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DUST vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUST vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bear 2X Shares (DUST) and Direxion Daily 20-Year Treasury Bull 3X (TMF). 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 TMF's -6.13% return. Over the past 10 years, DUST has underperformed TMF with an annualized return of -53.65%, while TMF has yielded a comparatively higher -16.56% annualized 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%

TMF

1D
-1.14%
1M
1.22%
YTD
-6.13%
6M
-11.63%
1Y
0.90%
3Y*
-20.78%
5Y*
-30.52%
10Y*
-16.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUST vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUST
Direxion Daily Gold Miners Bear 2X Shares
-26.71%-88.72%-29.51%-27.63%-22.70%-4.82%-85.75%-75.11%-3.27%-51.00%
TMF
Direxion Daily 20-Year Treasury Bull 3X
-6.13%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between DUST and TMF is -0.18, 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

-0.18

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

-0.19

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

-0.18

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

-0.23

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2010

-0.15

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Return for Risk

DUST vs. TMF — 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

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 99
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. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Direxion Daily 20-Year Treasury Bull 3X (TMF). 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.


DUSTTMFDifference

Sharpe ratio

Return per unit of total volatility

-0.85

0.03

-0.88

Sortino ratio

Return per unit of downside risk

-1.73

0.25

-1.98

Omega ratio

Gain probability vs. loss probability

0.82

1.03

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.89

0.03

-0.93

Martin ratio

Return relative to average drawdown

-1.22

0.08

-1.30

DUST vs. TMF - Sharpe Ratio Comparison

The current DUST Sharpe Ratio is -0.85, which is lower than the TMF Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of DUST and TMF, 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


DUSTTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

0.03

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

-0.66

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.62

-0.38

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

-0.14

-0.37

Drawdowns

DUST vs. TMF - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than TMF's maximum drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for DUST and TMF.


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Drawdown Indicators


DUSTTMFDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-92.89%

-7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-86.15%

-26.51%

-59.64%

Max Drawdown (3Y)

Largest decline over 3 years

-97.55%

-56.31%

-41.24%

Max Drawdown (5Y)

Largest decline over 5 years

-98.68%

-88.81%

-9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

-92.89%

-7.09%

Current Drawdown

Current decline from peak

-100.00%

-92.23%

-7.77%

Average Drawdown

Average peak-to-trough decline

-83.35%

-43.63%

-39.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.85%

11.49%

+51.36%

Volatility

DUST vs. TMF - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 30.34% compared to Direxion Daily 20-Year Treasury Bull 3X (TMF) at 8.09%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSTTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.34%

8.09%

+22.25%

Volatility (6M)

Calculated over the trailing 6-month period

72.12%

19.01%

+53.11%

Volatility (1Y)

Calculated over the trailing 1-year period

90.34%

28.76%

+61.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.13%

46.75%

+25.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.19%

43.92%

+43.27%

DUST vs. TMF - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is lower than TMF's 1.09% expense ratio.


Dividends

DUST vs. TMF - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 8.90%, more than TMF's 4.15% yield.


PositionTTM202520242023202220212020201920182017
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%0.00%
TMF
Direxion Daily 20-Year Treasury Bull 3X
4.15%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


DUST and TMF have a correlation of -0.18, 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 TMF (8.09%). In terms of maximum drawdown, DUST dropped -100.00% vs TMF's -92.89%.

On 10-year performance, TMF leads with -16.56% vs -53.65% for DUST. On fees, DUST is cheaper at 1.07% per year. On volatility, TMF has been the lower-risk option at 8.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TMF has performed better with a -16.56% return vs -53.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DUST is cheaper with a 1.07% expense ratio, compared with 1.09% for TMF.

DUST has the higher dividend yield at 8.90%, compared with 4.15% for TMF.

DUST is categorized as Leveraged Equities, while TMF is Leveraged Bonds. DUST tracks NYSE Arca Gold Miners Index (-300%), while TMF tracks NYSE 20 Year Plus Treasury Bond Index (300%). Their fees differ too: 1.07% for DUST and 1.09% for TMF.

TMF currently has the higher Sharpe Ratio (0.03 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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