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NUGT vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUGT vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Bull 2X Shares (NUGT) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUGT achieves a -16.05% return, which is significantly lower than DBE's 83.68% return. Over the past 10 years, NUGT has underperformed DBE with an annualized return of -8.54%, while DBE has yielded a comparatively higher 12.03% annualized return.


NUGT

1D
-6.64%
1M
-4.13%
YTD
-16.05%
6M
-6.29%
1Y
97.46%
3Y*
60.96%
5Y*
16.32%
10Y*
-8.54%

DBE

1D
2.33%
1M
-5.45%
YTD
83.68%
6M
74.95%
1Y
84.41%
3Y*
23.42%
5Y*
19.66%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUGT vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUGT
Direxion Daily Gold Miners Bull 2X Shares
-16.05%425.05%2.89%2.60%-32.10%-26.31%-60.16%100.73%-44.52%3.73%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between NUGT and DBE is -0.21, 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

-0.21

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

0.01

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

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2010

0.15

The correlation between NUGT and DBE shifts across timeframes, from -0.21 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NUGT vs. DBE — Risk / Return Rank

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

NUGT
NUGT Risk / Return Rank: 3232
Overall Rank
NUGT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NUGT Sortino Ratio Rank: 3030
Sortino Ratio Rank
NUGT Omega Ratio Rank: 3434
Omega Ratio Rank
NUGT Calmar Ratio Rank: 3737
Calmar Ratio Rank
NUGT Martin Ratio Rank: 2929
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
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.

NUGT vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Bull 2X Shares (NUGT) and Invesco DB Energy Fund (DBE). 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.


NUGTDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.23

1.40

-0.17

Calmar ratioReturn relative to maximum drawdown

1.83

5.89

-4.06

Martin ratioReturn relative to average drawdown

4.18

11.53

-7.35

NUGT vs. DBE - Sharpe Ratio Comparison

The current NUGT Sharpe Ratio is 1.09, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of NUGT and DBE, 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


NUGTDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

2.43

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.67

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.43

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.09

-0.43

Drawdowns

NUGT vs. DBE - Drawdown Comparison

The maximum NUGT drawdown since its inception was -99.97%, which is greater than DBE's maximum drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for NUGT and DBE.


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Drawdown Indicators


NUGTDBEDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-86.69%

-13.28%

Max Drawdown (1Y)

Largest decline over 1 year

-53.58%

-14.41%

-39.17%

Max Drawdown (3Y)

Largest decline over 3 years

-53.58%

-23.89%

-29.69%

Max Drawdown (5Y)

Largest decline over 5 years

-73.72%

-38.74%

-34.98%

Max Drawdown (10Y)

Largest decline over 10 years

-96.91%

-60.84%

-36.07%

Current Drawdown

Current decline from peak

-99.80%

-30.27%

-69.53%

Average Drawdown

Average peak-to-trough decline

-91.52%

-57.31%

-34.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.39%

7.35%

+16.04%

Volatility

NUGT vs. DBE - Volatility Comparison

Direxion Daily Gold Miners Bull 2X Shares (NUGT) has a higher volatility of 30.32% compared to Invesco DB Energy Fund (DBE) at 12.95%. This indicates that NUGT's price experiences larger fluctuations and is considered to be riskier than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUGTDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.32%

12.95%

+17.37%

Volatility (6M)

Calculated over the trailing 6-month period

75.18%

30.86%

+44.32%

Volatility (1Y)

Calculated over the trailing 1-year period

90.01%

34.97%

+55.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.96%

29.39%

+42.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.90%

28.33%

+59.57%

NUGT vs. DBE - Expense Ratio Comparison

NUGT has a 1.23% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

NUGT vs. DBE - Dividend Comparison

NUGT's dividend yield for the trailing twelve months is around 0.36%, less than DBE's 2.10% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
NUGT
Direxion Daily Gold Miners Bull 2X Shares
0.36%0.22%1.79%1.67%0.70%0.00%0.00%0.63%0.57%

Frequently Asked Questions


NUGT and DBE have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUGT has higher volatility (30.32%) compared to DBE (12.95%). In terms of maximum drawdown, NUGT dropped -99.97% vs DBE's -86.69%.

On 10-year performance, DBE leads with 12.03% vs -8.54% for NUGT. On fees, DBE is cheaper at 0.78% per year. On volatility, DBE has been the lower-risk option at 12.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBE has performed better with a 12.03% return vs -8.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBE is cheaper with a 0.78% expense ratio, compared with 1.23% for NUGT.

DBE has the higher dividend yield at 2.10%, compared with 0.36% for NUGT.

NUGT is categorized as Leveraged Equities, while DBE is Oil & Gas. NUGT tracks NYSE Arca Gold Miners Index (300%), while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Direxion and Invesco. Their fees differ too: 1.23% for NUGT and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.09), 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

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