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0GZD.DE vs. TMET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

0GZD.DE vs. TMET - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.DE) and iShares Transition-Enabling Metals ETF (TMET). The values are adjusted to include any dividend payments, if applicable.

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0GZD.DE vs. TMET - Yearly Performance Comparison


2026 (YTD)202520242023
0GZD.DE
BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC
2.10%16.30%4.70%1.20%
TMET
iShares Transition-Enabling Metals ETF
8.66%35.79%14.01%-1.69%
Different Trading Currencies

0GZD.DE is traded in EUR, while TMET is traded in USD. To make them comparable, the TMET values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0GZD.DE achieves a 2.10% return, which is significantly lower than TMET's 8.66% return.


0GZD.DE

1D
-0.29%
1M
-3.62%
YTD
2.10%
6M
12.26%
1Y
17.06%
3Y*
6.18%
5Y*
6.04%
10Y*

TMET

1D
0.77%
1M
-3.99%
YTD
8.66%
6M
33.14%
1Y
37.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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0GZD.DE vs. TMET - Expense Ratio Comparison

0GZD.DE has a 1.20% expense ratio, which is higher than TMET's 0.48% expense ratio.


Return for Risk

0GZD.DE vs. TMET — Risk / Return Rank

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

0GZD.DE
0GZD.DE Risk / Return Rank: 6060
Overall Rank
0GZD.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
0GZD.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
0GZD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
0GZD.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
0GZD.DE Martin Ratio Rank: 6464
Martin Ratio Rank

TMET
TMET Risk / Return Rank: 7070
Overall Rank
TMET Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TMET Sortino Ratio Rank: 6969
Sortino Ratio Rank
TMET Omega Ratio Rank: 7575
Omega Ratio Rank
TMET Calmar Ratio Rank: 7171
Calmar Ratio Rank
TMET Martin Ratio Rank: 5555
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.

0GZD.DE vs. TMET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.DE) and iShares Transition-Enabling Metals ETF (TMET). 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.


0GZD.DETMETDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.25

-0.16

Sortino ratio

Return per unit of downside risk

1.58

1.58

0.00

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.85

1.86

-0.02

Martin ratio

Return relative to average drawdown

6.83

4.71

+2.13

0GZD.DE vs. TMET - Sharpe Ratio Comparison

The current 0GZD.DE Sharpe Ratio is 1.09, which is comparable to the TMET Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of 0GZD.DE and TMET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


0GZD.DETMETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.25

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.98

-0.57

Correlation

The correlation between 0GZD.DE and TMET is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

0GZD.DE vs. TMET - Dividend Comparison

0GZD.DE has not paid dividends to shareholders, while TMET's dividend yield for the trailing twelve months is around 13.81%.


TTM202520242023
0GZD.DE
BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC
0.00%0.00%0.00%0.00%
TMET
iShares Transition-Enabling Metals ETF
13.81%14.78%29.62%1.02%

Drawdowns

0GZD.DE vs. TMET - Drawdown Comparison

The maximum 0GZD.DE drawdown since its inception was -39.86%, which is greater than TMET's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for 0GZD.DE and TMET.


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Drawdown Indicators


0GZD.DETMETDifference

Max Drawdown

Largest peak-to-trough decline

-39.86%

-22.20%

-17.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-22.20%

+12.78%

Max Drawdown (5Y)

Largest decline over 5 years

-39.86%

Current Drawdown

Current decline from peak

-16.85%

-15.85%

-1.00%

Average Drawdown

Average peak-to-trough decline

-19.67%

-6.13%

-13.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

7.69%

-5.14%

Volatility

0GZD.DE vs. TMET - Volatility Comparison

The current volatility for BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.DE) is 5.64%, while iShares Transition-Enabling Metals ETF (TMET) has a volatility of 9.16%. This indicates that 0GZD.DE experiences smaller price fluctuations and is considered to be less risky than TMET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0GZD.DETMETDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

9.16%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

26.05%

-13.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

29.87%

-14.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

22.92%

-3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

22.92%

-4.72%