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G2X.DE vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

G2X.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Gold Miners UCITS ETF (G2X.DE) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

G2X.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, G2X.DE achieves a -3.35% return, which is significantly lower than ^NDX's 18.71% return. Over the past 10 years, G2X.DE has underperformed ^NDX with an annualized return of 11.22%, while ^NDX has yielded a comparatively higher 19.43% annualized return.


G2X.DE

1D
7.85%
1M
5.72%
6M
-10.98%
YTD
-3.35%
1Y
51.33%
3Y*
41.16%
5Y*
22.42%
10Y*
11.22%
ALL TIME*
14.36%

^NDX

1D
-1.07%
1M
-1.67%
6M
21.01%
YTD
18.71%
1Y
28.28%
3Y*
22.52%
5Y*
14.71%
10Y*
19.43%
ALL TIME*
16.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€204.84T€199.34T€246.89T
€4.07M€4.59M€6.27M

G2X.DE vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
G2X.DE
VanEck Gold Miners UCITS ETF
-3.35%131.10%17.58%5.59%-0.03%-4.26%13.26%40.99%-4.38%-5.31%
^NDX
NASDAQ 100 Index
18.71%5.91%33.12%49.19%-28.81%36.10%35.42%41.08%3.61%15.35%

Correlation

The correlation between G2X.DE and ^NDX is 0.24, which is low. Their historical price movements had little consistent relationship.


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

0.24

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

0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

Correlation (10Y)
Provides a long-term view across more market conditions.

0.03

Correlation (All Time)
Calculated using the full available price history since May 27, 2015

0.02

Over the past year, G2X.DE and ^NDX have become more correlated (0.24) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

G2X.DE vs. ^NDX — Risk / Return Rank

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

G2X.DE
G2X.DE Risk / Return Rank: 3636
Overall Rank
G2X.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
G2X.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
G2X.DE Omega Ratio Rank: 3737
Omega Ratio Rank
G2X.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
G2X.DE Martin Ratio Rank: 3030
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 4545
Overall Rank
^NDX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 4141
Sortino Ratio Rank
^NDX Omega Ratio Rank: 3939
Omega Ratio Rank
^NDX Calmar Ratio Rank: 5454
Calmar Ratio Rank
^NDX Martin Ratio Rank: 5050
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.

G2X.DE vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners UCITS ETF (G2X.DE) and NASDAQ 100 Index (^NDX). 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.


G2X.DE^NDXDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.20

1.26

-0.07

Calmar ratioReturn relative to maximum drawdown

1.43

2.54

-1.11

Martin ratioReturn relative to average drawdown

3.02

7.11

-4.09

G2X.DE vs. ^NDX - Sharpe Ratio Comparison

The current G2X.DE Sharpe Ratio is 1.10, which is comparable to the ^NDX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of G2X.DE and ^NDX, 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

G2X.DE vs. ^NDX - Drawdown Comparison

The maximum G2X.DE drawdown since its inception was -46.04%, roughly equal to the maximum ^NDX drawdown of -43.97%. Use the drawdown chart below to compare losses from any high point for G2X.DE and ^NDX.


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Drawdown Indicators


G2X.DE^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-46.04%

-43.97%

-2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-35.81%

-11.19%

-24.62%

Max Drawdown (3Y)

Largest decline over 3 years

-35.81%

-27.30%

-8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-38.53%

-31.53%

-7.00%

Max Drawdown (10Y)

Largest decline over 10 years

-46.04%

-31.53%

-14.51%

Current Drawdown

Current decline from peak

-25.13%

-3.93%

-21.20%

Average Drawdown

Average peak-to-trough decline

-20.09%

-7.58%

-12.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.92%

3.99%

+12.93%

Volatility

G2X.DE vs. ^NDX - Volatility Comparison

VanEck Gold Miners UCITS ETF (G2X.DE) has a higher volatility of 14.70% compared to NASDAQ 100 Index (^NDX) at 7.24%. This indicates that G2X.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


G2X.DE^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.70%

7.24%

+7.46%

Volatility (6M)

Calculated over the trailing 6-month period

35.64%

14.97%

+20.67%

Volatility (1Y)

Calculated over the trailing 1-year period

46.57%

18.91%

+27.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.29%

22.73%

+11.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.66%

23.06%

+9.60%

Frequently Asked Questions


G2X.DE and ^NDX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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