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GDX vs. SMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDX vs. SMH - Performance Comparison

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

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GDX vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDX
VanEck Gold Miners ETF
7.00%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%
SMH
VanEck Semiconductor ETF
6.46%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Returns By Period

In the year-to-date period, GDX achieves a 7.00% return, which is significantly higher than SMH's 6.46% return. Over the past 10 years, GDX has underperformed SMH with an annualized return of 17.53%, while SMH has yielded a comparatively higher 31.28% annualized return.


GDX

1D
6.97%
1M
-20.78%
YTD
7.00%
6M
20.99%
1Y
101.08%
3Y*
43.23%
5Y*
23.96%
10Y*
17.53%

SMH

1D
5.76%
1M
-5.65%
YTD
6.46%
6M
17.84%
1Y
81.87%
3Y*
43.47%
5Y*
25.59%
10Y*
31.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDX vs. SMH - Expense Ratio Comparison

GDX has a 0.51% expense ratio, which is higher than SMH's 0.35% expense ratio.


Return for Risk

GDX vs. SMH — 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: 9494
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: 9292
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9595
Overall Rank
SMH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMH Omega Ratio Rank: 9393
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9797
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. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners ETF (GDX) and VanEck Semiconductor ETF (SMH). 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.


GDXSMHDifference

Sharpe ratio

Return per unit of total volatility

2.21

2.23

-0.02

Sortino ratio

Return per unit of downside risk

2.45

2.85

-0.40

Omega ratio

Gain probability vs. loss probability

1.36

1.40

-0.04

Calmar ratio

Return relative to maximum drawdown

3.34

5.10

-1.76

Martin ratio

Return relative to average drawdown

12.07

18.29

-6.22

GDX vs. SMH - Sharpe Ratio Comparison

The current GDX Sharpe Ratio is 2.21, which is comparable to the SMH Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of GDX and SMH, 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


GDXSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.23

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.74

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.97

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.28

-0.14

Correlation

The correlation between GDX and SMH is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GDX vs. SMH - Dividend Comparison

GDX's dividend yield for the trailing twelve months is around 0.69%, more than SMH's 0.29% yield.


TTM20252024202320222021202020192018201720162015
GDX
VanEck Gold Miners ETF
0.69%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
SMH
VanEck Semiconductor ETF
0.29%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Drawdowns

GDX vs. SMH - Drawdown Comparison

The maximum GDX drawdown since its inception was -80.34%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for GDX and SMH.


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Drawdown Indicators


GDXSMHDifference

Max Drawdown

Largest peak-to-trough decline

-80.34%

-84.96%

+4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-30.84%

-15.95%

-14.89%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

-45.30%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

-45.30%

-4.49%

Current Drawdown

Current decline from peak

-20.78%

-10.03%

-10.75%

Average Drawdown

Average peak-to-trough decline

-40.61%

-41.36%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.52%

4.44%

+4.08%

Volatility

GDX vs. SMH - Volatility Comparison

VanEck Gold Miners ETF (GDX) has a higher volatility of 18.51% compared to VanEck Semiconductor ETF (SMH) at 12.11%. This indicates that GDX's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.51%

12.11%

+6.40%

Volatility (6M)

Calculated over the trailing 6-month period

38.19%

23.95%

+14.24%

Volatility (1Y)

Calculated over the trailing 1-year period

46.00%

36.84%

+9.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.73%

34.71%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.44%

32.28%

+5.16%