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GDXU vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

GDXU vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDXU achieves a -66.09% return, which is significantly lower than BTC-USD's -30.61% return.


GDXU

1D
-12.30%
1M
-41.51%
YTD
-66.09%
6M
-70.80%
1Y
14.54%
3Y*
31.96%
5Y*
-13.05%
10Y*

BTC-USD

1D
-3.08%
1M
-21.40%
YTD
-30.61%
6M
-30.69%
1Y
-42.79%
3Y*
25.82%
5Y*
13.96%
10Y*
57.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXU vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GDXU
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040
-66.09%796.47%-18.60%-21.36%-62.82%-54.93%4.32%
BTC-USD
Bitcoin
-30.61%-6.27%120.76%155.82%-64.23%59.40%50.79%

Correlation

The correlation between GDXU and BTC-USD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.17

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

0.18

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2020

0.16

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Return for Risk

GDXU vs. BTC-USD — Risk / Return Rank

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

GDXU
GDXU Risk / Return Rank: 1616
Overall Rank
GDXU Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 2222
Sortino Ratio Rank
GDXU Omega Ratio Rank: 2424
Omega Ratio Rank
GDXU Calmar Ratio Rank: 1111
Calmar Ratio Rank
GDXU Martin Ratio Rank: 1010
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2222
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2727
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3737
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 88
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.

GDXU vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) and Bitcoin (BTC-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GDXUBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+2.61

Omega ratioGain probability vs. loss probability

1.16

0.85

+0.31

Calmar ratioReturn relative to maximum drawdown

0.17

-0.83

+1.01

Martin ratioReturn relative to average drawdown

0.36

-1.40

+1.76

GDXU vs. BTC-USD - Sharpe Ratio Comparison

The current GDXU Sharpe Ratio is 0.10, which is higher than the BTC-USD Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of GDXU and BTC-USD, 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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Drawdowns

GDXU vs. BTC-USD - Drawdown Comparison

The maximum GDXU drawdown since its inception was -94.39%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for GDXU and BTC-USD.


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Drawdown Indicators


GDXUBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.39%

-85.30%

-9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-84.26%

-51.32%

-32.94%

Max Drawdown (3Y)

Largest decline over 3 years

-84.26%

-51.32%

-32.94%

Max Drawdown (5Y)

Largest decline over 5 years

-91.30%

-76.67%

-14.63%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-84.26%

-51.32%

-32.94%

Average Drawdown

Average peak-to-trough decline

-69.81%

-42.41%

-27.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.46%

31.43%

+9.03%

Volatility

GDXU vs. BTC-USD - Volatility Comparison

MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) has a higher volatility of 56.27% compared to Bitcoin (BTC-USD) at 12.46%. This indicates that GDXU's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXUBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

56.27%

12.46%

+43.81%

Volatility (6M)

Calculated over the trailing 6-month period

126.69%

34.72%

+91.97%

Volatility (1Y)

Calculated over the trailing 1-year period

144.88%

35.61%

+109.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

112.55%

44.27%

+68.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.34%

56.41%

+54.93%

Frequently Asked Questions


GDXU and BTC-USD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXU has higher volatility (56.27%) compared to BTC-USD (12.46%). In terms of maximum drawdown, GDXU dropped -94.39% vs BTC-USD's -85.30%.

GDXU currently has the higher Sharpe Ratio (0.10 vs -1.00), 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 GDXU and BTC-USD

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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