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GDIG.L vs. UD07.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDIG.L vs. UD07.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 UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L). The values are adjusted to include any dividend payments, if applicable.

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GDIG.L vs. UD07.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GDIG.L
VanEck S&P Global Mining UCITS ETF
8.84%90.59%-8.68%4.57%3.63%7.14%31.37%25.35%-14.38%
UD07.L
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc
17.14%18.17%4.49%-6.28%17.96%30.73%1.76%6.94%-10.33%
Different Trading Currencies

GDIG.L is traded in USD, while UD07.L is traded in GBp. To make them comparable, the UD07.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 8.84% return, which is significantly lower than UD07.L's 17.14% return.


GDIG.L

1D
1.55%
1M
-17.82%
YTD
8.84%
6M
27.05%
1Y
89.02%
3Y*
24.35%
5Y*
16.02%
10Y*

UD07.L

1D
0.10%
1M
6.46%
YTD
17.14%
6M
24.34%
1Y
26.83%
3Y*
12.30%
5Y*
14.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDIG.L vs. UD07.L - Expense Ratio Comparison

GDIG.L has a 0.50% expense ratio, which is higher than UD07.L's 0.34% expense ratio.


Return for Risk

GDIG.L vs. UD07.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: 9494
Overall Rank
GDIG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GDIG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
GDIG.L Omega Ratio Rank: 9292
Omega Ratio Rank
GDIG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
GDIG.L Martin Ratio Rank: 9494
Martin Ratio Rank

UD07.L
UD07.L Risk / Return Rank: 7878
Overall Rank
UD07.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UD07.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
UD07.L Omega Ratio Rank: 8080
Omega Ratio Rank
UD07.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
UD07.L Martin Ratio Rank: 5757
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. UD07.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 UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.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.


GDIG.LUD07.LDifference

Sharpe ratio

Return per unit of total volatility

2.60

1.83

+0.76

Sortino ratio

Return per unit of downside risk

2.96

2.42

+0.55

Omega ratio

Gain probability vs. loss probability

1.41

1.33

+0.08

Calmar ratio

Return relative to maximum drawdown

3.60

3.07

+0.53

Martin ratio

Return relative to average drawdown

14.63

8.78

+5.84

GDIG.L vs. UD07.L - Sharpe Ratio Comparison

The current GDIG.L Sharpe Ratio is 2.60, which is higher than the UD07.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GDIG.L and UD07.L, 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


GDIG.LUD07.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.83

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.50

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.39

+0.13

Correlation

The correlation between GDIG.L and UD07.L is 0.48, 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

GDIG.L vs. UD07.L - Dividend Comparison

Neither GDIG.L nor UD07.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GDIG.L vs. UD07.L - Drawdown Comparison

The maximum GDIG.L drawdown since its inception was -40.03%, roughly equal to the maximum UD07.L drawdown of -41.41%. Use the drawdown chart below to compare losses from any high point for GDIG.L and UD07.L.


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Drawdown Indicators


GDIG.LUD07.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.03%

-39.71%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-24.08%

-8.53%

-15.55%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

-39.71%

-0.32%

Current Drawdown

Current decline from peak

-17.82%

-13.02%

-4.80%

Average Drawdown

Average peak-to-trough decline

-12.75%

-18.93%

+6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

4.07%

+1.85%

Volatility

GDIG.L vs. UD07.L - Volatility Comparison

VanEck S&P Global Mining UCITS ETF (GDIG.L) has a higher volatility of 14.90% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) at 5.44%. This indicates that GDIG.L's price experiences larger fluctuations and is considered to be riskier than UD07.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.LUD07.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.90%

5.44%

+9.46%

Volatility (6M)

Calculated over the trailing 6-month period

28.47%

11.14%

+17.33%

Volatility (1Y)

Calculated over the trailing 1-year period

34.21%

14.58%

+19.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.78%

28.90%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.66%

23.97%

+5.69%