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DUST vs. SLVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUST vs. SLVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bear 2X Shares (DUST) and Sprott Silver Miners & Physical Silver ETF (SLVR). 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 SLVR's 6.80% 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%

SLVR

1D
-5.47%
1M
1.96%
YTD
6.80%
6M
18.93%
1Y
118.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUST vs. SLVR - Yearly Performance Comparison


Correlation

The correlation between DUST and SLVR is -0.87, 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

-0.87

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2025

-0.86

The correlation between DUST and SLVR has been stable across timeframes, ranging from -0.87 to -0.86 - a consistent structural relationship.

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Return for Risk

DUST vs. SLVR — 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

SLVR
SLVR Risk / Return Rank: 5151
Overall Rank
SLVR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SLVR Sortino Ratio Rank: 4545
Sortino Ratio Rank
SLVR Omega Ratio Rank: 4848
Omega Ratio Rank
SLVR Calmar Ratio Rank: 6262
Calmar Ratio Rank
SLVR Martin Ratio Rank: 4646
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. SLVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Sprott Silver Miners & Physical Silver ETF (SLVR). 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.


DUSTSLVRDifference
Sharpe ratioReturn per unit of total volatility

-2.78

Sortino ratioReturn per unit of downside risk

-3.97

Omega ratioGain probability vs. loss probability

0.82

1.31

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.89

3.08

-3.97

Martin ratioReturn relative to average drawdown

-1.22

7.66

-8.89

DUST vs. SLVR - Sharpe Ratio Comparison

The current DUST Sharpe Ratio is -0.85, which is lower than the SLVR Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DUST and SLVR, 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


DUSTSLVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

1.93

-2.78

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

2.02

-2.52

Drawdowns

DUST vs. SLVR - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than SLVR's maximum drawdown of -38.60%. Use the drawdown chart below to compare losses from any high point for DUST and SLVR.


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Drawdown Indicators


DUSTSLVRDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-38.60%

-61.40%

Max Drawdown (1Y)

Largest decline over 1 year

-86.15%

-38.60%

-47.55%

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%

-28.51%

-71.49%

Average Drawdown

Average peak-to-trough decline

-83.35%

-9.24%

-74.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.85%

15.47%

+47.38%

Volatility

DUST vs. SLVR - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 30.34% compared to Sprott Silver Miners & Physical Silver ETF (SLVR) at 19.31%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than SLVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSTSLVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.34%

19.31%

+11.03%

Volatility (6M)

Calculated over the trailing 6-month period

72.12%

51.02%

+21.10%

Volatility (1Y)

Calculated over the trailing 1-year period

90.34%

61.64%

+28.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.13%

57.85%

+14.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.19%

57.85%

+29.34%

DUST vs. SLVR - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is higher than SLVR's 0.65% expense ratio.


Dividends

DUST vs. SLVR - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 8.90%, more than SLVR's 3.45% 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%
SLVR
Sprott Silver Miners & Physical Silver ETF
3.45%3.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DUST and SLVR have a correlation of -0.87, 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 SLVR (19.31%). In terms of maximum drawdown, DUST dropped -100.00% vs SLVR's -38.60%.

On 1-year performance, SLVR leads with 118.11% vs -76.81% for DUST. On fees, SLVR is cheaper at 0.65% per year. On volatility, SLVR has been the lower-risk option at 19.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SLVR has performed better with a 118.11% return vs -76.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLVR is cheaper with a 0.65% expense ratio, compared with 1.07% for DUST.

DUST has the higher dividend yield at 8.90%, compared with 3.45% for SLVR.

DUST is categorized as Leveraged Equities, while SLVR is Silver. DUST tracks NYSE Arca Gold Miners Index (-300%), while SLVR tracks Nasdaq Sprott Silver Miners™ Index. They also come from different issuers: Direxion and Sprott. Their fees differ too: 1.07% for DUST and 0.65% for SLVR.

SLVR currently has the higher Sharpe Ratio (1.93 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

Find the right allocation for DUST and SLVR

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