PortfoliosLab logoPortfoliosLab logo
EART vs. GOEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EART vs. GOEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Rare Earth & Critical Materials ETF (EART) and Global X Gold Explorers ETF (GOEX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EART achieves a 8.19% return, which is significantly higher than GOEX's -10.87% return.


EART

1D
-5.19%
1M
-5.99%
YTD
8.19%
6M
8.04%
1Y
90.35%
3Y*
19.97%
5Y*
10Y*

GOEX

1D
-4.76%
1M
-7.11%
YTD
-10.87%
6M
-15.49%
1Y
57.11%
3Y*
46.70%
5Y*
19.54%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EART vs. GOEX - Yearly Performance Comparison


2026 (YTD)2025202420232022
EART
Global X Rare Earth & Critical Materials ETF
8.19%98.48%-7.19%-19.75%-17.92%
GOEX
Global X Gold Explorers ETF
-10.87%179.50%19.38%1.99%-12.03%

Correlation

The correlation between EART and GOEX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2022

0.58

The correlation between EART and GOEX has been stable across timeframes, ranging from 0.56 to 0.65 - 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

EART vs. GOEX — Risk / Return Rank

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

EART
EART Risk / Return Rank: 6666
Overall Rank
EART Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EART Sortino Ratio Rank: 5959
Sortino Ratio Rank
EART Omega Ratio Rank: 6262
Omega Ratio Rank
EART Calmar Ratio Rank: 7373
Calmar Ratio Rank
EART Martin Ratio Rank: 6060
Martin Ratio Rank

GOEX
GOEX Risk / Return Rank: 3131
Overall Rank
GOEX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GOEX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GOEX Omega Ratio Rank: 3333
Omega Ratio Rank
GOEX Calmar Ratio Rank: 3030
Calmar Ratio Rank
GOEX 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.

EART vs. GOEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Rare Earth & Critical Materials ETF (EART) and Global X Gold Explorers ETF (GOEX). 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.


EARTGOEXDifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratioReturn relative to maximum drawdown

3.49

1.45

+2.04

Martin ratioReturn relative to average drawdown

10.10

3.84

+6.25

EART vs. GOEX - Sharpe Ratio Comparison

The current EART Sharpe Ratio is 2.30, which is higher than the GOEX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of EART and GOEX, 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...

Drawdowns

EART vs. GOEX - Drawdown Comparison

The maximum EART drawdown since its inception was -53.68%, smaller than the maximum GOEX drawdown of -88.83%. Use the drawdown chart below to compare losses from any high point for EART and GOEX.


Loading charts...

Drawdown Indicators


EARTGOEXDifference

Max Drawdown

Largest peak-to-trough decline

-53.68%

-88.83%

+35.15%

Max Drawdown (1Y)

Largest decline over 1 year

-26.03%

-39.64%

+13.61%

Max Drawdown (3Y)

Largest decline over 3 years

-37.20%

-39.64%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-47.16%

Max Drawdown (10Y)

Largest decline over 10 years

-53.66%

Current Drawdown

Current decline from peak

-18.05%

-34.22%

+16.17%

Average Drawdown

Average peak-to-trough decline

-28.98%

-63.47%

+34.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.98%

14.92%

-5.94%

Volatility

EART vs. GOEX - Volatility Comparison

The current volatility for Global X Rare Earth & Critical Materials ETF (EART) is 13.28%, while Global X Gold Explorers ETF (GOEX) has a volatility of 18.46%. This indicates that EART experiences smaller price fluctuations and is considered to be less risky than GOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EARTGOEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.28%

18.46%

-5.18%

Volatility (6M)

Calculated over the trailing 6-month period

33.46%

42.70%

-9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

39.51%

51.52%

-12.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.26%

39.57%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.26%

40.17%

-5.91%

EART vs. GOEX - Expense Ratio Comparison

EART has a 0.59% expense ratio, which is lower than GOEX's 0.65% expense ratio.


Dividends

EART vs. GOEX - Dividend Comparison

EART's dividend yield for the trailing twelve months is around 0.60%, less than GOEX's 2.33% yield.


PositionTTM20252024202320222021202020192018201720162015
EART
Global X Rare Earth & Critical Materials ETF
0.60%0.65%1.06%1.83%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOEX
Global X Gold Explorers ETF
2.33%2.08%2.46%0.05%1.04%2.35%2.62%1.60%0.00%0.00%38.91%11.70%

Frequently Asked Questions


EART and GOEX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOEX has higher volatility (18.46%) compared to EART (13.28%). In terms of maximum drawdown, EART dropped -53.68% vs GOEX's -88.83%.

On 3-year performance, GOEX leads with 46.70% vs 19.97% for EART. On fees, EART is cheaper at 0.59% per year. On volatility, EART has been the lower-risk option at 13.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GOEX has performed better with a 46.70% return vs 19.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EART is cheaper with a 0.59% expense ratio, compared with 0.65% for GOEX.

GOEX has the higher dividend yield at 2.33%, compared with 0.60% for EART.

EART is categorized as Rare Earth & Strategic Metals, while GOEX is Gold. EART tracks Solactive Rare Earth & Critical Materials Index, while GOEX tracks Solactive Global Gold Explorers & Developers Total Return. Their fees differ too: 0.59% for EART and 0.65% for GOEX.

EART currently has the higher Sharpe Ratio (2.30 vs 1.11), 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 EART and GOEX

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