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NUGT vs. DGZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUGT vs. DGZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Gold Miners Index Bull 2X ETF (NUGT) 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, NUGT achieves a -32.09% return, which is significantly lower than DGZ's 13.79% return. Over the past 10 years, NUGT has underperformed DGZ with an annualized return of -11.63%, while DGZ has yielded a comparatively higher -7.12% annualized return.


NUGT

1D
-9.53%
1M
-19.60%
YTD
-32.09%
6M
-39.03%
1Y
60.88%
3Y*
55.65%
5Y*
17.04%
10Y*
-11.63%

DGZ

1D
4.60%
1M
27.91%
YTD
13.79%
6M
21.33%
1Y
-7.69%
3Y*
-14.24%
5Y*
-9.28%
10Y*
-7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUGT vs. DGZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
-32.09%425.05%2.89%2.60%-32.10%-26.31%-60.16%100.73%-44.52%3.73%
DGZ
DB Gold Short Exchange Traded Notes
13.79%-32.55%-16.46%-4.75%4.93%1.53%-20.80%-13.42%4.88%-11.36%

Correlation

The correlation between NUGT and DGZ is -0.30, 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

-0.30

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

-0.37

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

-0.48

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

-0.57

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2010

-0.63

Over the past year, the inverse relationship between NUGT and DGZ has weakened: their correlation has moved from -0.63 to -0.30, meaning they move in opposite directions less often than they have historically.

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Return for Risk

NUGT vs. DGZ — Risk / Return Rank

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

NUGT
NUGT Risk / Return Rank: 2323
Overall Rank
NUGT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
NUGT Sortino Ratio Rank: 2525
Sortino Ratio Rank
NUGT Omega Ratio Rank: 2727
Omega Ratio Rank
NUGT Calmar Ratio Rank: 2222
Calmar Ratio Rank
NUGT Martin Ratio Rank: 2020
Martin Ratio Rank

DGZ
DGZ Risk / Return Rank: 99
Overall Rank
DGZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DGZ Sortino Ratio Rank: 1010
Sortino Ratio Rank
DGZ Omega Ratio Rank: 1111
Omega Ratio Rank
DGZ Calmar Ratio Rank: 77
Calmar Ratio Rank
DGZ 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.

NUGT vs. DGZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Miners Index Bull 2X ETF (NUGT) 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.


NUGTDGZDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.18

1.05

+0.14

Calmar ratioReturn relative to maximum drawdown

0.96

-0.20

+1.17

Martin ratioReturn relative to average drawdown

2.30

-0.35

+2.65

NUGT vs. DGZ - Sharpe Ratio Comparison

The current NUGT Sharpe Ratio is 0.65, which is higher than the DGZ Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of NUGT 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

NUGT vs. DGZ - Drawdown Comparison

The maximum NUGT drawdown since its inception was -99.97%, which is greater than DGZ's maximum drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for NUGT and DGZ.


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Drawdown Indicators


NUGTDGZDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-86.32%

-13.65%

Max Drawdown (1Y)

Largest decline over 1 year

-63.43%

-38.32%

-25.11%

Max Drawdown (3Y)

Largest decline over 3 years

-63.43%

-59.54%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-73.72%

-61.54%

-12.18%

Max Drawdown (10Y)

Largest decline over 10 years

-96.91%

-71.49%

-25.42%

Current Drawdown

Current decline from peak

-99.84%

-80.51%

-19.33%

Average Drawdown

Average peak-to-trough decline

-91.53%

-57.80%

-33.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.52%

22.24%

+4.28%

Volatility

NUGT vs. DGZ - Volatility Comparison

The current volatility for Direxion Daily Gold Miners Index Bull 2X ETF (NUGT) is 35.11%, while DB Gold Short Exchange Traded Notes (DGZ) has a volatility of 45.91%. This indicates that NUGT experiences smaller price fluctuations and is considered to be less risky 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


NUGTDGZDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.11%

45.91%

-10.80%

Volatility (6M)

Calculated over the trailing 6-month period

80.35%

58.66%

+21.69%

Volatility (1Y)

Calculated over the trailing 1-year period

94.31%

69.62%

+24.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.94%

36.50%

+36.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.97%

28.17%

+59.80%

NUGT vs. DGZ - Expense Ratio Comparison

NUGT has a 1.13% expense ratio, which is higher than DGZ's 0.75% expense ratio.


Dividends

NUGT vs. DGZ - Dividend Comparison

NUGT's dividend yield for the trailing twelve months is around 0.44%, while DGZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
0.44%0.22%1.79%1.67%0.70%0.00%0.00%0.63%0.57%

Frequently Asked Questions


NUGT and DGZ have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGZ has higher volatility (45.91%) compared to NUGT (35.11%). In terms of maximum drawdown, NUGT dropped -99.97% vs DGZ's -86.32%.

On 10-year performance, DGZ leads with -7.12% vs -11.63% for NUGT. On fees, DGZ is cheaper at 0.75% per year. On volatility, NUGT has been the lower-risk option at 35.11%. 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 -7.12% return vs -11.63%. 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 1.13% for NUGT.

NUGT has the higher dividend yield at 0.44%, compared with 0.00% for DGZ.

NUGT is categorized as Gold, while DGZ is Inverse Commodities. NUGT tracks MarketVector Global 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: 1.13% for NUGT and 0.75% for DGZ.

NUGT currently has the higher Sharpe Ratio (0.65 vs -0.11), 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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