PortfoliosLab logoPortfoliosLab logo
GDX vs. GDXD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDX vs. GDXD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Gold Miners ETF (GDX) and MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040 (GDXD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GDX achieves a -13.61% return, which is significantly higher than GDXD's -42.32% return.


GDX

1D
-3.49%
1M
-5.52%
6M
-21.34%
YTD
-13.61%
1Y
42.30%
3Y*
36.42%
5Y*
17.86%
10Y*
10.07%
ALL TIME*
4.56%

GDXD

1D
10.48%
1M
10.38%
6M
-10.42%
YTD
-42.32%
1Y
-91.93%
3Y*
-83.55%
5Y*
-73.29%
10Y*
ALL TIME*
-70.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.26B$1.34B$1.78B
$19.58M$21.95M$29.87M

GDX vs. GDXD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GDX
VanEck Gold Miners ETF
-13.61%154.77%10.63%9.98%-9.01%-9.52%0.66%
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040
-42.32%-97.53%-57.78%-52.35%-52.56%-19.71%-13.10%

Correlation

The correlation between GDX and GDXD is -1.00, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-1.00

Correlation (3Y)
Balances recent behavior with more history.

-1.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.99

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2020

-0.99

The correlation between GDX and GDXD has been stable across timeframes, ranging from -1.00 to -0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GDX vs. GDXD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GDX
GDX Risk / Return Rank: 3535
Overall Rank
GDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3737
Sortino Ratio Rank
GDX Omega Ratio Rank: 3939
Omega Ratio Rank
GDX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GDX Martin Ratio Rank: 2929
Martin Ratio Rank

GDXD
GDXD Risk / Return Rank: 22
Overall Rank
GDXD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
GDXD Sortino Ratio Rank: 22
Sortino Ratio Rank
GDXD Omega Ratio Rank: 22
Omega Ratio Rank
GDXD Calmar Ratio Rank: 00
Calmar Ratio Rank
GDXD Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GDX vs. GDXD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners ETF (GDX) and MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040 (GDXD). 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.


GDXGDXDDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.88

Omega ratioGain probability vs. loss probability

1.18

0.84

+0.34

Calmar ratioReturn relative to maximum drawdown

1.15

-0.96

+2.11

Martin ratioReturn relative to average drawdown

2.48

-1.11

+3.60

GDX vs. GDXD - Sharpe Ratio Comparison

The current GDX Sharpe Ratio is 0.92, which is higher than the GDXD Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of GDX and GDXD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GDX vs. GDXD - Drawdown Comparison

The maximum GDX drawdown since its inception was -80.34%, smaller than the maximum GDXD drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for GDX and GDXD.


Loading charts...

Drawdown Indicators


GDXGDXDDifference

Max Drawdown

Largest peak-to-trough decline

-80.34%

-99.96%

+19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-38.93%

-95.95%

+57.02%

Max Drawdown (3Y)

Largest decline over 3 years

-38.93%

-99.86%

+60.93%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

-99.96%

+53.45%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

Current Drawdown

Current decline from peak

-36.03%

-99.92%

+63.89%

Average Drawdown

Average peak-to-trough decline

-40.37%

-72.59%

+32.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.97%

83.56%

-65.59%

Volatility

GDX vs. GDXD - Volatility Comparison

The current volatility for VanEck Gold Miners ETF (GDX) is 12.73%, while MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040 (GDXD) has a volatility of 40.76%. This indicates that GDX experiences smaller price fluctuations and is considered to be less risky than GDXD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GDXGDXDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.73%

40.76%

-28.03%

Volatility (6M)

Calculated over the trailing 6-month period

39.94%

118.25%

-78.31%

Volatility (1Y)

Calculated over the trailing 1-year period

48.49%

146.68%

-98.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.23%

112.62%

-75.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.34%

110.97%

-73.63%

GDX vs. GDXD - Expense Ratio Comparison

GDX has a 0.51% expense ratio, which is lower than GDXD's 0.95% expense ratio.


Dividends

GDX vs. GDXD - Dividend Comparison

GDX's dividend yield for the trailing twelve months is around 0.85%, while GDXD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GDX
VanEck Gold Miners ETF
0.85%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GDX and GDXD have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXD has higher volatility (40.76%) compared to GDX (12.73%). In terms of maximum drawdown, GDX dropped -80.34% vs GDXD's -99.96%.

On 5-year performance, GDX leads with 17.86% vs -73.29% for GDXD. On fees, GDX is cheaper at 0.51% per year. On volatility, GDX has been the lower-risk option at 12.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GDX has performed better with a 17.86% return vs -73.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDX is cheaper with a 0.51% expense ratio, compared with 0.95% for GDXD.

GDX has the higher dividend yield at 0.85%, compared with 0.00% for GDXD.

GDX is categorized as Gold, while GDXD is Inverse Equities. GDX tracks NYSE MarketVector Global Gold Miners Index, while GDXD tracks S-Network MicroSectors Gold Miners Index. They also come from different issuers: VanEck and BMO. Their fees differ too: 0.51% for GDX and 0.95% for GDXD.

GDX currently has the higher Sharpe Ratio (0.92 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GDX and GDXD

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

Open Portfolio Optimizer