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GDIG.L vs. SPAG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDIG.L vs. SPAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck S&P Global Mining UCITS ETF (GDIG.L) and iShares Agribusiness UCITS ETF USD (Acc) (SPAG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GDIG.L is traded in USD, while SPAG.L is traded in GBp. To make them comparable, the SPAG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GDIG.L achieves a -2.57% return, which is significantly lower than SPAG.L's 13.06% return.


GDIG.L

1D
-2.00%
1M
-17.87%
6M
-13.29%
YTD
-2.57%
1Y
48.61%
3Y*
20.16%
5Y*
12.28%
10Y*

SPAG.L

1D
0.57%
1M
3.96%
6M
6.63%
YTD
13.06%
1Y
16.82%
3Y*
5.35%
5Y*
4.83%
10Y*
7.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDIG.L vs. SPAG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GDIG.L
VanEck S&P Global Mining UCITS ETF
-2.57%90.59%-8.69%4.58%3.63%7.14%31.37%25.35%-14.81%
SPAG.L
iShares Agribusiness UCITS ETF USD (Acc)
13.06%16.96%-5.80%-9.24%2.79%23.52%9.90%18.49%-11.12%

Correlation

The correlation between GDIG.L and SPAG.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.38

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

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2018

0.49

Over the past year, the correlation between GDIG.L and SPAG.L has dropped to 0.27 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

GDIG.L vs. SPAG.L — Risk / Return Rank

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

GDIG.L
GDIG.L Risk / Return Rank: 4343
Overall Rank
GDIG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GDIG.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
GDIG.L Omega Ratio Rank: 4242
Omega Ratio Rank
GDIG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
GDIG.L Martin Ratio Rank: 3838
Martin Ratio Rank

SPAG.L
SPAG.L Risk / Return Rank: 4545
Overall Rank
SPAG.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPAG.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPAG.L Omega Ratio Rank: 4646
Omega Ratio Rank
SPAG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPAG.L Martin Ratio Rank: 3838
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.

GDIG.L vs. SPAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck S&P Global Mining UCITS ETF (GDIG.L) and iShares Agribusiness UCITS ETF USD (Acc) (SPAG.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.


GDIG.LSPAG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.22

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.77

1.65

+0.12

Martin ratioReturn relative to average drawdown

4.67

4.55

+0.12

GDIG.L vs. SPAG.L - Sharpe Ratio Comparison

The current GDIG.L Sharpe Ratio is 1.28, which is comparable to the SPAG.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of GDIG.L and SPAG.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

GDIG.L vs. SPAG.L - Drawdown Comparison

The maximum GDIG.L drawdown since its inception was -40.03%, smaller than the maximum SPAG.L drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for GDIG.L and SPAG.L.


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Drawdown Indicators


GDIG.LSPAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.03%

-45.23%

+5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-27.29%

-10.16%

-17.13%

Max Drawdown (3Y)

Largest decline over 3 years

-27.29%

-25.62%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

-33.42%

-6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-38.12%

Current Drawdown

Current decline from peak

-26.43%

-6.35%

-20.08%

Average Drawdown

Average peak-to-trough decline

-12.72%

-21.87%

+9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.38%

3.69%

+6.69%

Volatility

GDIG.L vs. SPAG.L - Volatility Comparison

VanEck S&P Global Mining UCITS ETF (GDIG.L) has a higher volatility of 11.13% compared to iShares Agribusiness UCITS ETF USD (Acc) (SPAG.L) at 2.64%. This indicates that GDIG.L's price experiences larger fluctuations and is considered to be riskier than SPAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDIG.LSPAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.13%

2.64%

+8.49%

Volatility (6M)

Calculated over the trailing 6-month period

31.79%

9.92%

+21.87%

Volatility (1Y)

Calculated over the trailing 1-year period

37.90%

12.80%

+25.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.91%

21.75%

+10.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.49%

19.87%

+10.62%

GDIG.L vs. SPAG.L - Expense Ratio Comparison

GDIG.L has a 0.50% expense ratio, which is lower than SPAG.L's 0.55% expense ratio.


Dividends

GDIG.L vs. SPAG.L - Dividend Comparison

Neither GDIG.L nor SPAG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GDIG.L and SPAG.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GDIG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GDIG.L is cheaper with a 0.50% expense ratio, compared with 0.55% for SPAG.L.

GDIG.L tracks S&P Global Mining Reduced Coal Index, while SPAG.L tracks S&P Commodity Producers Agribusiness Index NTR. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.50% for GDIG.L and 0.55% for SPAG.L.

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