Global X Gold Miners ETF (AUAU) Sharpe Ratio

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 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 6, 2026.

Symbol	Name	1Y Sharpe Ratio
GDE	WisdomTree Efficient Gold Plus Equity Strategy Fund	1.62
RING	iShares MSCI Global Gold Miners ETF	1.20
DBP	Invesco DB Precious Metals Fund	1.11
IAUM	iShares Gold Trust Micro	1.08
SGOL	abrdn Physical Gold Shares ETF	1.07
GLDM	SPDR Gold MiniShares Trust	1.07
AAAU	Goldman Sachs Physical Gold ETF	1.07
GDX	VanEck Gold Miners ETF	1.07
BAR	GraniteShares Gold Trust	1.07
OUNZ	VanEck Merk Gold Trust	1.07
AUAU	Global X Gold Miners ETF	—

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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.

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