PortfoliosLab logoPortfoliosLab logo

Sharpe ratio is not yet available for AUAU. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Global X Gold Miners ETF's Sharpe Ratio with other ETFs in the Gold, Precious Metals category across multiple time periods, showing how AUAU's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AGMIThemes Silver Miners ETF1.56
SLVPiShares MSCI Global Silver and Metals Miners ETF1.42
SILJAmplify Junior Silver Miners ETF1.38
SGDJSprott Junior Gold Miners ETF1.33
SILGlobal X Silver Miners ETF1.23
SLVRSprott Silver Miners & Physical Silver ETF1.16
GDEWisdomTree Efficient Gold Plus Equity Strategy Fund1.13
GBUGSprott Active Gold & Silver Miners ETF1.11
GOEXGlobal X Gold Explorers ETF1.11
RINGiShares MSCI Global Gold Miners ETF1.07
AUAUGlobal X Gold Miners ETF

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AUAU's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AUAU consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sharpe Ratio Calculator

How does AUAU fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio