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GDXD vs. GDXU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GDXD and GDXU 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

GDXD vs. GDXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and MicroSectors Gold Miners 3X Leveraged ETN (GDXU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GDXD:

-0.74

GDXU:

0.29

Sortino Ratio

GDXD:

-1.45

GDXU:

1.31

Omega Ratio

GDXD:

0.84

GDXU:

1.17

Calmar Ratio

GDXD:

-0.82

GDXU:

0.54

Martin Ratio

GDXD:

-1.57

GDXU:

1.73

Ulcer Index

GDXD:

51.74%

GDXU:

28.58%

Daily Std Dev

GDXD:

105.92%

GDXU:

106.21%

Max Drawdown

GDXD:

-98.77%

GDXU:

-94.39%

Current Drawdown

GDXD:

-98.68%

GDXU:

-80.03%

Returns By Period

In the year-to-date period, GDXD achieves a -76.37% return, which is significantly lower than GDXU's 129.07% return.


GDXD

YTD

-76.37%

1M

2.27%

6M

-69.89%

1Y

-78.42%

3Y*

-68.51%

5Y*

N/A

10Y*

N/A

GDXU

YTD

129.07%

1M

-18.22%

6M

61.55%

1Y

30.31%

3Y*

-10.69%

5Y*

N/A

10Y*

N/A

*Annualized

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GDXD vs. GDXU - Expense Ratio Comparison

Both GDXD and GDXU have an expense ratio of 0.95%.


Risk-Adjusted Performance

GDXD vs. GDXU — Risk-Adjusted Performance Rank

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

GDXD
The Risk-Adjusted Performance Rank of GDXD is 11
Overall Rank
The Sharpe Ratio Rank of GDXD is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of GDXD is 00
Sortino Ratio Rank
The Omega Ratio Rank of GDXD is 11
Omega Ratio Rank
The Calmar Ratio Rank of GDXD is 00
Calmar Ratio Rank
The Martin Ratio Rank of GDXD is 11
Martin Ratio Rank

GDXU
The Risk-Adjusted Performance Rank of GDXU is 5858
Overall Rank
The Sharpe Ratio Rank of GDXU is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of GDXU is 7777
Sortino Ratio Rank
The Omega Ratio Rank of GDXU is 7272
Omega Ratio Rank
The Calmar Ratio Rank of GDXU is 5858
Calmar Ratio Rank
The Martin Ratio Rank of GDXU is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GDXD vs. GDXU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and MicroSectors Gold Miners 3X Leveraged ETN (GDXU). 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.


The current GDXD Sharpe Ratio is -0.74, which is lower than the GDXU Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of GDXD and GDXU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GDXD vs. GDXU - Dividend Comparison

Neither GDXD nor GDXU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GDXD vs. GDXU - Drawdown Comparison

The maximum GDXD drawdown since its inception was -98.77%, roughly equal to the maximum GDXU drawdown of -94.39%. Use the drawdown chart below to compare losses from any high point for GDXD and GDXU. For additional features, visit the drawdowns tool.


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Volatility

GDXD vs. GDXU - Volatility Comparison

The current volatility for MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) is 39.94%, while MicroSectors Gold Miners 3X Leveraged ETN (GDXU) has a volatility of 42.65%. This indicates that GDXD experiences smaller price fluctuations and is considered to be less risky than GDXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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