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Data as of .

DULL vs UGLD: which held to its multiple?

Over three months against its own daily promise, DULL finished 1.2 points over and UGLD 2.4 points short.

MicroSectors Gold -3X Inverse Leveraged ETNs due January 29, 2043 and Direxion Daily Gold Bull 2X ETF, side by side, leveraged ETFs on ETFIQ.

−15.8%DULL returned, 3 months
+2.4%UGLD returned, 3 months
−6.4 ptsDULL from its stated multiple
−3.9 ptsUGLD from its stated multiple

ETFIQ Decay Resistance Score: UGLD scores higher

Did it keep up with its own daily multiple, compounded day by day?

DULL 31UGLD 55.40.4, the lowest in this set99.6, the highest

A percentile among the 121 inverse ETFs over three months. It is a position in a set, not a rating, and neither end of it is a recommendation. All leveraged ETFs ranked by it · How it is computed

DULL6.4 pts short of its label · 3 months to Sep 11, 2026
GLD +3.2% ×3 implies−9.5%DULL returned−15.8%GLD +3.2% ×3 implies−9.5%DULL returned−15.8%
UGLD3.9 pts short of its label · 3 months to Sep 11, 2026
GLD +3.2% ×2 implies+6.3%UGLD returned+2.4%GLD +3.2% ×2 implies+6.3%UGLD returned+2.4%

Performance, window by window

DULL and UGLD over each window. Every figure is an ETFIQ calculation with distributions reinvested. Source: ETFIQ.
WindowTotal returnMultiple would giveDifference
DULLUGLDDULLUGLDDULLUGLD
1 month+1.3%−4.3%+4.6%−3.0%−3.2 pts−1.2 pts
3 months−15.8%+2.4%−9.5%+6.3%−6.4 pts−3.9 pts
6 months+28.4%not published+40.4%not published−12.0 ptsnot published
1 year−62.2%not published−57.4%not published−4.8 ptsnot published
3 years−94.9%not publishednot meaningfulnot publishednot meaningfulnot published
Since launch−95.5%−11.3%not meaningful−6.8%not meaningful−4.5 pts
Open the live comparison on ETFIQ
DULL and UGLD on the same fields, as of Sep 11, 2026. Source: ETFIQ.
DULL
MicroSectors Gold -3X Inverse Leveraged ETNs due January 29, 2043
Aims to return three times the opposite of the daily move of gold (GLD)
UGLD
Direxion Daily Gold Bull 2X ETF
Aims to return twice the daily move of gold (GLD)
IssuerMicroSectorsDirexion
Sets out to return-3x+2x
OnGLDGLD
Segmentindexmetal
Fund returned, 3 months−15.8%+2.4%
Underlying returned, 3 months+3.2%+3.2%
What the stated multiple implies, 3 months−9.5%+6.3%
Difference from stated, 3 months−6.4 pts−3.9 pts
Fund returned, 1 year or since launch−62.2%−11.3%
Difference from stated, over that window−4.8 pts−4.5 pts
Underlying volatility25%25%
Difference over the days both have tradedno shared window−3.9 pts
Expense rationot published1.07%
LaunchedFeb 22, 2023May 28, 2026

DULL in plain words

Three months to Sep 11, 2026: DULL returned −15.8% where its own daily promise gave −17.0%, 1.2 points over. Read the multiple against the whole window instead and −3 times GLD's 3.2% implies −9.5%, which makes DULL look 6.4 points short. 7.5 of that is daily compounding, which happens to any −3 times fund over the same path, and the rest is the fund. DULL aims to return -3 times GLD's move each day, then resets. Over one day it does that. Over longer, the daily results compound, so the total is not -3 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more. GLD moved at 25% annualized over that window. That is what decides how far the two figures separate: the same fund on a calm underlying and a violent one is a different product.

UGLD in plain words

Three months to Sep 11, 2026: UGLD returned +2.4% where its own daily promise gave +4.8%, 2.4 points short. Read the multiple against the whole window instead and +2 times GLD's 3.2% implies +6.3%, which makes UGLD look 3.9 points short. 1.5 of that is daily compounding, which happens to any +2 times fund over the same path, and the rest is the fund. UGLD aims to return +2 times GLD's move each day, then resets. Over longer, the daily results compound, so the total is not +2 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more.

Questions people ask

Which came closer to its stated multiple, DULL or UGLD?
Over the window to Sep 11, 2026, DULL finished 6.4 points from what its multiple implies and UGLD finished 3.9 points from its own, so UGLD came closer. Neither figure predicts the next window: it depends on how much the underlying moves about.
Are DULL and UGLD levered on the same thing?
Yes. Both are levered on gold, DULL at -3 times and UGLD at +2 times the daily move.
Which one decays faster, DULL or UGLD?
Decay follows how much the underlying moves about. Over this window DULL’s moved at 25% annualized and UGLD’s at 25%, so DULL has the rougher ride and, at the same multiple, loses more to compounding.
Can I hold DULL or UGLD for a year?
Both reset every day, so the multiple in the name applies to a single day and the daily results compound. Over a year the total is not the multiple times the year’s move, and in a market that falls and comes back it is reliably less. ETFIQ makes no recommendation either way.

Other comparisons

Where these figures came from

ETFIQ links to the documents behind every figure. It is not affiliated with any issuer, and a link is not an endorsement.

DULL against UGLD, ETFIQ, data as of Sep 11, 2026. Every figure is arithmetic on a named public source; the method is at etfiq.com/methodology. A comparison is not a recommendation.

Cite this page. ETFIQ, DULL against UGLD, data as of Sep 11, 2026. https://etfiq.com/compare/leverage/DULL-UGLD Free to use with attribution; the underlying files are at Open data.

How every figure is computed · Standards and sources