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, 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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| AGMI | Themes Silver Miners ETF | 1.94 | |||
| SLVP | iShares MSCI Global Silver and Metals Miners ETF | 1.85 | |||
| SILJ | Amplify Junior Silver Miners ETF | 1.83 | |||
| SGDJ | Sprott Junior Gold Miners ETF | 1.73 | |||
| SIL | Global X Silver Miners ETF | 1.67 | |||
| DZZ | DB Gold Double Short Exchange Traded Notes | 1.67 | |||
| SLVR | Sprott Silver Miners & Physical Silver ETF | 1.66 | |||
| GOEX | Global X Gold Explorers ETF | 1.56 | |||
| GBUG | Sprott Active Gold & Silver Miners ETF | 1.55 | |||
| GDE | WisdomTree Efficient Gold Plus Equity Strategy Fund | 1.53 | |||
| 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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