UGLD vs. CXRN
UGLD (Direxion Daily Gold Bull 2X ETF) and CXRN (Teucrium 2x Daily Corn ETF) are both Leveraged Commodities funds. Both are actively managed. At a 0.03 correlation, their price movements are largely independent. UGLD charges 1.07%/yr vs 0.95%/yr for CXRN.
Performance
UGLD vs. CXRN - Performance Comparison
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Returns By Period
UGLD
- 1D
- -2.66%
- 1M
- -23.12%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CXRN
- 1D
- -5.57%
- 1M
- -19.41%
- YTD
- -24.70%
- 6M
- -25.20%
- 1Y
- -27.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UGLD vs. CXRN - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
UGLD Direxion Daily Gold Bull 2X ETF | -19.30% |
CXRN Teucrium 2x Daily Corn ETF | -21.13% |
Correlation
The correlation between UGLD and CXRN is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.03 |
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Return for Risk
UGLD vs. CXRN — Risk / Return Rank
UGLD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CXRN
UGLD vs. CXRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Gold Bull 2X ETF (UGLD) and Teucrium 2x Daily Corn ETF (CXRN). 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.
| UGLD | CXRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.89 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.88 | — |
| Martin ratioReturn relative to average drawdown | — | -2.18 | — |
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Drawdowns
UGLD vs. CXRN - Drawdown Comparison
The maximum UGLD drawdown since its inception was -24.16%, smaller than the maximum CXRN drawdown of -53.17%. Use the drawdown chart below to compare losses from any high point for UGLD and CXRN.
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Drawdown Indicators
| UGLD | CXRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.16% | -53.17% | +29.01% |
Max Drawdown (1Y)Largest decline over 1 year | — | -31.96% | — |
Current DrawdownCurrent decline from peak | -23.12% | -53.17% | +30.05% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -30.89% | +18.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 12.86% | — |
Volatility
UGLD vs. CXRN - Volatility Comparison
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Volatility by Period
| UGLD | CXRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.75% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 28.03% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 59.10% | 36.70% | +22.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.10% | 37.08% | +22.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.10% | 37.08% | +22.02% |
UGLD vs. CXRN - Expense Ratio Comparison
UGLD has a 1.07% expense ratio, which is higher than CXRN's 0.95% expense ratio.
Dividends
UGLD vs. CXRN - Dividend Comparison
UGLD's dividend yield for the trailing twelve months is around 0.24%, less than CXRN's 2.86% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CXRN Teucrium 2x Daily Corn ETF | 2.86% | 3.30% | 0.13% |
UGLD Direxion Daily Gold Bull 2X ETF | 0.24% | 0.00% | 0.00% |
Frequently Asked Questions
UGLD and CXRN have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CXRN is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CXRN is cheaper with a 0.95% expense ratio, compared with 1.07% for UGLD.
CXRN has the higher dividend yield at 2.86%, compared with 0.24% for UGLD.
They also come from different issuers: Direxion and Teucrium. Their fees differ too: 1.07% for UGLD and 0.95% for CXRN.
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