JDST vs. SGOL
Compare and contrast key facts about Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) and Aberdeen Standard Physical Gold Shares ETF (SGOL).
JDST and SGOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JDST is a passively managed fund by Direxion that tracks the performance of the MVIS Global Junior Gold Miners Index (-300%). It was launched on Apr 1, 2020. SGOL is a passively managed fund by Abrdn Plc that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009. Both JDST and SGOL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JDST or SGOL.
Key characteristics
| JDST | SGOL | |
|---|---|---|
| YTD Return | -51.87% | 29.89% |
| 1Y Return | -64.46% | 36.89% |
| 3Y Return (Ann) | -34.35% | 13.44% |
| 5Y Return (Ann) | -63.30% | 12.81% |
| 10Y Return (Ann) | -65.37% | 8.44% |
| Sharpe Ratio | -0.92 | 2.59 |
| Sortino Ratio | -1.49 | 3.42 |
| Omega Ratio | 0.83 | 1.45 |
| Calmar Ratio | -0.64 | 5.60 |
| Martin Ratio | -1.37 | 17.16 |
| Ulcer Index | 46.87% | 2.19% |
| Daily Std Dev | 70.18% | 14.48% |
| Max Drawdown | -100.00% | -45.51% |
| Current Drawdown | -100.00% | -3.68% |
Correlation
The correlation between JDST and SGOL is -0.64. 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.
Performance
JDST vs. SGOL - Performance Comparison
In the year-to-date period, JDST achieves a -51.87% return, which is significantly lower than SGOL's 29.89% return. Over the past 10 years, JDST has underperformed SGOL with an annualized return of -65.37%, while SGOL has yielded a comparatively higher 8.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JDST vs. SGOL - Expense Ratio Comparison
JDST has a 1.10% expense ratio, which is higher than SGOL's 0.17% expense ratio.
Risk-Adjusted Performance
JDST vs. SGOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) and Aberdeen Standard Physical Gold Shares ETF (SGOL). 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.
Dividends
JDST vs. SGOL - Dividend Comparison
JDST's dividend yield for the trailing twelve months is around 8.15%, while SGOL has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JDST Direxion Daily Junior Gold Miners Index Bear 2X Shares | 8.15% | 4.80% | 0.00% | 0.00% | 11.79% | 3.16% | 0.57% | 0.00% | 0.00% | 0.00% | 3.20% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JDST vs. SGOL - Drawdown Comparison
The maximum JDST drawdown since its inception was -100.00%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for JDST and SGOL. For additional features, visit the drawdowns tool.
Volatility
JDST vs. SGOL - Volatility Comparison
Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) has a higher volatility of 18.17% compared to Aberdeen Standard Physical Gold Shares ETF (SGOL) at 4.83%. This indicates that JDST's price experiences larger fluctuations and is considered to be riskier than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.