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

Performance

GDX.L vs. MOAT.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 Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.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 -14.33% return, which is significantly lower than MOAT.L's 0.19% return. Both investments have delivered pretty close results over the past 10 years, with GDX.L having a 10.47% annualized return and MOAT.L not far ahead at 10.71%.


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%

MOAT.L

1D
1.33%
1M
2.59%
6M
-1.76%
YTD
0.19%
1Y
8.33%
3Y*
7.77%
5Y*
3.69%
10Y*
10.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDX.L vs. MOAT.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%7.61%
MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
0.19%7.34%11.12%18.37%-18.70%25.53%13.62%33.78%-1.64%22.51%

Correlation

The correlation between GDX.L and MOAT.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.26

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

0.28

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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2015

0.14

The correlation between GDX.L and MOAT.L shifts across timeframes, from 0.14 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GDX.L vs. MOAT.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

MOAT.L
MOAT.L Risk / Return Rank: 2020
Overall Rank
MOAT.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MOAT.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
MOAT.L Omega Ratio Rank: 1818
Omega Ratio Rank
MOAT.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
MOAT.L Martin Ratio Rank: 2020
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. MOAT.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 Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.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.LMOAT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.17

1.11

+0.07

Calmar ratioReturn relative to maximum drawdown

1.13

0.70

+0.43

Martin ratioReturn relative to average drawdown

2.64

1.75

+0.89

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

The current GDX.L Sharpe Ratio is 0.89, which is higher than the MOAT.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of GDX.L and MOAT.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. MOAT.L - Drawdown Comparison

The maximum GDX.L drawdown since its inception was -50.37%, which is greater than MOAT.L's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for GDX.L and MOAT.L.


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Drawdown Indicators


GDX.LMOAT.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-32.78%

-17.59%

Max Drawdown (1Y)

Largest decline over 1 year

-37.20%

-11.86%

-25.34%

Max Drawdown (3Y)

Largest decline over 3 years

-37.20%

-21.84%

-15.36%

Max Drawdown (5Y)

Largest decline over 5 years

-45.52%

-27.06%

-18.46%

Max Drawdown (10Y)

Largest decline over 10 years

-50.37%

-32.78%

-17.59%

Current Drawdown

Current decline from peak

-35.87%

-2.24%

-33.63%

Average Drawdown

Average peak-to-trough decline

-21.70%

-5.55%

-16.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.97%

4.74%

+11.23%

Volatility

GDX.L vs. MOAT.L - Volatility Comparison

VanEck Gold Miners UCITS ETF (GDX.L) has a higher volatility of 14.82% compared to VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L) at 5.05%. This indicates that GDX.L's price experiences larger fluctuations and is considered to be riskier than MOAT.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.LMOAT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.82%

5.05%

+9.77%

Volatility (6M)

Calculated over the trailing 6-month period

38.73%

10.69%

+28.04%

Volatility (1Y)

Calculated over the trailing 1-year period

47.46%

14.07%

+33.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.88%

16.47%

+20.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.06%

16.84%

+18.22%

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

GDX.L has a 0.53% expense ratio, which is higher than MOAT.L's 0.49% expense ratio.


Dividends

GDX.L vs. MOAT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GDX.L and MOAT.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MOAT.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MOAT.L is cheaper with a 0.49% expense ratio, compared with 0.53% for GDX.L.

GDX.L is categorized as Commodity Producers Equities, while MOAT.L is Large Cap Blend Equities. GDX.L tracks VanEck Gold Miners UCITS ETF, while MOAT.L tracks Russell 1000 TR USD. Their fees differ too: 0.53% for GDX.L and 0.49% for MOAT.L.

Portfolio Optimizer

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