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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 (GDXD). 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 achieves a -14.46% return, which is significantly higher than GDXD's -37.37% return.


GDX

1D
-2.86%
1M
-8.32%
6M
-23.35%
YTD
-14.46%
1Y
40.98%
3Y*
33.47%
5Y*
17.75%
10Y*
10.48%

GDXD

1D
8.77%
1M
16.42%
6M
-11.19%
YTD
-37.37%
1Y
-91.03%
3Y*
-82.31%
5Y*
-72.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDX vs. GDXD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GDX
VanEck Gold Miners ETF
-14.46%154.77%10.63%9.98%-9.01%-9.52%0.66%
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
-37.37%-97.53%-57.78%-52.35%-52.56%-19.71%-13.10%

Correlation

The correlation between GDX and GDXD is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-1.00

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

-1.00

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

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Return for Risk

GDX vs. GDXD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GDX
GDX Risk / Return Rank: 2828
Overall Rank
GDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GDX Omega Ratio Rank: 3131
Omega Ratio Rank
GDX Calmar Ratio Rank: 2828
Calmar Ratio Rank
GDX Martin Ratio Rank: 2525
Martin Ratio Rank

GDXD
GDXD Risk / Return Rank: 33
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: 11
Calmar Ratio Rank
GDXD Martin Ratio Rank: 44
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 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 (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

+1.49

Sortino ratioReturn per unit of downside risk

+2.72

Omega ratioGain probability vs. loss probability

1.18

0.85

+0.33

Calmar ratioReturn relative to maximum drawdown

1.12

-0.95

+2.07

Martin ratioReturn relative to average drawdown

2.59

-1.12

+3.72

GDX vs. GDXD - Sharpe Ratio Comparison

The current GDX Sharpe Ratio is 0.86, 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.


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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.


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Drawdown Indicators


GDXGDXDDifference

Max Drawdown

Largest peak-to-trough decline

-80.34%

-99.96%

+19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-36.66%

-96.19%

+59.53%

Max Drawdown (3Y)

Largest decline over 3 years

-36.66%

-99.86%

+63.20%

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

-36.66%

-99.91%

+63.25%

Average Drawdown

Average peak-to-trough decline

-40.39%

-72.32%

+31.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.85%

80.98%

-65.13%

Volatility

GDX vs. GDXD - Volatility Comparison

The current volatility for VanEck Gold Miners ETF (GDX) is 14.73%, while MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a volatility of 47.16%. 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.


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Volatility by Period


GDXGDXDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

47.16%

-32.43%

Volatility (6M)

Calculated over the trailing 6-month period

39.96%

117.86%

-77.90%

Volatility (1Y)

Calculated over the trailing 1-year period

48.08%

144.94%

-96.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.07%

112.08%

-75.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.36%

110.75%

-73.39%

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 0.86%, while GDXD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GDX
VanEck Gold Miners ETF
0.86%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
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 (47.16%) compared to GDX (14.73%). In terms of maximum drawdown, GDX dropped -80.34% vs GDXD's -99.96%.

On 5-year performance, GDX leads with 17.75% vs -72.96% for GDXD. On fees, GDX is cheaper at 0.51% per year. On volatility, GDX has been the lower-risk option at 14.73%. 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 17.75% return vs -72.96%. 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 0.86%, 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 - Benchmark TR Gross (-300%). 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 (0.86 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

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