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ARTY vs. GDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARTY vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future AI & Tech ETF (ARTY) and VanEck Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARTY achieves a 60.68% return, which is significantly higher than GDX's -0.58% return.


ARTY

1D
5.66%
1M
17.65%
YTD
60.68%
6M
63.32%
1Y
104.26%
3Y*
32.85%
5Y*
13.27%
10Y*

GDX

1D
6.55%
1M
-2.38%
YTD
-0.58%
6M
1.22%
1Y
57.71%
3Y*
41.18%
5Y*
19.97%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARTY vs. GDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ARTY
iShares Future AI & Tech ETF
60.68%29.97%8.02%36.37%-37.89%6.32%48.85%34.47%-13.76%
GDX
VanEck Gold Miners ETF
-0.58%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-2.79%

Correlation

The correlation between ARTY and GDX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.31

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.23

The correlation between ARTY and GDX shifts across timeframes, from 0.23 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ARTY vs. GDX — Risk / Return Rank

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

ARTY
ARTY Risk / Return Rank: 9090
Overall Rank
ARTY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 8686
Sortino Ratio Rank
ARTY Omega Ratio Rank: 8787
Omega Ratio Rank
ARTY Calmar Ratio Rank: 9292
Calmar Ratio Rank
ARTY Martin Ratio Rank: 9090
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 3535
Overall Rank
GDX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
GDX Omega Ratio Rank: 3838
Omega Ratio Rank
GDX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GDX Martin Ratio Rank: 3333
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.

ARTY vs. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future AI & Tech ETF (ARTY) and VanEck Gold Miners ETF (GDX). 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.


ARTYGDXDifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.47

1.23

+0.25

Calmar ratioReturn relative to maximum drawdown

5.57

1.60

+3.98

Martin ratioReturn relative to average drawdown

18.40

4.39

+14.01

ARTY vs. GDX - Sharpe Ratio Comparison

The current ARTY Sharpe Ratio is 3.15, which is higher than the GDX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of ARTY and GDX, 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

ARTY vs. GDX - Drawdown Comparison

The maximum ARTY drawdown since its inception was -54.50%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for ARTY and GDX.


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Drawdown Indicators


ARTYGDXDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-80.34%

+25.84%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-36.28%

+17.47%

Max Drawdown (3Y)

Largest decline over 3 years

-32.44%

-36.28%

+3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-50.53%

-46.51%

-4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

Current Drawdown

Current decline from peak

-4.13%

-26.39%

+22.26%

Average Drawdown

Average peak-to-trough decline

-19.80%

-40.41%

+20.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

13.22%

-7.53%

Volatility

ARTY vs. GDX - Volatility Comparison

iShares Future AI & Tech ETF (ARTY) and VanEck Gold Miners ETF (GDX) have volatilities of 18.52% and 18.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTYGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.52%

18.56%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

29.30%

39.52%

-10.22%

Volatility (1Y)

Calculated over the trailing 1-year period

33.37%

47.30%

-13.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.33%

36.86%

-7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.18%

37.37%

-9.19%

ARTY vs. GDX - Expense Ratio Comparison

ARTY has a 0.47% expense ratio, which is lower than GDX's 0.51% expense ratio.


Dividends

ARTY vs. GDX - Dividend Comparison

ARTY's dividend yield for the trailing twelve months is around 0.06%, less than GDX's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
ARTY
iShares Future AI & Tech ETF
0.06%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%0.00%0.00%0.00%
GDX
VanEck Gold Miners ETF
0.74%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%

Frequently Asked Questions


ARTY and GDX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDX has higher volatility (18.56%) compared to ARTY (18.52%). In terms of maximum drawdown, ARTY dropped -54.50% vs GDX's -80.34%.

On 5-year performance, GDX leads with 19.97% vs 13.27% for ARTY. On fees, ARTY is cheaper at 0.47% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GDX has performed better with a 19.97% return vs 13.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ARTY is cheaper with a 0.47% expense ratio, compared with 0.51% for GDX.

GDX has the higher dividend yield at 0.74%, compared with 0.06% for ARTY.

ARTY is categorized as Technology Equities, while GDX is Gold. ARTY tracks Morningstar Global Artificial Intelligence Select Index (Net), while GDX tracks NYSE MarketVector Global Gold Miners Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.47% for ARTY and 0.51% for GDX.

ARTY currently has the higher Sharpe Ratio (3.15 vs 1.23), 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 ARTY and GDX

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