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GDXU vs. DUST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXU vs. DUST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold Miners 3X Leveraged ETN (GDXU) 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, GDXU achieves a -37.13% return, which is significantly lower than DUST's -31.39% return.


GDXU

1D
3.73%
1M
-5.99%
YTD
-37.13%
6M
-27.31%
1Y
85.47%
3Y*
52.20%
5Y*
-8.12%
10Y*

DUST

1D
-2.91%
1M
-7.54%
YTD
-31.39%
6M
-40.29%
1Y
-77.70%
3Y*
-62.92%
5Y*
-48.16%
10Y*
-53.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXU vs. DUST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GDXU
MicroSectors Gold Miners 3X Leveraged ETN
-37.13%796.47%-18.60%-21.36%-62.82%-54.93%4.66%
DUST
Direxion Daily Gold Miners Bear 2X Shares
-31.39%-88.72%-29.51%-27.63%-22.70%-4.82%-5.87%

Correlation

The correlation between GDXU and DUST is -1.00, 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

-1.00

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

-1.00

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

-0.99

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

-0.99

The correlation between GDXU and DUST has been stable across timeframes, ranging from -1.00 to -0.99 - a consistent structural relationship.

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Return for Risk

GDXU vs. DUST — Risk / Return Rank

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

GDXU
GDXU Risk / Return Rank: 2828
Overall Rank
GDXU Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 3030
Sortino Ratio Rank
GDXU Omega Ratio Rank: 3333
Omega Ratio Rank
GDXU Calmar Ratio Rank: 3333
Calmar Ratio Rank
GDXU Martin Ratio Rank: 2525
Martin Ratio Rank

DUST
DUST Risk / Return Rank: 11
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: 22
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. DUST - Risk-Adjusted Trends Comparison

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


GDXUDUSTDifference

Sharpe ratio

Return per unit of total volatility

0.63

-0.86

+1.49

Sortino ratio

Return per unit of downside risk

1.61

-1.80

+3.41

Omega ratio

Gain probability vs. loss probability

1.22

0.81

+0.41

Calmar ratio

Return relative to maximum drawdown

1.62

-0.93

+2.56

Martin ratio

Return relative to average drawdown

3.34

-1.28

+4.62

GDXU vs. DUST - Sharpe Ratio Comparison

The current GDXU Sharpe Ratio is 0.63, which is higher than the DUST Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of GDXU 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


GDXUDUSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

-0.86

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.67

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

-0.51

+0.43

Drawdowns

GDXU vs. DUST - Drawdown Comparison

The maximum GDXU drawdown since its inception was -94.39%, smaller than the maximum DUST drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GDXU and DUST.


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Drawdown Indicators


GDXUDUSTDifference

Max Drawdown

Largest peak-to-trough decline

-94.39%

-100.00%

+5.61%

Max Drawdown (1Y)

Largest decline over 1 year

-73.99%

-86.15%

+12.16%

Max Drawdown (3Y)

Largest decline over 3 years

-73.99%

-97.55%

+23.56%

Max Drawdown (5Y)

Largest decline over 5 years

-92.93%

-98.68%

+5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-70.82%

-100.00%

+29.18%

Average Drawdown

Average peak-to-trough decline

-69.76%

-83.34%

+13.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.93%

62.66%

-26.73%

Volatility

GDXU vs. DUST - Volatility Comparison

MicroSectors Gold Miners 3X Leveraged ETN (GDXU) has a higher volatility of 45.40% compared to Direxion Daily Gold Miners Bear 2X Shares (DUST) at 29.73%. This indicates that GDXU's price experiences larger fluctuations and is considered to be riskier 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


GDXUDUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.40%

29.73%

+15.67%

Volatility (6M)

Calculated over the trailing 6-month period

117.57%

71.79%

+45.78%

Volatility (1Y)

Calculated over the trailing 1-year period

138.28%

90.85%

+47.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.85%

72.13%

+38.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

109.97%

87.18%

+22.79%

GDXU vs. DUST - Expense Ratio Comparison

GDXU has a 0.95% expense ratio, which is lower than DUST's 1.07% expense ratio.


Dividends

GDXU vs. DUST - Dividend Comparison

GDXU has not paid dividends to shareholders, while DUST's dividend yield for the trailing twelve months is around 9.50%.


PositionTTM20252024202320222021202020192018
DUST
Direxion Daily Gold Miners Bear 2X Shares
9.50%12.51%4.99%4.47%0.00%0.00%3.60%2.50%0.37%
GDXU
MicroSectors Gold Miners 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GDXU and DUST have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXU has higher volatility (45.40%) compared to DUST (29.73%). In terms of maximum drawdown, GDXU dropped -94.39% vs DUST's -100.00%.

On 5-year performance, GDXU leads with -8.12% vs -48.16% for DUST. On fees, GDXU is cheaper at 0.95% per year. On volatility, DUST has been the lower-risk option at 29.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GDXU has performed better with a -8.12% return vs -48.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDXU is cheaper with a 0.95% expense ratio, compared with 1.07% for DUST.

DUST has the higher dividend yield at 9.50%, compared with 0.00% for GDXU.

GDXU tracks S-Network MicroSectors Gold Miners Index, while DUST tracks NYSE Arca Gold Miners Index (-300%). They also come from different issuers: BMO and Direxion. Their fees differ too: 0.95% for GDXU and 1.07% for DUST.

GDXU currently has the higher Sharpe Ratio (0.63 vs -0.86), 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 DUST

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