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GDXD vs. FIAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXD vs. FIAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and YieldMax Short COIN Option Income Strategy ETF (FIAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDXD achieves a -51.20% return, which is significantly lower than FIAT's 13.84% return.


GDXD

1D
10.76%
1M
-10.12%
YTD
-51.20%
6M
-62.62%
1Y
-93.08%
3Y*
-84.24%
5Y*
-72.73%
10Y*

FIAT

1D
4.32%
1M
16.99%
YTD
13.84%
6M
33.71%
1Y
-0.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXD vs. FIAT - Yearly Performance Comparison


2026 (YTD)20252024
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
-51.20%-97.53%-2.72%
FIAT
YieldMax Short COIN Option Income Strategy ETF
13.84%-24.17%-28.61%

Correlation

The correlation between GDXD and FIAT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2024

0.17

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Return for Risk

GDXD vs. FIAT — Risk / Return Rank

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

GDXD
GDXD Risk / Return Rank: 22
Overall Rank
GDXD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GDXD Sortino Ratio Rank: 11
Sortino Ratio Rank
GDXD Omega Ratio Rank: 11
Omega Ratio Rank
GDXD Calmar Ratio Rank: 11
Calmar Ratio Rank
GDXD Martin Ratio Rank: 33
Martin Ratio Rank

FIAT
FIAT Risk / Return Rank: 1010
Overall Rank
FIAT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 1111
Sortino Ratio Rank
FIAT Omega Ratio Rank: 1111
Omega Ratio Rank
FIAT Calmar Ratio Rank: 99
Calmar Ratio Rank
FIAT 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.

GDXD vs. FIAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and YieldMax Short COIN Option Income Strategy ETF (FIAT). 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.


GDXDFIATDifference

Sharpe ratio

Return per unit of total volatility

-0.68

-0.00

-0.68

Sortino ratio

Return per unit of downside risk

-1.88

0.37

-2.25

Omega ratio

Gain probability vs. loss probability

0.80

1.05

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.97

-0.00

-0.96

Martin ratio

Return relative to average drawdown

-1.22

-0.01

-1.22

GDXD vs. FIAT - Sharpe Ratio Comparison

The current GDXD Sharpe Ratio is -0.68, which is lower than the FIAT Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of GDXD and FIAT, 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


GDXDFIATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

-0.00

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

-0.37

-0.29

Drawdowns

GDXD vs. FIAT - Drawdown Comparison

The maximum GDXD drawdown since its inception was -99.96%, which is greater than FIAT's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for GDXD and FIAT.


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Drawdown Indicators


GDXDFIATDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-70.50%

-29.46%

Max Drawdown (1Y)

Largest decline over 1 year

-96.33%

-42.26%

-54.07%

Max Drawdown (3Y)

Largest decline over 3 years

-99.86%

Max Drawdown (5Y)

Largest decline over 5 years

-99.96%

Current Drawdown

Current decline from peak

-99.93%

-50.94%

-48.99%

Average Drawdown

Average peak-to-trough decline

-71.85%

-45.35%

-26.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

75.91%

27.32%

+48.59%

Volatility

GDXD vs. FIAT - Volatility Comparison

MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a higher volatility of 47.44% compared to YieldMax Short COIN Option Income Strategy ETF (FIAT) at 15.34%. This indicates that GDXD's price experiences larger fluctuations and is considered to be riskier than FIAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXDFIATDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.44%

15.34%

+32.10%

Volatility (6M)

Calculated over the trailing 6-month period

109.86%

42.03%

+67.83%

Volatility (1Y)

Calculated over the trailing 1-year period

136.25%

55.49%

+80.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.97%

60.56%

+49.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

109.35%

60.56%

+48.79%

GDXD vs. FIAT - Expense Ratio Comparison

GDXD has a 0.95% expense ratio, which is lower than FIAT's 0.99% expense ratio.


Dividends

GDXD vs. FIAT - Dividend Comparison

GDXD has not paid dividends to shareholders, while FIAT's dividend yield for the trailing twelve months is around 93.28%.


Frequently Asked Questions


GDXD and FIAT 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.

GDXD has higher volatility (47.44%) compared to FIAT (15.34%). In terms of maximum drawdown, GDXD dropped -99.96% vs FIAT's -70.50%.

On 1-year performance, FIAT leads with -0.18% vs -93.08% for GDXD. On fees, GDXD is cheaper at 0.95% per year. On volatility, FIAT has been the lower-risk option at 15.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FIAT has performed better with a -0.18% return vs -93.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDXD is cheaper with a 0.95% expense ratio, compared with 0.99% for FIAT.

FIAT has the higher dividend yield at 93.28%, compared with 0.00% for GDXD.

GDXD is categorized as Inverse Equities, while FIAT is Derivative Income. They also come from different issuers: BMO and YieldMax. Their fees differ too: 0.95% for GDXD and 0.99% for FIAT.

FIAT currently has the higher Sharpe Ratio (-0.00 vs -0.68), 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.

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