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

Correlation

The correlation between GDXD and GDXU is -0.99. 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.


-0.50.00.51.0-1.0

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.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-23.83%
-21.66%
GDXD
GDXU

Key characteristics

Sharpe Ratio

GDXD:

-0.62

GDXU:

-0.15

Sortino Ratio

GDXD:

-0.66

GDXU:

0.47

Omega Ratio

GDXD:

0.93

GDXU:

1.06

Calmar Ratio

GDXD:

-0.62

GDXU:

-0.15

Martin Ratio

GDXD:

-0.96

GDXU:

-0.55

Ulcer Index

GDXD:

63.05%

GDXU:

26.69%

Daily Std Dev

GDXD:

97.14%

GDXU:

98.28%

Max Drawdown

GDXD:

-97.02%

GDXU:

-94.39%

Current Drawdown

GDXD:

-94.54%

GDXU:

-90.98%

Returns By Period

In the year-to-date period, GDXD achieves a -58.74% return, which is significantly lower than GDXU's -15.78% return.


GDXD

YTD

-58.74%

1M

16.81%

6M

-29.44%

1Y

-56.72%

5Y*

N/A

10Y*

N/A

GDXU

YTD

-15.78%

1M

-22.19%

6M

-15.76%

1Y

-21.71%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


GDXD vs. GDXU - Expense Ratio Comparison

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


GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
Expense ratio chart for GDXD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for GDXU: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for GDXD, currently valued at -0.62, compared to the broader market0.002.004.00-0.62-0.15
The chart of Sortino ratio for GDXD, currently valued at -0.66, compared to the broader market-2.000.002.004.006.008.0010.00-0.660.47
The chart of Omega ratio for GDXD, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.931.06
The chart of Calmar ratio for GDXD, currently valued at -0.62, compared to the broader market0.005.0010.0015.00-0.62-0.15
The chart of Martin ratio for GDXD, currently valued at -0.96, compared to the broader market0.0020.0040.0060.0080.00100.00-0.96-0.55
GDXD
GDXU

The current GDXD Sharpe Ratio is -0.62, which is lower than the GDXU Sharpe Ratio of -0.15. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.62
-0.15
GDXD
GDXU

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 -97.02%, 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.


-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-94.54%
-90.98%
GDXD
GDXU

Volatility

GDXD vs. GDXU - Volatility Comparison

MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and MicroSectors Gold Miners 3X Leveraged ETN (GDXU) have volatilities of 28.99% and 30.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
28.99%
30.23%
GDXD
GDXU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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