A dust devil is a strong, well-formed, and relatively long-lived whirlwind, ranging from small (half a metre wide and a few metres tall) to large (more than 10 metres wide and more than 1000 metres tall). The primary vertical motion is upward. Dust devils are usually harmless, but can on rare occasions grow large enough to pose a threat to both people and property.

They are comparable to tornado

Tornado

A tornado is a violent, dangerous, rotating column of air that is in contact with both the surface of the earth and a cumulonimbus cloud or, in rare cases, the base of a cumulus cloud. They are often referred to as a twister or a cyclone, although the word cyclone is used in meteorology in a wider...

es in that both are a weather phenomenon of a vertically oriented rotating column of air.