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

Performance

GDX.L vs. TREG.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 Global Real Estate UCITS ETF (TREG.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 TREG.L is traded in GBP. To make them comparable, the TREG.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 TREG.L's 9.88% return. Over the past 10 years, GDX.L has outperformed TREG.L with an annualized return of 10.47%, while TREG.L has yielded a comparatively lower 2.16% annualized return.


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%

TREG.L

1D
0.32%
1M
1.74%
6M
8.50%
YTD
9.88%
1Y
16.50%
3Y*
11.09%
5Y*
2.86%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDX.L vs. TREG.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%
TREG.L
VanEck Global Real Estate UCITS ETF
9.88%14.68%1.06%13.30%-25.65%30.14%-7.29%7.67%-5.85%5.00%

Correlation

The correlation between GDX.L and TREG.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.27

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

0.29

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

0.21

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

0.17

The correlation between GDX.L and TREG.L shifts across timeframes, from 0.17 (all time) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GDX.L vs. TREG.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

TREG.L
TREG.L Risk / Return Rank: 4242
Overall Rank
TREG.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TREG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
TREG.L Omega Ratio Rank: 4040
Omega Ratio Rank
TREG.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
TREG.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. TREG.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 Global Real Estate UCITS ETF (TREG.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.LTREG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.17

1.23

-0.05

Calmar ratioReturn relative to maximum drawdown

1.13

1.50

-0.37

Martin ratioReturn relative to average drawdown

2.64

5.11

-2.46

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

The current GDX.L Sharpe Ratio is 0.89, which is lower than the TREG.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of GDX.L and TREG.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. TREG.L - Drawdown Comparison

The maximum GDX.L drawdown since its inception was -50.37%, roughly equal to the maximum TREG.L drawdown of -52.53%. Use the drawdown chart below to compare losses from any high point for GDX.L and TREG.L.


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Drawdown Indicators


GDX.LTREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-52.53%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-37.20%

-10.92%

-26.28%

Max Drawdown (3Y)

Largest decline over 3 years

-37.20%

-17.05%

-20.15%

Max Drawdown (5Y)

Largest decline over 5 years

-45.52%

-33.44%

-12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-50.37%

-43.09%

-7.28%

Current Drawdown

Current decline from peak

-35.87%

-0.98%

-34.89%

Average Drawdown

Average peak-to-trough decline

-21.70%

-16.86%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.97%

3.22%

+12.75%

Volatility

GDX.L vs. TREG.L - Volatility Comparison

VanEck Gold Miners UCITS ETF (GDX.L) has a higher volatility of 14.82% compared to VanEck Global Real Estate UCITS ETF (TREG.L) at 3.73%. This indicates that GDX.L's price experiences larger fluctuations and is considered to be riskier than TREG.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.LTREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.82%

3.73%

+11.09%

Volatility (6M)

Calculated over the trailing 6-month period

38.73%

10.17%

+28.56%

Volatility (1Y)

Calculated over the trailing 1-year period

47.46%

12.43%

+35.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.88%

16.74%

+20.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.06%

18.15%

+16.91%

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

GDX.L has a 0.53% expense ratio, which is higher than TREG.L's 0.25% expense ratio.


Dividends

GDX.L vs. TREG.L - Dividend Comparison

GDX.L has not paid dividends to shareholders, while TREG.L's dividend yield for the trailing twelve months is around 3.34%.


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%
TREG.L
VanEck Global Real Estate UCITS ETF
3.34%3.57%3.48%3.64%4.54%1.82%4.49%3.41%3.83%2.79%

Frequently Asked Questions


GDX.L and TREG.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TREG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TREG.L is cheaper with a 0.25% expense ratio, compared with 0.53% for GDX.L.

GDX.L is categorized as Commodity Producers Equities, while TREG.L is REIT. GDX.L tracks VanEck Gold Miners UCITS ETF, while TREG.L tracks FTSE EPRA Nareit Global TR USD. Their fees differ too: 0.53% for GDX.L and 0.25% for TREG.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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