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JDST vs. DRIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDST vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) and Global X Autonomous & Electric Vehicles ETF (DRIV). The values are adjusted to include any dividend payments, if applicable.

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JDST vs. DRIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
-33.05%-91.10%-40.98%-28.29%-26.25%10.97%-95.97%-80.30%7.03%
DRIV
Global X Autonomous & Electric Vehicles ETF
3.17%30.42%-5.04%26.14%-34.13%27.80%62.76%28.54%-21.49%

Returns By Period

In the year-to-date period, JDST achieves a -33.05% return, which is significantly lower than DRIV's 3.17% return.


JDST

1D
-16.82%
1M
51.78%
YTD
-33.05%
6M
-58.67%
1Y
-88.72%
3Y*
-67.81%
5Y*
-55.35%
10Y*
-69.24%

DRIV

1D
4.83%
1M
-6.54%
YTD
3.17%
6M
8.45%
1Y
46.14%
3Y*
10.34%
5Y*
3.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDST vs. DRIV - Expense Ratio Comparison

JDST has a 1.10% expense ratio, which is higher than DRIV's 0.68% expense ratio.


Return for Risk

JDST vs. DRIV — Risk / Return Rank

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

JDST
JDST Risk / Return Rank: 11
Overall Rank
JDST Sharpe Ratio Rank: 11
Sharpe Ratio Rank
JDST Sortino Ratio Rank: 00
Sortino Ratio Rank
JDST Omega Ratio Rank: 00
Omega Ratio Rank
JDST Calmar Ratio Rank: 00
Calmar Ratio Rank
JDST Martin Ratio Rank: 33
Martin Ratio Rank

DRIV
DRIV Risk / Return Rank: 8585
Overall Rank
DRIV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 8787
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8080
Omega Ratio Rank
DRIV Calmar Ratio Rank: 8888
Calmar Ratio Rank
DRIV Martin Ratio Rank: 8787
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.

JDST vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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.


JDSTDRIVDifference

Sharpe ratio

Return per unit of total volatility

-0.88

1.64

-2.52

Sortino ratio

Return per unit of downside risk

-2.35

2.29

-4.65

Omega ratio

Gain probability vs. loss probability

0.75

1.30

-0.55

Calmar ratio

Return relative to maximum drawdown

-0.94

2.70

-3.64

Martin ratio

Return relative to average drawdown

-1.25

10.20

-11.45

JDST vs. DRIV - Sharpe Ratio Comparison

The current JDST Sharpe Ratio is -0.88, which is lower than the DRIV Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of JDST and DRIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JDSTDRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

1.64

-2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.70

0.14

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.39

-0.99

Correlation

The correlation between JDST and DRIV is -0.26. 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.


Dividends

JDST vs. DRIV - Dividend Comparison

JDST's dividend yield for the trailing twelve months is around 12.01%, more than DRIV's 1.04% yield.


TTM20252024202320222021202020192018
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
12.01%15.08%6.50%4.81%0.00%0.00%11.75%3.16%0.57%
DRIV
Global X Autonomous & Electric Vehicles ETF
1.04%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%

Drawdowns

JDST vs. DRIV - Drawdown Comparison

The maximum JDST drawdown since its inception was -100.00%, which is greater than DRIV's maximum drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for JDST and DRIV.


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Drawdown Indicators


JDSTDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-41.93%

-58.07%

Max Drawdown (1Y)

Largest decline over 1 year

-94.07%

-16.43%

-77.64%

Max Drawdown (5Y)

Largest decline over 5 years

-99.28%

-41.93%

-57.35%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-9.25%

-90.75%

Average Drawdown

Average peak-to-trough decline

-95.26%

-15.43%

-79.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

71.20%

4.34%

+66.86%

Volatility

JDST vs. DRIV - Volatility Comparison

Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) has a higher volatility of 40.16% compared to Global X Autonomous & Electric Vehicles ETF (DRIV) at 10.61%. This indicates that JDST's price experiences larger fluctuations and is considered to be riskier than DRIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDSTDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.16%

10.61%

+29.55%

Volatility (6M)

Calculated over the trailing 6-month period

81.41%

19.22%

+62.19%

Volatility (1Y)

Calculated over the trailing 1-year period

100.63%

28.35%

+72.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.81%

26.73%

+53.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.19%

27.35%

+79.84%