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

Performance

GDX.L vs. GDGB.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with GDX.L having a -14.33% return and GDGB.L slightly higher at -14.19%.


GDX.L

1D
0.25%
1M
-14.29%
6M
-24.08%
YTD
-14.33%
1Y
45.65%
3Y*
33.56%
5Y*
18.04%
10Y*
10.47%

GDGB.L

1D
-2.45%
1M
-14.23%
6M
-24.03%
YTD
-14.19%
1Y
45.41%
3Y*
33.09%
5Y*
18.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GDX.L
VanEck Gold Miners UCITS ETF
-14.33%156.68%9.22%9.69%-7.72%-11.80%23.54%43.20%-10.18%2.95%
GDGB.L
VanEck Gold Miners UCITS ETF
-14.19%156.24%9.38%9.16%-7.97%-11.28%23.23%44.43%-10.42%1.81%

Correlation

The correlation between GDX.L and GDGB.L is 0.99 - 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

0.99

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2017

0.96

The correlation between GDX.L and GDGB.L has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

GDX.L vs. GDGB.L — Risk / Return Rank

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

GDX.L
GDX.L Risk / Return Rank: 2828
Overall Rank
GDX.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GDX.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
GDX.L Omega Ratio Rank: 3030
Omega Ratio Rank
GDX.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
GDX.L Martin Ratio Rank: 2525
Martin Ratio Rank

GDGB.L
GDGB.L Risk / Return Rank: 3030
Overall Rank
GDGB.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GDGB.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDGB.L Omega Ratio Rank: 3131
Omega Ratio Rank
GDGB.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
GDGB.L Martin Ratio Rank: 2626
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners UCITS ETF (GDX.L) and VanEck Gold Miners UCITS ETF (GDGB.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.


GDX.LGDGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.13

1.21

-0.08

Martin ratioReturn relative to average drawdown

2.64

2.83

-0.18

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

The current GDX.L Sharpe Ratio is 0.89, which is comparable to the GDGB.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of GDX.L and GDGB.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

GDX.L vs. GDGB.L - Drawdown Comparison

The maximum GDX.L drawdown since its inception was -50.37%, roughly equal to the maximum GDGB.L drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GDX.L and GDGB.L.


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Drawdown Indicators


GDX.LGDGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-50.68%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-37.20%

-37.37%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-37.20%

-37.37%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-45.52%

-46.27%

+0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-50.37%

Current Drawdown

Current decline from peak

-35.87%

-36.11%

+0.24%

Average Drawdown

Average peak-to-trough decline

-21.70%

-17.96%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.97%

16.01%

-0.04%

Volatility

GDX.L vs. GDGB.L - Volatility Comparison

VanEck Gold Miners UCITS ETF (GDX.L) and VanEck Gold Miners UCITS ETF (GDGB.L) have volatilities of 14.82% and 14.74%, 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


GDX.LGDGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.82%

14.74%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

38.73%

37.71%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

47.46%

46.97%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.88%

36.34%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.06%

34.56%

+0.50%

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

Both GDX.L and GDGB.L have an expense ratio of 0.53%.


Dividends

GDX.L vs. GDGB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, GDX.L and GDGB.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.

Both ETFs have the same 0.53% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GDX.L and GDGB.L have the same expense ratio: 0.53% per year.

GDX.L is categorized as Commodity Producers Equities, while GDGB.L is Gold. GDX.L tracks VanEck Gold Miners UCITS ETF, while GDGB.L tracks MarketVector Global Gold Miners Index.

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