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EMET vs. GDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMET vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Copper and Green Metals ETF (EMET) 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, EMET achieves a 24.96% return, which is significantly higher than GDX's -0.90% return.


EMET

1D
-3.09%
1M
10.55%
YTD
24.96%
6M
36.66%
1Y
116.88%
3Y*
21.61%
5Y*
10Y*

GDX

1D
-3.46%
1M
-0.76%
YTD
-0.90%
6M
5.62%
1Y
61.27%
3Y*
41.00%
5Y*
18.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMET vs. GDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMET
VanEck Copper and Green Metals ETF
24.96%81.22%-12.81%-12.28%-17.15%-0.14%
GDX
VanEck Gold Miners ETF
-0.90%154.77%10.63%9.98%-9.01%-6.08%

Correlation

The correlation between EMET and GDX is 0.62, 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

0.62

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

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2021

0.57

The correlation between EMET and GDX has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

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Return for Risk

EMET vs. GDX — Risk / Return Rank

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

EMET
EMET Risk / Return Rank: 8383
Overall Rank
EMET Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMET Sortino Ratio Rank: 7878
Sortino Ratio Rank
EMET Omega Ratio Rank: 8080
Omega Ratio Rank
EMET Calmar Ratio Rank: 8484
Calmar Ratio Rank
EMET Martin Ratio Rank: 8080
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 3535
Overall Rank
GDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDX Omega Ratio Rank: 3636
Omega Ratio Rank
GDX Calmar Ratio Rank: 3939
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.

EMET vs. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Copper and Green Metals ETF (EMET) 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.


EMETGDXDifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.48

1.25

+0.23

Calmar ratioReturn relative to maximum drawdown

4.60

2.00

+2.60

Martin ratioReturn relative to average drawdown

15.70

5.13

+10.57

EMET vs. GDX - Sharpe Ratio Comparison

The current EMET Sharpe Ratio is 3.27, which is higher than the GDX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of EMET 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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Sharpe Ratios by Period


EMETGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.27

1.35

+1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.13

+0.12

Drawdowns

EMET vs. GDX - Drawdown Comparison

The maximum EMET drawdown since its inception was -53.05%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for EMET and GDX.


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Drawdown Indicators


EMETGDXDifference

Max Drawdown

Largest peak-to-trough decline

-53.05%

-80.34%

+27.29%

Max Drawdown (1Y)

Largest decline over 1 year

-25.58%

-30.84%

+5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-40.50%

-30.84%

-9.66%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

Current Drawdown

Current decline from peak

-5.29%

-26.62%

+21.33%

Average Drawdown

Average peak-to-trough decline

-24.83%

-40.43%

+15.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.47%

11.99%

-4.52%

Volatility

EMET vs. GDX - Volatility Comparison

The current volatility for VanEck Copper and Green Metals ETF (EMET) is 12.59%, while VanEck Gold Miners ETF (GDX) has a volatility of 15.40%. This indicates that EMET experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMETGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.59%

15.40%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

30.81%

37.50%

-6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

35.96%

45.49%

-9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.96%

36.39%

-3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.96%

37.18%

-4.22%

EMET vs. GDX - Expense Ratio Comparison

EMET has a 0.61% expense ratio, which is higher than GDX's 0.51% expense ratio.


Dividends

EMET vs. GDX - Dividend Comparison

EMET's dividend yield for the trailing twelve months is around 1.47%, more than GDX's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
EMET
VanEck Copper and Green Metals ETF
1.47%1.84%1.89%2.02%2.56%0.00%0.00%0.00%0.00%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


EMET and GDX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDX has higher volatility (15.40%) compared to EMET (12.59%). In terms of maximum drawdown, EMET dropped -53.05% vs GDX's -80.34%.

On 3-year performance, GDX leads with 41.00% vs 21.61% for EMET. On fees, GDX is cheaper at 0.51% per year. On volatility, EMET has been the lower-risk option at 12.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GDX has performed better with a 41.00% return vs 21.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDX is cheaper with a 0.51% expense ratio, compared with 0.61% for EMET.

EMET has the higher dividend yield at 1.47%, compared with 0.74% for GDX.

EMET is categorized as Commodity Producers Equities, while GDX is Gold. EMET tracks MVIS Global Clean-Tech Metals Index, while GDX tracks NYSE MarketVector Global Gold Miners Index. Their fees differ too: 0.61% for EMET and 0.51% for GDX.

EMET currently has the higher Sharpe Ratio (3.27 vs 1.35), 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.

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