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EMTY vs. GDXD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMTY vs. GDXD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Decline of the Retail Store ETF (EMTY) and MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMTY achieves a 1.09% return, which is significantly higher than GDXD's -51.20% return.


EMTY

1D
-0.32%
1M
1.81%
YTD
1.09%
6M
3.80%
1Y
1.60%
3Y*
-4.69%
5Y*
-2.87%
10Y*

GDXD

1D
10.76%
1M
-10.12%
YTD
-51.20%
6M
-62.62%
1Y
-93.08%
3Y*
-84.24%
5Y*
-72.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMTY vs. GDXD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EMTY
ProShares Decline of the Retail Store ETF
1.09%-1.76%-4.13%0.27%4.32%-37.39%-1.78%
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
-51.20%-97.53%-57.78%-52.35%-52.56%-19.71%-13.30%

Correlation

The correlation between EMTY and GDXD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.22

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

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.21

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Return for Risk

EMTY vs. GDXD — Risk / Return Rank

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

EMTY
EMTY Risk / Return Rank: 1010
Overall Rank
EMTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMTY Sortino Ratio Rank: 99
Sortino Ratio Rank
EMTY Omega Ratio Rank: 1010
Omega Ratio Rank
EMTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
EMTY Martin Ratio Rank: 1010
Martin Ratio Rank

GDXD
GDXD Risk / Return Rank: 22
Overall Rank
GDXD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GDXD Sortino Ratio Rank: 11
Sortino Ratio Rank
GDXD Omega Ratio Rank: 11
Omega Ratio Rank
GDXD Calmar Ratio Rank: 11
Calmar Ratio Rank
GDXD Martin Ratio Rank: 33
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.

EMTY vs. GDXD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Decline of the Retail Store ETF (EMTY) and MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD). 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.


EMTYGDXDDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+2.13

Omega ratioGain probability vs. loss probability

1.03

0.80

+0.23

Calmar ratioReturn relative to maximum drawdown

0.11

-0.97

+1.08

Martin ratioReturn relative to average drawdown

0.20

-1.22

+1.42

EMTY vs. GDXD - Sharpe Ratio Comparison

The current EMTY Sharpe Ratio is 0.09, which is higher than the GDXD Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of EMTY and GDXD, 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


EMTYGDXDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

-0.68

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.66

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

-0.67

+0.24

Drawdowns

EMTY vs. GDXD - Drawdown Comparison

The maximum EMTY drawdown since its inception was -77.62%, smaller than the maximum GDXD drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for EMTY and GDXD.


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Drawdown Indicators


EMTYGDXDDifference

Max Drawdown

Largest peak-to-trough decline

-77.62%

-99.96%

+22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.00%

-96.33%

+82.33%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

-99.86%

+69.03%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

-99.96%

+69.13%

Current Drawdown

Current decline from peak

-74.77%

-99.93%

+25.16%

Average Drawdown

Average peak-to-trough decline

-54.01%

-71.85%

+17.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.11%

75.91%

-67.80%

Volatility

EMTY vs. GDXD - Volatility Comparison

The current volatility for ProShares Decline of the Retail Store ETF (EMTY) is 6.00%, while MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a volatility of 47.44%. This indicates that EMTY experiences smaller price fluctuations and is considered to be less risky than GDXD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMTYGDXDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

47.44%

-41.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

109.86%

-97.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

136.25%

-118.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

109.97%

-87.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.67%

109.35%

-83.68%

EMTY vs. GDXD - Expense Ratio Comparison

EMTY has a 0.66% expense ratio, which is lower than GDXD's 0.95% expense ratio.


Dividends

EMTY vs. GDXD - Dividend Comparison

EMTY's dividend yield for the trailing twelve months is around 3.45%, while GDXD has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EMTY
ProShares Decline of the Retail Store ETF
3.45%3.83%6.00%4.41%0.65%0.00%0.07%0.82%0.62%0.03%
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMTY and GDXD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXD has higher volatility (47.44%) compared to EMTY (6.00%). In terms of maximum drawdown, EMTY dropped -77.62% vs GDXD's -99.96%.

On 5-year performance, EMTY leads with -2.87% vs -72.73% for GDXD. On fees, EMTY is cheaper at 0.66% per year. On volatility, EMTY has been the lower-risk option at 6.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EMTY has performed better with a -2.87% return vs -72.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMTY is cheaper with a 0.66% expense ratio, compared with 0.95% for GDXD.

EMTY has the higher dividend yield at 3.45%, compared with 0.00% for GDXD.

EMTY tracks Solactive-ProShares Bricks and Mortar Retail Store Index (-100%), while GDXD tracks S-Network MicroSectors Gold Miners Index - Benchmark TR Gross (-300%). They also come from different issuers: ProShares and BMO. Their fees differ too: 0.66% for EMTY and 0.95% for GDXD.

EMTY currently has the higher Sharpe Ratio (0.09 vs -0.68), 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

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