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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 ETF (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 -17.98% return, which is significantly lower than TMF's -4.67% return. Over the past 10 years, DUST has underperformed TMF with an annualized return of -52.03%, while TMF has yielded a comparatively higher -16.87% annualized return.


DUST

1D
8.73%
1M
10.22%
YTD
-17.98%
6M
-9.99%
1Y
-73.95%
3Y*
-62.05%
5Y*
-48.30%
10Y*
-52.03%

TMF

1D
-0.62%
1M
4.96%
YTD
-4.67%
6M
-5.95%
1Y
-2.80%
3Y*
-21.07%
5Y*
-31.33%
10Y*
-16.87%
*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
-17.98%-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 ETF
-4.67%-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

-0.19

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

-0.23

Correlation (All Time)
Calculated using the full available price history since Dec 8, 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: 33
Sharpe Ratio Rank
DUST Sortino Ratio Rank: 22
Sortino Ratio Rank
DUST Omega Ratio Rank: 22
Omega Ratio Rank
DUST Calmar Ratio Rank: 22
Calmar Ratio Rank
DUST Martin Ratio Rank: 44
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 88
Overall Rank
TMF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 88
Sortino Ratio Rank
TMF Omega Ratio Rank: 88
Omega Ratio Rank
TMF Calmar Ratio Rank: 88
Calmar Ratio Rank
TMF Martin Ratio Rank: 88
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 ETF (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.

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.


DUSTTMFDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

0.85

1.01

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.11

-0.75

Martin ratioReturn relative to average drawdown

-1.13

-0.23

-0.90

DUST vs. TMF - Sharpe Ratio Comparison

The current DUST Sharpe Ratio is -0.78, which is lower than the TMF Sharpe Ratio of -0.10. 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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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%

-56.09%

-41.46%

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%

-92.11%

-7.89%

Average Drawdown

Average peak-to-trough decline

-83.38%

-43.76%

-39.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.24%

12.26%

+52.98%

Volatility

DUST vs. TMF - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 34.13% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 6.50%. 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

34.13%

6.50%

+27.63%

Volatility (6M)

Calculated over the trailing 6-month period

77.03%

19.35%

+57.68%

Volatility (1Y)

Calculated over the trailing 1-year period

94.59%

27.91%

+66.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.10%

46.59%

+26.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.25%

43.86%

+43.39%

DUST vs. TMF - Expense Ratio Comparison

DUST has a 1.07% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

DUST vs. TMF - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 7.95%, more than TMF's 4.09% yield.


PositionTTM202520242023202220212020201920182017
DUST
Direxion Daily Gold Miners Bear 2X Shares
7.95%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 ETF
4.09%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 (34.13%) compared to TMF (6.50%). In terms of maximum drawdown, DUST dropped -100.00% vs TMF's -92.89%.

On 10-year performance, TMF leads with -16.87% vs -52.03% for DUST. On fees, TMF is cheaper at 1.01% per year. On volatility, TMF has been the lower-risk option at 6.50%. 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 -16.87% return vs -52.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMF is cheaper with a 1.01% expense ratio, compared with 1.07% for DUST.

DUST has the higher dividend yield at 7.95%, compared with 4.09% for TMF.

DUST is categorized as Leveraged Equities, while TMF is Leveraged Bonds. DUST tracks NYSE Arca Gold Miners Index (-300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.07% for DUST and 1.01% for TMF.

TMF currently has the higher Sharpe Ratio (-0.10 vs -0.78), 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 TMF

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