GC=F vs. DUST
Compare and contrast key facts about Gold (GC=F) and Direxion Daily Gold Miners Bear 2X Shares (DUST).
DUST is a passively managed fund by Direxion that tracks the performance of the NYSE Arca Gold Miners Index (-300%). It was launched on Apr 1, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GC=F or DUST.
Key characteristics
| GC=F | DUST | |
|---|---|---|
| YTD Return | 30.31% | -45.37% |
| 1Y Return | 36.82% | -59.35% |
| 3Y Return (Ann) | 12.19% | -32.47% |
| 5Y Return (Ann) | 11.47% | -51.22% |
| 10Y Return (Ann) | 7.71% | -59.10% |
| Sharpe Ratio | 2.33 | -0.95 |
| Sortino Ratio | 3.00 | -1.51 |
| Omega Ratio | 1.42 | 0.83 |
| Calmar Ratio | 5.85 | -0.59 |
| Martin Ratio | 13.47 | -1.32 |
| Ulcer Index | 2.40% | 44.77% |
| Daily Std Dev | 13.98% | 62.06% |
| Max Drawdown | -44.36% | -100.00% |
| Current Drawdown | -3.62% | -99.99% |
Correlation
The correlation between GC=F and DUST is -0.30. 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.
Performance
GC=F vs. DUST - Performance Comparison
In the year-to-date period, GC=F achieves a 30.31% return, which is significantly higher than DUST's -45.37% return. Over the past 10 years, GC=F has outperformed DUST with an annualized return of 7.71%, while DUST has yielded a comparatively lower -59.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GC=F vs. DUST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold (GC=F) and Direxion Daily Gold Miners Bear 2X Shares (DUST). 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.
Drawdowns
GC=F vs. DUST - Drawdown Comparison
The maximum GC=F drawdown since its inception was -44.36%, smaller than the maximum DUST drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GC=F and DUST. For additional features, visit the drawdowns tool.
Volatility
GC=F vs. DUST - Volatility Comparison
The current volatility for Gold (GC=F) is 4.30%, while Direxion Daily Gold Miners Bear 2X Shares (DUST) has a volatility of 16.96%. This indicates that GC=F experiences smaller price fluctuations and is considered to be less risky than DUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.