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GDXJ vs. DUST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXJ vs. DUST - Performance Comparison

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

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Returns By Period

In the year-to-date period, GDXJ achieves a -2.55% return, which is significantly higher than DUST's -26.71% return. Over the past 10 years, GDXJ has outperformed DUST with an annualized return of 13.07%, while DUST has yielded a comparatively lower -53.65% annualized return.


GDXJ

1D
-4.40%
1M
-1.95%
YTD
-2.55%
6M
6.26%
1Y
65.12%
3Y*
46.12%
5Y*
17.46%
10Y*
13.07%

DUST

1D
6.82%
1M
-4.38%
YTD
-26.71%
6M
-36.80%
1Y
-76.81%
3Y*
-62.09%
5Y*
-47.20%
10Y*
-53.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXJ vs. DUST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDXJ
VanEck Junior Gold Miners ETF
-2.55%172.28%15.67%7.12%-14.53%-21.25%30.40%40.44%-11.02%8.22%
DUST
Direxion Daily Gold Miners Bear 2X Shares
-26.71%-88.72%-29.51%-27.63%-22.70%-4.82%-85.75%-75.11%-3.27%-51.00%

Correlation

The correlation between GDXJ and DUST is -0.98, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.98

Correlation (3Y)
Calculated over the trailing 3-year period

-0.98

Correlation (5Y)
Calculated over the trailing 5-year period

-0.98

Correlation (10Y)
Calculated over the trailing 10-year period

-0.96

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2010

-0.95

The correlation between GDXJ and DUST has been stable across timeframes, ranging from -0.98 to -0.95 - a consistent structural relationship.

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Return for Risk

GDXJ vs. DUST — Risk / Return Rank

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

GDXJ
GDXJ Risk / Return Rank: 3535
Overall Rank
GDXJ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 3535
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 3939
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 3232
Martin Ratio Rank

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

GDXJ vs. DUST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Junior Gold Miners ETF (GDXJ) 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.


GDXJDUSTDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+3.47

Omega ratioGain probability vs. loss probability

1.24

0.82

+0.42

Calmar ratioReturn relative to maximum drawdown

1.99

-0.89

+2.88

Martin ratioReturn relative to average drawdown

4.95

-1.22

+6.17

GDXJ vs. DUST - Sharpe Ratio Comparison

The current GDXJ Sharpe Ratio is 1.32, which is higher than the DUST Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of GDXJ and DUST, 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


GDXJDUSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

-0.85

+2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.66

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

-0.62

+0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.50

+0.56

Drawdowns

GDXJ vs. DUST - Drawdown Comparison

The maximum GDXJ drawdown since its inception was -88.66%, smaller than the maximum DUST drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GDXJ and DUST.


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Drawdown Indicators


GDXJDUSTDifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-100.00%

+11.34%

Max Drawdown (1Y)

Largest decline over 1 year

-32.92%

-86.15%

+53.23%

Max Drawdown (3Y)

Largest decline over 3 years

-32.92%

-97.55%

+64.63%

Max Drawdown (5Y)

Largest decline over 5 years

-50.99%

-98.68%

+47.69%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

-99.98%

+42.21%

Current Drawdown

Current decline from peak

-29.01%

-100.00%

+70.99%

Average Drawdown

Average peak-to-trough decline

-60.50%

-83.35%

+22.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.19%

62.85%

-49.66%

Volatility

GDXJ vs. DUST - Volatility Comparison

The current volatility for VanEck Junior Gold Miners ETF (GDXJ) is 16.66%, while Direxion Daily Gold Miners Bear 2X Shares (DUST) has a volatility of 30.34%. This indicates that GDXJ 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.


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Volatility by Period


GDXJDUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.66%

30.34%

-13.68%

Volatility (6M)

Calculated over the trailing 6-month period

41.34%

72.12%

-30.78%

Volatility (1Y)

Calculated over the trailing 1-year period

49.79%

90.34%

-40.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.10%

72.13%

-31.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.06%

87.19%

-43.13%

GDXJ vs. DUST - Expense Ratio Comparison

GDXJ has a 0.52% expense ratio, which is lower than DUST's 1.07% expense ratio.


Dividends

GDXJ vs. DUST - Dividend Comparison

GDXJ's dividend yield for the trailing twelve months is around 2.39%, less than DUST's 8.90% yield.


PositionTTM20252024202320222021202020192018201720162015
DUST
Direxion Daily Gold Miners Bear 2X Shares
8.90%12.51%4.99%4.47%0.00%0.00%3.60%2.50%0.37%0.00%0.00%0.00%
GDXJ
VanEck Junior Gold Miners ETF
2.39%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%

Frequently Asked Questions


GDXJ and DUST have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUST has higher volatility (30.34%) compared to GDXJ (16.66%). In terms of maximum drawdown, GDXJ dropped -88.66% vs DUST's -100.00%.

On 10-year performance, GDXJ leads with 13.07% vs -53.65% for DUST. On fees, GDXJ is cheaper at 0.52% per year. On volatility, GDXJ has been the lower-risk option at 16.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GDXJ has performed better with a 13.07% return vs -53.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDXJ is cheaper with a 0.52% expense ratio, compared with 1.07% for DUST.

DUST has the higher dividend yield at 8.90%, compared with 2.39% for GDXJ.

GDXJ is categorized as Gold, while DUST is Leveraged Equities. GDXJ tracks MVIS Global Junior Gold Miners Index, while DUST tracks NYSE Arca Gold Miners Index (-300%). They also come from different issuers: VanEck and Direxion. Their fees differ too: 0.52% for GDXJ and 1.07% for DUST.

GDXJ currently has the higher Sharpe Ratio (1.31 vs -0.85), 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.

Portfolio Optimizer

Find the right allocation for GDXJ and DUST

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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