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ESGP.DE vs. G2XJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGP.DE vs. G2XJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Gold Miners Screened UCITS ETF (ESGP.DE) and VanEck Junior Gold Miners UCITS (G2XJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGP.DE achieves a 14.56% return, which is significantly higher than G2XJ.DE's -4.54% return.


ESGP.DE

1D
0.00%
1M
5.89%
6M
8.08%
YTD
14.56%
1Y
16.79%
3Y*
12.10%
5Y*
10Y*
ALL TIME*
7.11%

G2XJ.DE

1D
8.61%
1M
5.02%
6M
-11.56%
YTD
-4.54%
1Y
64.08%
3Y*
46.12%
5Y*
22.86%
10Y*
9.31%
ALL TIME*
14.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€39.71K€29.56K€19.03K
€1.92M€2.07M€3.05M

ESGP.DE vs. G2XJ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESGP.DE
Gold Miners Screened UCITS ETF
14.56%5.79%12.94%2.10%-2.36%2.90%
G2XJ.DE
VanEck Junior Gold Miners UCITS
-4.54%149.58%21.45%3.64%-6.11%4.02%

Correlation

The correlation between ESGP.DE and G2XJ.DE is 0.50, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.50

Correlation (3Y)
Balances recent behavior with more history.

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2021

0.40

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Return for Risk

ESGP.DE vs. G2XJ.DE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESGP.DE
ESGP.DE Risk / Return Rank: 5656
Overall Rank
ESGP.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ESGP.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
ESGP.DE Omega Ratio Rank: 4949
Omega Ratio Rank
ESGP.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
ESGP.DE Martin Ratio Rank: 5757
Martin Ratio Rank

G2XJ.DE
G2XJ.DE Risk / Return Rank: 4040
Overall Rank
G2XJ.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
G2XJ.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
G2XJ.DE Omega Ratio Rank: 4040
Omega Ratio Rank
G2XJ.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
G2XJ.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESGP.DE vs. G2XJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Miners Screened UCITS ETF (ESGP.DE) and VanEck Junior Gold Miners UCITS (G2XJ.DE). 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.


ESGP.DEG2XJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratioReturn relative to maximum drawdown

2.67

1.67

+1.00

Martin ratioReturn relative to average drawdown

7.58

3.52

+4.06

ESGP.DE vs. G2XJ.DE - Sharpe Ratio Comparison

The current ESGP.DE Sharpe Ratio is 1.47, which is comparable to the G2XJ.DE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ESGP.DE and G2XJ.DE, 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

ESGP.DE vs. G2XJ.DE - Drawdown Comparison

The maximum ESGP.DE drawdown since its inception was -20.50%, smaller than the maximum G2XJ.DE drawdown of -49.96%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and G2XJ.DE.


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Drawdown Indicators


ESGP.DEG2XJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-49.96%

+29.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.31%

-38.10%

+31.79%

Max Drawdown (3Y)

Largest decline over 3 years

-20.50%

-38.10%

+17.60%

Max Drawdown (5Y)

Largest decline over 5 years

-40.81%

Max Drawdown (10Y)

Largest decline over 10 years

-49.96%

Current Drawdown

Current decline from peak

0.00%

-26.59%

+26.59%

Average Drawdown

Average peak-to-trough decline

-5.17%

-25.38%

+20.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

18.17%

-15.95%

Volatility

ESGP.DE vs. G2XJ.DE - Volatility Comparison

The current volatility for Gold Miners Screened UCITS ETF (ESGP.DE) is 3.01%, while VanEck Junior Gold Miners UCITS (G2XJ.DE) has a volatility of 17.29%. This indicates that ESGP.DE experiences smaller price fluctuations and is considered to be less risky than G2XJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGP.DEG2XJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

17.29%

-14.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

40.32%

-31.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

52.18%

-40.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

38.42%

-24.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.41%

38.10%

-23.69%

ESGP.DE vs. G2XJ.DE - Expense Ratio Comparison

ESGP.DE has a 0.60% expense ratio, which is higher than G2XJ.DE's 0.55% expense ratio.


Dividends

ESGP.DE vs. G2XJ.DE - Dividend Comparison

Neither ESGP.DE nor G2XJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESGP.DE and G2XJ.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, G2XJ.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

G2XJ.DE is cheaper with a 0.55% expense ratio, compared with 0.60% for ESGP.DE.

ESGP.DE tracks VettaFi Gold Miners Screened Index, while G2XJ.DE tracks MVIS Global Junior Gold Miners. They also come from different issuers: HANetf and VanEck. Their fees differ too: 0.60% for ESGP.DE and 0.55% for G2XJ.DE.

Portfolio Optimizer

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