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

Performance

GDX.L vs. ISAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Gold Miners UCITS ETF USD (Acc) (GDX.L) and iShares Agribusiness UCITS ETF USD (Acc) (ISAG.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, GDX.L achieves a -17.08% return, which is significantly lower than ISAG.L's 12.83% return. Over the past 10 years, GDX.L has outperformed ISAG.L with an annualized return of 10.09%, while ISAG.L has yielded a comparatively lower 7.36% annualized return.


GDX.L

1D
-1.02%
1M
-20.18%
6M
-26.20%
YTD
-17.08%
1Y
41.29%
3Y*
30.94%
5Y*
17.28%
10Y*
10.09%

ISAG.L

1D
0.55%
1M
2.83%
6M
6.21%
YTD
12.83%
1Y
16.69%
3Y*
5.11%
5Y*
4.76%
10Y*
7.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GDX.L
VanEck Gold Miners UCITS ETF USD (Acc)
-17.08%156.68%9.22%9.69%-7.72%-11.80%23.54%43.20%-10.18%7.61%
ISAG.L
iShares Agribusiness UCITS ETF USD (Acc)
12.83%16.78%-5.66%-8.90%2.73%23.33%10.28%17.65%-12.99%19.93%

Correlation

The correlation between GDX.L and ISAG.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.32

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

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2015

0.24

The correlation between GDX.L and ISAG.L shifts across timeframes, from 0.23 (all time) to 0.34 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GDX.L vs. ISAG.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: 3030
Overall Rank
GDX.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GDX.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDX.L Omega Ratio Rank: 3131
Omega Ratio Rank
GDX.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
GDX.L Martin Ratio Rank: 2626
Martin Ratio Rank

ISAG.L
ISAG.L Risk / Return Rank: 4444
Overall Rank
ISAG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ISAG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
ISAG.L Omega Ratio Rank: 4545
Omega Ratio Rank
ISAG.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
ISAG.L Martin Ratio Rank: 3939
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. ISAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners UCITS ETF USD (Acc) (GDX.L) and iShares Agribusiness UCITS ETF USD (Acc) (ISAG.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.LISAG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratioReturn relative to maximum drawdown

1.08

1.63

-0.55

Martin ratioReturn relative to average drawdown

2.55

4.59

-2.04

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

The current GDX.L Sharpe Ratio is 0.87, which is comparable to the ISAG.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of GDX.L and ISAG.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. ISAG.L - Drawdown Comparison

The maximum GDX.L drawdown since its inception was -50.37%, which is greater than ISAG.L's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for GDX.L and ISAG.L.


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Drawdown Indicators


GDX.LISAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-37.16%

-13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-37.93%

-10.17%

-27.76%

Max Drawdown (3Y)

Largest decline over 3 years

-37.93%

-19.13%

-18.80%

Max Drawdown (5Y)

Largest decline over 5 years

-45.52%

-33.22%

-12.30%

Max Drawdown (10Y)

Largest decline over 10 years

-50.37%

-37.16%

-13.21%

Current Drawdown

Current decline from peak

-37.93%

-6.32%

-31.61%

Average Drawdown

Average peak-to-trough decline

-21.71%

-10.38%

-11.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.16%

3.63%

+12.53%

Volatility

GDX.L vs. ISAG.L - Volatility Comparison

VanEck Gold Miners UCITS ETF USD (Acc) (GDX.L) has a higher volatility of 13.30% compared to iShares Agribusiness UCITS ETF USD (Acc) (ISAG.L) at 2.41%. This indicates that GDX.L's price experiences larger fluctuations and is considered to be riskier than ISAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDX.LISAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.30%

2.41%

+10.89%

Volatility (6M)

Calculated over the trailing 6-month period

38.78%

10.29%

+28.49%

Volatility (1Y)

Calculated over the trailing 1-year period

47.47%

13.49%

+33.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.88%

17.62%

+19.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.06%

17.84%

+17.22%

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

GDX.L has a 0.53% expense ratio, which is lower than ISAG.L's 0.55% expense ratio.


Dividends

GDX.L vs. ISAG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GDX.L and ISAG.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GDX.L is cheaper with a 0.53% expense ratio, compared with 0.55% for ISAG.L.

GDX.L is categorized as Precious Metals Equities, while ISAG.L is Commodity Producers Equities. GDX.L tracks MarketVector Global Gold Miners Index, while ISAG.L tracks S&P Commodity Producers Agribusiness Index NTR. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.53% for GDX.L and 0.55% for ISAG.L.

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