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GDGB.L vs. GOLB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDGB.L vs. GOLB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Gold Miners UCITS ETF (GDGB.L) and Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDGB.L achieves a -9.63% return, which is significantly lower than GOLB.L's -6.12% return.


GDGB.L

1D
1.30%
1M
-11.13%
YTD
-9.63%
6M
-13.73%
1Y
52.81%
3Y*
36.08%
5Y*
19.88%
10Y*

GOLB.L

1D
1.26%
1M
-11.87%
YTD
-6.12%
6M
-11.22%
1Y
59.74%
3Y*
38.72%
5Y*
20.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDGB.L vs. GOLB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GDGB.L
VanEck Gold Miners UCITS ETF
-9.63%138.26%11.24%3.69%3.04%-10.47%23.65%
GOLB.L
Market Access NYSE Arca Gold Bugs UCITS ETF
-6.12%138.44%14.06%0.34%1.34%-14.65%84.95%

Correlation

The correlation between GDGB.L and GOLB.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2020

0.93

The correlation between GDGB.L and GOLB.L has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

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Return for Risk

GDGB.L vs. GOLB.L — Risk / Return Rank

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

GDGB.L
GDGB.L Risk / Return Rank: 3434
Overall Rank
GDGB.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GDGB.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
GDGB.L Omega Ratio Rank: 3434
Omega Ratio Rank
GDGB.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
GDGB.L Martin Ratio Rank: 3030
Martin Ratio Rank

GOLB.L
GOLB.L Risk / Return Rank: 3838
Overall Rank
GOLB.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GOLB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
GOLB.L Omega Ratio Rank: 3838
Omega Ratio Rank
GOLB.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
GOLB.L 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.

GDGB.L vs. GOLB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners UCITS ETF (GDGB.L) and Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L). 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.


GDGB.LGOLB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratioReturn relative to maximum drawdown

1.52

1.75

-0.23

Martin ratioReturn relative to average drawdown

3.92

4.54

-0.63

GDGB.L vs. GOLB.L - Sharpe Ratio Comparison

The current GDGB.L Sharpe Ratio is 1.19, which is comparable to the GOLB.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GDGB.L and GOLB.L, 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

GDGB.L vs. GOLB.L - Drawdown Comparison

The maximum GDGB.L drawdown since its inception was -40.80%, smaller than the maximum GOLB.L drawdown of -44.07%. Use the drawdown chart below to compare losses from any high point for GDGB.L and GOLB.L.


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Drawdown Indicators


GDGB.LGOLB.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.80%

-44.07%

+3.27%

Max Drawdown (1Y)

Largest decline over 1 year

-34.64%

-33.95%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-34.64%

-33.95%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-35.49%

-37.60%

+2.11%

Current Drawdown

Current decline from peak

-32.59%

-32.23%

-0.36%

Average Drawdown

Average peak-to-trough decline

-17.58%

-21.25%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.44%

13.10%

+0.34%

Volatility

GDGB.L vs. GOLB.L - Volatility Comparison

VanEck Gold Miners UCITS ETF (GDGB.L) and Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L) have volatilities of 16.75% and 16.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDGB.LGOLB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.75%

16.93%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

36.16%

36.28%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

44.22%

44.56%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.25%

34.48%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.39%

43.67%

-11.28%

GDGB.L vs. GOLB.L - Expense Ratio Comparison

GDGB.L has a 0.53% expense ratio, which is lower than GOLB.L's 0.65% expense ratio.


Dividends

GDGB.L vs. GOLB.L - Dividend Comparison

Neither GDGB.L nor GOLB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, GDGB.L and GOLB.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GDGB.L is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GDGB.L is cheaper with a 0.53% expense ratio, compared with 0.65% for GOLB.L.

GDGB.L tracks MarketVector Global Gold Miners Index, while GOLB.L tracks EMIX Global Mining Global Gold TR USD. They also come from different issuers: VanEck and China Post Global. Their fees differ too: 0.53% for GDGB.L and 0.65% for GOLB.L.

Portfolio Optimizer

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