PortfoliosLab logoPortfoliosLab logo
DUST vs. TSLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUST vs. TSLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bear 2X Shares (DUST) and Leverage Shares 2X Long TSLA Daily ETF (TSLG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DUST vs. TSLG - Yearly Performance Comparison


2026 (YTD)20252024
DUST
Direxion Daily Gold Miners Bear 2X Shares
-30.64%-88.72%13.64%
TSLG
Leverage Shares 2X Long TSLA Daily ETF
-35.84%-26.70%-16.81%

Returns By Period

In the year-to-date period, DUST achieves a -30.64% return, which is significantly higher than TSLG's -35.84% return.


DUST

1D
-13.77%
1M
45.77%
YTD
-30.64%
6M
-52.34%
1Y
-85.24%
3Y*
-62.31%
5Y*
-51.05%
10Y*
-58.51%

TSLG

1D
9.07%
1M
-16.83%
YTD
-35.84%
6M
-39.88%
1Y
34.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DUST vs. TSLG - Expense Ratio Comparison

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


Return for Risk

DUST vs. TSLG — Risk / Return Rank

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

DUST
DUST Risk / Return Rank: 11
Overall Rank
DUST Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DUST Sortino Ratio Rank: 00
Sortino Ratio Rank
DUST Omega Ratio Rank: 00
Omega Ratio Rank
DUST Calmar Ratio Rank: 00
Calmar Ratio Rank
DUST Martin Ratio Rank: 33
Martin Ratio Rank

TSLG
TSLG Risk / Return Rank: 3030
Overall Rank
TSLG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TSLG Sortino Ratio Rank: 4545
Sortino Ratio Rank
TSLG Omega Ratio Rank: 3838
Omega Ratio Rank
TSLG Calmar Ratio Rank: 2525
Calmar Ratio Rank
TSLG Martin Ratio Rank: 2020
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. TSLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bear 2X Shares (DUST) and Leverage Shares 2X Long TSLA Daily ETF (TSLG). 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.


DUSTTSLGDifference

Sharpe ratio

Return per unit of total volatility

-0.93

0.32

-1.25

Sortino ratio

Return per unit of downside risk

-2.36

1.26

-3.61

Omega ratio

Gain probability vs. loss probability

0.75

1.15

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.93

0.59

-1.53

Martin ratio

Return relative to average drawdown

-1.28

1.27

-2.54

DUST vs. TSLG - Sharpe Ratio Comparison

The current DUST Sharpe Ratio is -0.93, which is lower than the TSLG Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of DUST and TSLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DUSTTSLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

0.32

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

-0.44

-0.07

Correlation

The correlation between DUST and TSLG is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DUST vs. TSLG - Dividend Comparison

DUST's dividend yield for the trailing twelve months is around 9.40%, less than TSLG's 10.20% yield.


TTM20252024202320222021202020192018
DUST
Direxion Daily Gold Miners Bear 2X Shares
9.40%12.51%4.99%4.47%0.00%0.00%3.60%2.50%0.37%
TSLG
Leverage Shares 2X Long TSLA Daily ETF
10.20%6.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DUST vs. TSLG - Drawdown Comparison

The maximum DUST drawdown since its inception was -100.00%, which is greater than TSLG's maximum drawdown of -82.86%. Use the drawdown chart below to compare losses from any high point for DUST and TSLG.


Loading graphics...

Drawdown Indicators


DUSTTSLGDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-82.86%

-17.14%

Max Drawdown (1Y)

Largest decline over 1 year

-91.57%

-50.92%

-40.65%

Max Drawdown (5Y)

Largest decline over 5 years

-98.68%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-67.59%

-32.41%

Average Drawdown

Average peak-to-trough decline

-83.16%

-58.04%

-25.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.00%

23.82%

+43.18%

Volatility

DUST vs. TSLG - Volatility Comparison

Direxion Daily Gold Miners Bear 2X Shares (DUST) has a higher volatility of 35.65% compared to Leverage Shares 2X Long TSLA Daily ETF (TSLG) at 22.28%. This indicates that DUST's price experiences larger fluctuations and is considered to be riskier than TSLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DUSTTSLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.65%

22.28%

+13.37%

Volatility (6M)

Calculated over the trailing 6-month period

73.40%

59.35%

+14.05%

Volatility (1Y)

Calculated over the trailing 1-year period

91.64%

110.61%

-18.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.84%

119.00%

-48.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.14%

119.00%

-29.86%