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^XAU vs. GDXJ
Performance
Return for Risk
Drawdowns
Volatility

Performance

^XAU vs. GDXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PHLX Gold/Silver Sector Index (^XAU) and VanEck Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^XAU achieves a -4.52% return, which is significantly higher than GDXJ's -11.62% return. Over the past 10 years, ^XAU has outperformed GDXJ with an annualized return of 13.31%, while GDXJ has yielded a comparatively lower 10.91% annualized return.


^XAU

1D
-4.66%
1M
-7.62%
YTD
-4.52%
6M
-9.34%
1Y
57.28%
3Y*
40.31%
5Y*
17.94%
10Y*
13.31%

GDXJ

1D
-5.24%
1M
-9.91%
YTD
-11.62%
6M
-16.20%
1Y
51.11%
3Y*
44.53%
5Y*
17.86%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^XAU vs. GDXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^XAU
PHLX Gold/Silver Sector Index
-4.52%149.51%9.14%4.00%-8.75%-8.14%34.86%51.32%-17.13%8.13%
GDXJ
VanEck Junior Gold Miners ETF
-11.62%172.28%15.67%7.12%-14.53%-21.25%30.40%40.44%-11.02%8.22%

Correlation

The correlation between ^XAU and GDXJ is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2009

0.94

The correlation between ^XAU and GDXJ has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

^XAU vs. GDXJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^XAU
^XAU Risk / Return Rank: 3939
Overall Rank
^XAU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
^XAU Sortino Ratio Rank: 3838
Sortino Ratio Rank
^XAU Omega Ratio Rank: 4242
Omega Ratio Rank
^XAU Calmar Ratio Rank: 3939
Calmar Ratio Rank
^XAU Martin Ratio Rank: 3737
Martin Ratio Rank

GDXJ
GDXJ Risk / Return Rank: 2828
Overall Rank
GDXJ Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 2727
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 2929
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 2727
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^XAU vs. GDXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PHLX Gold/Silver Sector Index (^XAU) and VanEck Junior Gold Miners ETF (GDXJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^XAUGDXJDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratioReturn relative to maximum drawdown

1.70

1.30

+0.40

Martin ratioReturn relative to average drawdown

4.36

3.40

+0.96

^XAU vs. GDXJ - Sharpe Ratio Comparison

The current ^XAU Sharpe Ratio is 1.23, which is comparable to the GDXJ Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ^XAU and GDXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^XAU vs. GDXJ - Drawdown Comparison

The maximum ^XAU drawdown since its inception was -83.04%, smaller than the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for ^XAU and GDXJ.


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Drawdown Indicators


^XAUGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-83.04%

-88.66%

+5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-33.81%

-39.47%

+5.66%

Max Drawdown (3Y)

Largest decline over 3 years

-33.81%

-39.47%

+5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-45.52%

-48.79%

+3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-45.52%

-57.77%

+12.25%

Current Drawdown

Current decline from peak

-30.52%

-35.62%

+5.10%

Average Drawdown

Average peak-to-trough decline

-39.74%

-60.40%

+20.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.18%

15.08%

-1.90%

Volatility

^XAU vs. GDXJ - Volatility Comparison

The current volatility for PHLX Gold/Silver Sector Index (^XAU) is 16.76%, while VanEck Junior Gold Miners ETF (GDXJ) has a volatility of 20.19%. This indicates that ^XAU experiences smaller price fluctuations and is considered to be less risky than GDXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^XAUGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.76%

20.19%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

38.78%

44.45%

-5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

46.66%

52.42%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.58%

41.71%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.48%

44.30%

-7.82%

Frequently Asked Questions


With a correlation of 0.97, ^XAU and GDXJ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GDXJ has higher volatility (20.19%) compared to ^XAU (16.76%). In terms of maximum drawdown, ^XAU dropped -83.04% vs GDXJ's -88.66%.

^XAU currently has the higher Sharpe Ratio (1.23 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^XAU and GDXJ

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