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

Performance

GDX.L vs. TDGB.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 Developed Markets Dividend Leaders UCITS ETF (TDGB.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 TDGB.L is traded in GBP. To make them comparable, the TDGB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GDX.L achieves a -14.33% return, which is significantly lower than TDGB.L's 11.13% return. Both investments have delivered pretty close results over the past 10 years, with GDX.L having a 10.47% annualized return and TDGB.L not far behind at 10.39%.


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%

TDGB.L

1D
0.57%
1M
1.85%
6M
9.77%
YTD
11.13%
1Y
29.45%
3Y*
22.34%
5Y*
17.71%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDX.L vs. TDGB.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%
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
11.13%40.77%8.81%14.79%9.40%18.51%-2.72%8.05%-13.18%12.67%

Correlation

The correlation between GDX.L and TDGB.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.35

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

0.37

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.22

The correlation between GDX.L and TDGB.L shifts across timeframes, from 0.22 (all time) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GDX.L vs. TDGB.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

TDGB.L
TDGB.L Risk / Return Rank: 9595
Overall Rank
TDGB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TDGB.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
TDGB.L Omega Ratio Rank: 9494
Omega Ratio Rank
TDGB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDGB.L Martin Ratio Rank: 9393
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. TDGB.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 Developed Markets Dividend Leaders UCITS ETF (TDGB.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.LTDGB.LDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.17

1.48

-0.31

Calmar ratioReturn relative to maximum drawdown

1.13

5.79

-4.66

Martin ratioReturn relative to average drawdown

2.64

15.45

-12.80

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

The current GDX.L Sharpe Ratio is 0.89, which is lower than the TDGB.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of GDX.L and TDGB.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. TDGB.L - Drawdown Comparison

The maximum GDX.L drawdown since its inception was -50.37%, which is greater than TDGB.L's maximum drawdown of -45.20%. Use the drawdown chart below to compare losses from any high point for GDX.L and TDGB.L.


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Drawdown Indicators


GDX.LTDGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-45.20%

-5.17%

Max Drawdown (1Y)

Largest decline over 1 year

-37.20%

-5.06%

-32.14%

Max Drawdown (3Y)

Largest decline over 3 years

-37.20%

-13.68%

-23.52%

Max Drawdown (5Y)

Largest decline over 5 years

-45.52%

-18.93%

-26.59%

Max Drawdown (10Y)

Largest decline over 10 years

-50.37%

-45.20%

-5.17%

Current Drawdown

Current decline from peak

-35.87%

0.00%

-35.87%

Average Drawdown

Average peak-to-trough decline

-21.70%

-8.11%

-13.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.97%

1.90%

+14.07%

Volatility

GDX.L vs. TDGB.L - Volatility Comparison

VanEck Gold Miners UCITS ETF (GDX.L) has a higher volatility of 14.82% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) at 3.08%. This indicates that GDX.L's price experiences larger fluctuations and is considered to be riskier than TDGB.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.LTDGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.82%

3.08%

+11.74%

Volatility (6M)

Calculated over the trailing 6-month period

38.73%

8.46%

+30.27%

Volatility (1Y)

Calculated over the trailing 1-year period

47.46%

11.09%

+36.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.88%

14.19%

+22.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.06%

16.10%

+18.96%

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

GDX.L has a 0.53% expense ratio, which is higher than TDGB.L's 0.38% expense ratio.


Dividends

GDX.L vs. TDGB.L - Dividend Comparison

GDX.L has not paid dividends to shareholders, while TDGB.L's dividend yield for the trailing twelve months is around 3.15%.


PositionTTM202520242023202220212020201920182017
GDX.L
VanEck Gold Miners UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.15%3.50%4.26%4.93%4.40%4.06%4.16%4.52%4.38%3.48%

Frequently Asked Questions


GDX.L and TDGB.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDGB.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDGB.L is cheaper with a 0.38% expense ratio, compared with 0.53% for GDX.L.

GDX.L is categorized as Commodity Producers Equities, while TDGB.L is Global Equities. GDX.L tracks VanEck Gold Miners UCITS ETF, while TDGB.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. Their fees differ too: 0.53% for GDX.L and 0.38% for TDGB.L.

Portfolio Optimizer

Find the right allocation for GDX.L and TDGB.L

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