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GDX vs. IAUM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDX vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Gold Miners ETF (GDX) and iShares Gold Trust Micro (IAUM). The values are adjusted to include any dividend payments, if applicable.

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GDX vs. IAUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDX
VanEck Gold Miners ETF
11.94%154.77%10.63%9.98%-9.01%-3.12%
IAUM
iShares Gold Trust Micro
10.49%64.27%27.04%13.12%-0.49%3.87%

Returns By Period

In the year-to-date period, GDX achieves a 11.94% return, which is significantly higher than IAUM's 10.49% return.


GDX

1D
4.62%
1M
-16.76%
YTD
11.94%
6M
25.38%
1Y
111.15%
3Y*
45.40%
5Y*
25.09%
10Y*
18.07%

IAUM

1D
1.71%
1M
-10.65%
YTD
10.49%
6M
23.22%
1Y
52.68%
3Y*
34.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDX vs. IAUM - Expense Ratio Comparison

GDX has a 0.51% expense ratio, which is higher than IAUM's 0.09% expense ratio.


Return for Risk

GDX vs. IAUM — Risk / Return Rank

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

GDX
GDX Risk / Return Rank: 9292
Overall Rank
GDX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDX Omega Ratio Rank: 8989
Omega Ratio Rank
GDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
GDX Martin Ratio Rank: 9191
Martin Ratio Rank

IAUM
IAUM Risk / Return Rank: 8686
Overall Rank
IAUM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 8585
Sortino Ratio Rank
IAUM Omega Ratio Rank: 8585
Omega Ratio Rank
IAUM Calmar Ratio Rank: 8686
Calmar Ratio Rank
IAUM Martin Ratio Rank: 8484
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. IAUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners ETF (GDX) and iShares Gold Trust Micro (IAUM). 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.


GDXIAUMDifference

Sharpe ratio

Return per unit of total volatility

2.42

1.92

+0.50

Sortino ratio

Return per unit of downside risk

2.60

2.35

+0.24

Omega ratio

Gain probability vs. loss probability

1.38

1.35

+0.03

Calmar ratio

Return relative to maximum drawdown

3.58

2.74

+0.84

Martin ratio

Return relative to average drawdown

12.86

10.02

+2.84

GDX vs. IAUM - Sharpe Ratio Comparison

The current GDX Sharpe Ratio is 2.42, which is comparable to the IAUM Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of GDX and IAUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GDXIAUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.92

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

1.31

-1.17

Correlation

The correlation between GDX and IAUM is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GDX vs. IAUM - Dividend Comparison

GDX's dividend yield for the trailing twelve months is around 0.66%, while IAUM has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GDX
VanEck Gold Miners ETF
0.66%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GDX vs. IAUM - Drawdown Comparison

The maximum GDX drawdown since its inception was -80.34%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for GDX and IAUM.


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Drawdown Indicators


GDXIAUMDifference

Max Drawdown

Largest peak-to-trough decline

-80.34%

-20.87%

-59.47%

Max Drawdown (1Y)

Largest decline over 1 year

-30.84%

-19.15%

-11.69%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

Current Drawdown

Current decline from peak

-17.12%

-11.69%

-5.43%

Average Drawdown

Average peak-to-trough decline

-40.60%

-4.99%

-35.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

5.23%

+3.35%

Volatility

GDX vs. IAUM - Volatility Comparison

VanEck Gold Miners ETF (GDX) has a higher volatility of 17.26% compared to iShares Gold Trust Micro (IAUM) at 10.38%. This indicates that GDX's price experiences larger fluctuations and is considered to be riskier than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXIAUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.26%

10.38%

+6.88%

Volatility (6M)

Calculated over the trailing 6-month period

38.43%

24.00%

+14.43%

Volatility (1Y)

Calculated over the trailing 1-year period

46.20%

27.53%

+18.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.76%

17.79%

+17.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.46%

17.79%

+19.67%