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EVX vs. GDXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVX vs. GDXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Environmental Services ETF (EVX) and VanEck Vectors Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

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EVX vs. GDXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVX
VanEck Vectors Environmental Services ETF
1.28%11.72%12.99%12.97%-10.58%27.47%13.28%28.41%-3.82%16.05%
GDXJ
VanEck Vectors Junior Gold Miners ETF
5.50%172.28%15.67%7.12%-14.53%-21.25%30.40%40.44%-11.02%8.22%

Returns By Period

In the year-to-date period, EVX achieves a 1.28% return, which is significantly lower than GDXJ's 5.50% return. Over the past 10 years, EVX has underperformed GDXJ with an annualized return of 12.14%, while GDXJ has yielded a comparatively higher 17.38% annualized return.


EVX

1D
1.92%
1M
-8.00%
YTD
1.28%
6M
-0.39%
1Y
9.47%
3Y*
10.57%
5Y*
7.99%
10Y*
12.14%

GDXJ

1D
8.53%
1M
-23.14%
YTD
5.50%
6M
24.01%
1Y
114.70%
3Y*
47.55%
5Y*
22.70%
10Y*
17.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVX vs. GDXJ - Expense Ratio Comparison

EVX has a 0.55% expense ratio, which is higher than GDXJ's 0.54% expense ratio.


Return for Risk

EVX vs. GDXJ — Risk / Return Rank

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

EVX
EVX Risk / Return Rank: 3232
Overall Rank
EVX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
EVX Omega Ratio Rank: 3030
Omega Ratio Rank
EVX Calmar Ratio Rank: 3636
Calmar Ratio Rank
EVX Martin Ratio Rank: 3131
Martin Ratio Rank

GDXJ
GDXJ Risk / Return Rank: 9292
Overall Rank
GDXJ Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 8989
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 9292
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.

EVX vs. GDXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Environmental Services ETF (EVX) and VanEck Vectors Junior Gold Miners ETF (GDXJ). 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.


EVXGDXJDifference

Sharpe ratio

Return per unit of total volatility

0.57

2.27

-1.71

Sortino ratio

Return per unit of downside risk

0.90

2.50

-1.60

Omega ratio

Gain probability vs. loss probability

1.12

1.36

-0.24

Calmar ratio

Return relative to maximum drawdown

0.87

3.52

-2.65

Martin ratio

Return relative to average drawdown

2.52

12.30

-9.78

EVX vs. GDXJ - Sharpe Ratio Comparison

The current EVX Sharpe Ratio is 0.57, which is lower than the GDXJ Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of EVX and GDXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EVXGDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

2.27

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.56

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.39

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.07

+0.36

Correlation

The correlation between EVX and GDXJ is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EVX vs. GDXJ - Dividend Comparison

EVX's dividend yield for the trailing twelve months is around 0.18%, less than GDXJ's 2.21% yield.


TTM20252024202320222021202020192018201720162015
EVX
VanEck Vectors Environmental Services ETF
0.18%0.19%0.46%0.95%0.41%0.24%0.32%0.38%0.38%0.89%0.70%1.16%
GDXJ
VanEck Vectors Junior Gold Miners ETF
2.21%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%

Drawdowns

EVX vs. GDXJ - Drawdown Comparison

The maximum EVX drawdown since its inception was -55.91%, smaller than the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for EVX and GDXJ.


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Drawdown Indicators


EVXGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-55.91%

-88.66%

+32.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-32.92%

+21.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

-51.76%

+30.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-57.77%

+16.76%

Current Drawdown

Current decline from peak

-8.50%

-23.14%

+14.64%

Average Drawdown

Average peak-to-trough decline

-8.78%

-60.91%

+52.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

9.43%

-5.44%

Volatility

EVX vs. GDXJ - Volatility Comparison

The current volatility for VanEck Vectors Environmental Services ETF (EVX) is 5.00%, while VanEck Vectors Junior Gold Miners ETF (GDXJ) has a volatility of 20.63%. This indicates that EVX experiences smaller price fluctuations and is considered to be less risky than GDXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVXGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

20.63%

-15.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

42.33%

-31.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

50.75%

-33.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

40.56%

-22.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

44.45%

-24.22%