

OOQB has the higher dividend yield at 11.62%, compared with 8.90% for DUST.

DUST is categorized as Leveraged Equities, while OOQB is Nasdaq-100. They also come from different issuers: Direxion and Volatility Shares. Their fees differ too: 1.07% for DUST and 0.75% for OOQB.

OOQB currently has the higher Sharpe Ratio (-0.53 vs -0.85), 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

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