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JNUG vs. DGZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNUG vs. DGZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Junior Gold Miners Index Bull 2X ETF (JNUG) and DB Gold Short Exchange Traded Notes (DGZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JNUG achieves a -45.63% return, which is significantly lower than DGZ's 1.46% return. Over the past 10 years, JNUG has underperformed DGZ with an annualized return of -32.42%, while DGZ has yielded a comparatively higher -7.90% annualized return.


JNUG

1D
-7.15%
1M
-15.90%
6M
-52.25%
YTD
-45.63%
1Y
55.90%
3Y*
52.37%
5Y*
8.91%
10Y*
-32.42%
ALL TIME*
-36.14%

DGZ

1D
-2.65%
1M
-11.56%
6M
3.27%
YTD
1.46%
1Y
-15.73%
3Y*
-17.39%
5Y*
-11.06%
10Y*
-7.90%
ALL TIME*
-7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.40K$33.87K$42.21K
$33.40M$38.00M$44.93M

JNUG vs. DGZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
-45.63%478.59%9.96%-4.79%-43.60%-46.61%-85.51%82.43%-48.11%-20.18%
DGZ
DB Gold Short Exchange Traded Notes
1.46%-32.55%-16.46%-4.75%4.93%1.53%-20.80%-13.42%4.88%-11.36%

Correlation

The correlation between JNUG and DGZ is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.24

Correlation (3Y)
Balances recent behavior with more history.

-0.31

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.43

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.54

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2013

-0.58

Over the past year, the inverse relationship between JNUG and DGZ has weakened: their correlation has moved from -0.58 to -0.24, meaning they move in opposite directions less often than they have historically.

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Return for Risk

JNUG vs. DGZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JNUG
JNUG Risk / Return Rank: 3030
Overall Rank
JNUG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JNUG Sortino Ratio Rank: 3636
Sortino Ratio Rank
JNUG Omega Ratio Rank: 3838
Omega Ratio Rank
JNUG Calmar Ratio Rank: 2727
Calmar Ratio Rank
JNUG Martin Ratio Rank: 2323
Martin Ratio Rank

DGZ
DGZ Risk / Return Rank: 88
Overall Rank
DGZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DGZ Sortino Ratio Rank: 1111
Sortino Ratio Rank
DGZ Omega Ratio Rank: 1111
Omega Ratio Rank
DGZ Calmar Ratio Rank: 55
Calmar Ratio Rank
DGZ Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JNUG vs. DGZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Junior Gold Miners Index Bull 2X ETF (JNUG) and DB Gold Short Exchange Traded Notes (DGZ). 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.


JNUGDGZDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.18

1.02

+0.16

Calmar ratioReturn relative to maximum drawdown

0.85

-0.49

+1.34

Martin ratioReturn relative to average drawdown

1.67

-0.86

+2.53

JNUG vs. DGZ - Sharpe Ratio Comparison

The current JNUG Sharpe Ratio is 0.56, which is higher than the DGZ Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of JNUG and DGZ, 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

JNUG vs. DGZ - Drawdown Comparison

The maximum JNUG drawdown since its inception was -99.95%, which is greater than DGZ's maximum drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for JNUG and DGZ.


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Drawdown Indicators


JNUGDGZDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-86.32%

-13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-70.58%

-36.14%

-34.44%

Max Drawdown (3Y)

Largest decline over 3 years

-70.58%

-59.54%

-11.04%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-61.54%

-15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

-71.49%

-28.17%

Current Drawdown

Current decline from peak

-99.70%

-82.62%

-17.08%

Average Drawdown

Average peak-to-trough decline

-93.93%

-57.94%

-35.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.99%

20.58%

+15.41%

Volatility

JNUG vs. DGZ - Volatility Comparison

Direxion Daily Junior Gold Miners Index Bull 2X ETF (JNUG) has a higher volatility of 29.49% compared to DB Gold Short Exchange Traded Notes (DGZ) at 19.90%. This indicates that JNUG's price experiences larger fluctuations and is considered to be riskier than DGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNUGDGZDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.49%

19.90%

+9.59%

Volatility (6M)

Calculated over the trailing 6-month period

90.25%

60.03%

+30.22%

Volatility (1Y)

Calculated over the trailing 1-year period

107.20%

71.95%

+35.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.38%

37.59%

+44.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

105.73%

28.84%

+76.89%

JNUG vs. DGZ - Expense Ratio Comparison

JNUG has a 1.03% expense ratio, which is higher than DGZ's 0.75% expense ratio.


Dividends

JNUG vs. DGZ - Dividend Comparison

JNUG's dividend yield for the trailing twelve months is around 2.62%, while DGZ has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DGZ
DB Gold Short Exchange Traded Notes
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
2.62%1.04%2.01%1.62%0.00%0.52%0.10%0.46%0.06%0.51%

Frequently Asked Questions


JNUG and DGZ have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JNUG has higher volatility (29.49%) compared to DGZ (19.90%). In terms of maximum drawdown, JNUG dropped -99.95% vs DGZ's -86.32%.

On 10-year performance, DGZ leads with -7.90% vs -32.42% for JNUG. On fees, DGZ is cheaper at 0.75% per year. On volatility, DGZ has been the lower-risk option at 19.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DGZ has performed better with a -7.90% return vs -32.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGZ is cheaper with a 0.75% expense ratio, compared with 1.03% for JNUG.

JNUG has the higher dividend yield at 2.62%, compared with 0.00% for DGZ.

JNUG is categorized as Gold, while DGZ is Inverse Commodities. JNUG tracks MVIS Global Junior Gold Miners Index (200%), while DGZ tracks Deutsche Bank Liquid Commodity Index - Optimum Yield Gold Excess Return (-100%). They also come from different issuers: Direxion and Deutsche Bank. Their fees differ too: 1.03% for JNUG and 0.75% for DGZ.

JNUG currently has the higher Sharpe Ratio (0.56 vs -0.25), 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 JNUG and DGZ

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