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GDXU vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXU vs. TMF - 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 Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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 -68.01% return, which is significantly lower than TMF's -11.93% return.


GDXU

1D
15.40%
1M
-31.80%
6M
-80.76%
YTD
-68.01%
1Y
4.23%
3Y*
23.50%
5Y*
-11.66%
10Y*
ALL TIME*
-18.29%

TMF

1D
-1.01%
1M
-10.16%
6M
-9.78%
YTD
-11.93%
1Y
-7.67%
3Y*
-21.85%
5Y*
-34.00%
10Y*
-18.08%
ALL TIME*
-6.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXU vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GDXU
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040
-68.01%796.47%-18.60%-21.36%-62.82%-54.93%4.32%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-11.93%-2.94%-35.95%-13.01%-72.60%-19.80%2.93%

Correlation

The correlation between GDXU and TMF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.19

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

0.19

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

0.18

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Return for Risk

GDXU vs. TMF — Risk / Return Rank

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

GDXU
GDXU Risk / Return Rank: 1717
Overall Rank
GDXU Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 2626
Sortino Ratio Rank
GDXU Omega Ratio Rank: 2727
Omega Ratio Rank
GDXU Calmar Ratio Rank: 1111
Calmar Ratio Rank
GDXU Martin Ratio Rank: 1111
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 77
Overall Rank
TMF Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 77
Sortino Ratio Rank
TMF Omega Ratio Rank: 77
Omega Ratio Rank
TMF Calmar Ratio Rank: 77
Calmar Ratio Rank
TMF Martin Ratio Rank: 77
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. TMF - 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 Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


GDXUTMFDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.14

0.98

+0.17

Calmar ratioReturn relative to maximum drawdown

0.05

-0.29

+0.34

Martin ratioReturn relative to average drawdown

0.09

-0.58

+0.67

GDXU vs. TMF - Sharpe Ratio Comparison

The current GDXU Sharpe Ratio is 0.03, which is higher than the TMF Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of GDXU and TMF, 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. TMF - Drawdown Comparison

The maximum GDXU drawdown since its inception was -94.39%, roughly equal to the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for GDXU and TMF.


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Drawdown Indicators


GDXUTMFDifference

Max Drawdown

Largest peak-to-trough decline

-94.39%

-92.89%

-1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-87.14%

-26.51%

-60.63%

Max Drawdown (3Y)

Largest decline over 3 years

-87.14%

-53.47%

-33.67%

Max Drawdown (5Y)

Largest decline over 5 years

-91.30%

-88.81%

-2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-85.15%

-92.71%

+7.56%

Average Drawdown

Average peak-to-trough decline

-70.00%

-43.98%

-26.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.28%

13.32%

+32.96%

Volatility

GDXU vs. TMF - Volatility Comparison

MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) has a higher volatility of 38.61% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.32%. This indicates that GDXU's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXUTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.61%

7.32%

+31.29%

Volatility (6M)

Calculated over the trailing 6-month period

127.15%

19.81%

+107.34%

Volatility (1Y)

Calculated over the trailing 1-year period

146.85%

27.58%

+119.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.16%

46.37%

+66.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.49%

43.72%

+67.77%

GDXU vs. TMF - Expense Ratio Comparison

GDXU has a 0.95% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

GDXU vs. TMF - Dividend Comparison

GDXU has not paid dividends to shareholders, while TMF's dividend yield for the trailing twelve months is around 4.48%.


PositionTTM202520242023202220212020201920182017
GDXU
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.48%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


GDXU and TMF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXU has higher volatility (38.61%) compared to TMF (7.32%). In terms of maximum drawdown, GDXU dropped -94.39% vs TMF's -92.89%.

On 5-year performance, GDXU leads with -11.66% vs -34.00% for TMF. On fees, GDXU is cheaper at 0.95% per year. On volatility, TMF has been the lower-risk option at 7.32%. 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 -11.66% return vs -34.00%. 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 1.01% for TMF.

TMF has the higher dividend yield at 4.48%, compared with 0.00% for GDXU.

GDXU is categorized as Leveraged Equities, while TMF is Leveraged Bonds. GDXU tracks S-Network MicroSectors Gold Miners Index, while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). They also come from different issuers: BMO and Direxion. Their fees differ too: 0.95% for GDXU and 1.01% for TMF.

GDXU currently has the higher Sharpe Ratio (0.03 vs -0.28), 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 TMF

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