PortfoliosLab logoPortfoliosLab logo
BAR vs. OUNZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAR vs. OUNZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Gold Trust (BAR) and VanEck Merk Gold Trust (OUNZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with BAR having a 2.94% return and OUNZ slightly higher at 3.01%.


BAR

1D
-1.02%
1M
-1.62%
YTD
2.94%
6M
5.50%
1Y
32.26%
3Y*
31.38%
5Y*
18.41%
10Y*

OUNZ

1D
-0.97%
1M
-1.63%
YTD
3.01%
6M
5.51%
1Y
32.21%
3Y*
31.27%
5Y*
18.34%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAR vs. OUNZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAR
GraniteShares Gold Trust
2.94%64.12%26.97%12.96%-0.55%-3.92%25.02%18.16%-1.87%-1.15%
OUNZ
VanEck Merk Gold Trust
3.01%63.95%26.75%12.83%-0.51%-4.00%24.71%18.00%-2.06%-1.61%

Correlation

The correlation between BAR and OUNZ is 1.00 - 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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Sep 1, 2017

0.99

The correlation between BAR and OUNZ has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BAR vs. OUNZ — Risk / Return Rank

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

BAR
BAR Risk / Return Rank: 3232
Overall Rank
BAR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BAR Sortino Ratio Rank: 3030
Sortino Ratio Rank
BAR Omega Ratio Rank: 3636
Omega Ratio Rank
BAR Calmar Ratio Rank: 3434
Calmar Ratio Rank
BAR Martin Ratio Rank: 2929
Martin Ratio Rank

OUNZ
OUNZ Risk / Return Rank: 3232
Overall Rank
OUNZ Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
OUNZ Sortino Ratio Rank: 2929
Sortino Ratio Rank
OUNZ Omega Ratio Rank: 3636
Omega Ratio Rank
OUNZ Calmar Ratio Rank: 3333
Calmar Ratio Rank
OUNZ Martin Ratio Rank: 2929
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.

BAR vs. OUNZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Gold Trust (BAR) and VanEck Merk Gold Trust (OUNZ). 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.


BAROUNZDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.25

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

1.69

1.69

0.00

Martin ratioReturn relative to average drawdown

4.19

4.20

-0.01

BAR vs. OUNZ - Sharpe Ratio Comparison

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


Loading charts...

Sharpe Ratios by Period


BAROUNZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.23

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.03

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.66

+0.24

Drawdowns

BAR vs. OUNZ - Drawdown Comparison

The maximum BAR drawdown since its inception was -21.53%, roughly equal to the maximum OUNZ drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for BAR and OUNZ.


Loading charts...

Drawdown Indicators


BAROUNZDifference

Max Drawdown

Largest peak-to-trough decline

-21.53%

-21.77%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-19.19%

-19.14%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-19.14%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.91%

-21.01%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-21.76%

Current Drawdown

Current decline from peak

-17.72%

-17.65%

-0.07%

Average Drawdown

Average peak-to-trough decline

-6.45%

-7.57%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

7.69%

+0.03%

Volatility

BAR vs. OUNZ - Volatility Comparison

GraniteShares Gold Trust (BAR) and VanEck Merk Gold Trust (OUNZ) have volatilities of 5.46% and 5.52%, 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.


Loading charts...

Volatility by Period


BAROUNZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

5.52%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

23.03%

22.98%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

26.43%

26.40%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

17.91%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

15.96%

+0.42%

BAR vs. OUNZ - Expense Ratio Comparison

BAR has a 0.17% expense ratio, which is lower than OUNZ's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BAR vs. OUNZ - Dividend Comparison

Neither BAR nor OUNZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, BAR and OUNZ 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.

OUNZ has higher volatility (5.52%) compared to BAR (5.46%). In terms of maximum drawdown, BAR dropped -21.53% vs OUNZ's -21.77%.

On 5-year performance, BAR leads with 18.41% vs 18.34% for OUNZ. On fees, BAR is cheaper at 0.17% 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, BAR has performed better with a 18.41% return vs 18.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BAR is cheaper with a 0.17% expense ratio, compared with 0.25% for OUNZ.

BAR and OUNZ have nearly identical dividend yields, around 0.00%.

BAR is categorized as Gold, while OUNZ is Precious Metals. Both ETFs track LBMA Gold Price PM ($/ozt). They also come from different issuers: GraniteShares and Merk. Their fees differ too: 0.17% for BAR and 0.25% for OUNZ.

BAR currently has the higher Sharpe Ratio (1.23 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 BAR and OUNZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer