Sortino 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 Sortino 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 Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GDE | WisdomTree Efficient Gold Plus Equity Strategy Fund | 2.04 | |||
| DZZ | DB Gold Double Short Exchange Traded Notes | 1.67 | |||
| RING | iShares MSCI Global Gold Miners ETF | 1.61 | |||
| GDX | VanEck Gold Miners ETF | 1.49 | |||
| IAUM | iShares Gold Trust Micro | 1.46 | |||
| GDMN | WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 1.46 | |||
| GLDM | SPDR Gold MiniShares Trust | 1.45 | |||
| SGOL | abrdn Physical Gold Shares ETF | 1.45 | |||
| AAAU | Goldman Sachs Physical Gold ETF | 1.45 | |||
| DBP | Invesco DB Precious Metals Fund | 1.45 | |||
| AUAU | Global X Gold Miners ETF | — |
Historical Sortino Ratio
The chart shows AUAU's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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