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

Performance

GDGB.L vs. WPM - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Gold Miners UCITS ETF (GDGB.L) and Wheaton Precious Metals Corp. (WPM). The values are adjusted to include any dividend payments, if applicable.

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GDGB.L vs. WPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDGB.L
VanEck Gold Miners UCITS ETF
13.95%138.26%11.24%3.69%3.04%-10.47%19.56%38.86%-5.04%-4.03%
WPM
Wheaton Precious Metals Corp.
18.51%95.52%17.25%21.51%3.46%5.21%37.65%48.74%-4.70%9.04%
Different Trading Currencies

GDGB.L is traded in GBP, while WPM is traded in USD. To make them comparable, the WPM values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GDGB.L achieves a 13.95% return, which is significantly lower than WPM's 18.51% return.


GDGB.L

1D
7.03%
1M
-14.18%
YTD
13.95%
6M
27.85%
1Y
104.84%
3Y*
41.71%
5Y*
26.40%
10Y*

WPM

1D
4.18%
1M
-16.38%
YTD
18.51%
6M
25.19%
1Y
74.78%
3Y*
39.64%
5Y*
30.55%
10Y*
26.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GDGB.L vs. WPM — 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: 9292
Overall Rank
GDGB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDGB.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
GDGB.L Omega Ratio Rank: 8989
Omega Ratio Rank
GDGB.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
GDGB.L Martin Ratio Rank: 9292
Martin Ratio Rank

WPM
WPM Risk / Return Rank: 8383
Overall Rank
WPM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WPM Sortino Ratio Rank: 7979
Sortino Ratio Rank
WPM Omega Ratio Rank: 8181
Omega Ratio Rank
WPM Calmar Ratio Rank: 8282
Calmar Ratio Rank
WPM Martin Ratio Rank: 8888
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. WPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners UCITS ETF (GDGB.L) and Wheaton Precious Metals Corp. (WPM). 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.


GDGB.LWPMDifference

Sharpe ratio

Return per unit of total volatility

2.49

1.77

+0.72

Sortino ratio

Return per unit of downside risk

2.76

2.07

+0.69

Omega ratio

Gain probability vs. loss probability

1.38

1.30

+0.08

Calmar ratio

Return relative to maximum drawdown

3.71

2.40

+1.31

Martin ratio

Return relative to average drawdown

13.34

9.44

+3.90

GDGB.L vs. WPM - Sharpe Ratio Comparison

The current GDGB.L Sharpe Ratio is 2.49, which is higher than the WPM Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of GDGB.L and WPM, 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


GDGB.LWPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

1.77

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.96

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.82

-0.25

Correlation

The correlation between GDGB.L and WPM is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GDGB.L vs. WPM - Dividend Comparison

GDGB.L has not paid dividends to shareholders, while WPM's dividend yield for the trailing twelve months is around 0.50%.


TTM2025202420232022202120202019201820172016
GDGB.L
VanEck Gold Miners UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WPM
Wheaton Precious Metals Corp.
0.50%0.56%1.10%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%

Drawdowns

GDGB.L vs. WPM - Drawdown Comparison

The maximum GDGB.L drawdown since its inception was -40.80%, smaller than the maximum WPM drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for GDGB.L and WPM.


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Drawdown Indicators


GDGB.LWPMDifference

Max Drawdown

Largest peak-to-trough decline

-40.80%

-48.64%

+7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-28.97%

-30.84%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-35.49%

-43.29%

+7.80%

Max Drawdown (10Y)

Largest decline over 10 years

-48.64%

Current Drawdown

Current decline from peak

-15.00%

-17.32%

+2.32%

Average Drawdown

Average peak-to-trough decline

-17.46%

-18.86%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.07%

8.23%

-0.16%

Volatility

GDGB.L vs. WPM - Volatility Comparison

VanEck Gold Miners UCITS ETF (GDGB.L) has a higher volatility of 18.03% compared to Wheaton Precious Metals Corp. (WPM) at 16.20%. This indicates that GDGB.L's price experiences larger fluctuations and is considered to be riskier than WPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDGB.LWPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.03%

16.20%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

35.02%

35.96%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

41.87%

42.41%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.07%

31.87%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.89%

35.55%

-3.66%