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GDX vs. SSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDX vs. SSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Gold Miners ETF (GDX) and Proshares Ultrashort Semiconductors (SSG). 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 -6.69% return, which is significantly higher than SSG's -57.62% return. Over the past 10 years, GDX has outperformed SSG with an annualized return of 13.29%, while SSG has yielded a comparatively lower -61.87% annualized return.


GDX

1D
2.97%
1M
-8.38%
YTD
-6.69%
6M
-5.89%
1Y
48.02%
3Y*
38.96%
5Y*
17.51%
10Y*
13.29%

SSG

1D
-2.05%
1M
-8.96%
YTD
-57.62%
6M
-60.52%
1Y
-79.15%
3Y*
-73.33%
5Y*
-66.38%
10Y*
-61.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDX vs. SSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDX
VanEck Gold Miners ETF
-6.69%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%
SSG
Proshares Ultrashort Semiconductors
-57.62%-70.03%-77.59%-78.69%37.90%-67.46%-76.50%-63.33%-0.79%-51.60%

Correlation

The correlation between GDX and SSG is -0.29, 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

-0.29

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

-0.21

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

-0.21

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

-0.15

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

-0.19

The correlation between GDX and SSG shifts across timeframes, from -0.29 (1 year) to -0.15 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

GDX vs. SSG — Risk / Return Rank

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

GDX
GDX Risk / Return Rank: 3333
Overall Rank
GDX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GDX Omega Ratio Rank: 3636
Omega Ratio Rank
GDX Calmar Ratio Rank: 3232
Calmar Ratio Rank
GDX Martin Ratio Rank: 3030
Martin Ratio Rank

SSG
SSG Risk / Return Rank: 00
Overall Rank
SSG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 00
Calmar Ratio Rank
SSG Martin Ratio Rank: 11
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. SSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners ETF (GDX) and Proshares Ultrashort Semiconductors (SSG). 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.


GDXSSGDifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+4.17

Omega ratioGain probability vs. loss probability

1.21

0.72

+0.49

Calmar ratioReturn relative to maximum drawdown

1.40

-0.97

+2.37

Martin ratioReturn relative to average drawdown

3.87

-1.52

+5.39

GDX vs. SSG - Sharpe Ratio Comparison

The current GDX Sharpe Ratio is 1.09, which is higher than the SSG Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of GDX and SSG, 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. SSG - Drawdown Comparison

The maximum GDX drawdown since its inception was -80.34%, smaller than the maximum SSG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GDX and SSG.


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Drawdown Indicators


GDXSSGDifference

Max Drawdown

Largest peak-to-trough decline

-80.34%

-100.00%

+19.66%

Max Drawdown (1Y)

Largest decline over 1 year

-36.28%

-81.04%

+44.76%

Max Drawdown (3Y)

Largest decline over 3 years

-36.28%

-98.49%

+62.21%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

-99.64%

+53.13%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

-99.99%

+50.20%

Current Drawdown

Current decline from peak

-30.91%

-100.00%

+69.09%

Average Drawdown

Average peak-to-trough decline

-40.41%

-88.59%

+48.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.11%

51.46%

-38.35%

Volatility

GDX vs. SSG - Volatility Comparison

The current volatility for VanEck Gold Miners ETF (GDX) is 17.20%, while Proshares Ultrashort Semiconductors (SSG) has a volatility of 28.87%. This indicates that GDX experiences smaller price fluctuations and is considered to be less risky than SSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXSSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.20%

28.87%

-11.67%

Volatility (6M)

Calculated over the trailing 6-month period

39.15%

52.78%

-13.63%

Volatility (1Y)

Calculated over the trailing 1-year period

46.89%

65.95%

-19.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.74%

78.00%

-41.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.34%

69.35%

-32.01%

GDX vs. SSG - Expense Ratio Comparison

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


Dividends

GDX vs. SSG - Dividend Comparison

GDX's dividend yield for the trailing twelve months is around 0.79%, less than SSG's 12.32% yield.


PositionTTM20252024202320222021202020192018201720162015
GDX
VanEck Gold Miners ETF
0.79%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
SSG
Proshares Ultrashort Semiconductors
12.32%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%0.00%0.00%0.00%

Frequently Asked Questions


GDX and SSG have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSG has higher volatility (28.87%) compared to GDX (17.20%). In terms of maximum drawdown, GDX dropped -80.34% vs SSG's -100.00%.

On 10-year performance, GDX leads with 13.29% vs -61.87% for SSG. On fees, GDX is cheaper at 0.51% per year. On volatility, GDX has been the lower-risk option at 17.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GDX has performed better with a 13.29% return vs -61.87%. 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 SSG.

SSG has the higher dividend yield at 12.32%, compared with 0.79% for GDX.

GDX is categorized as Gold, while SSG is Leveraged Equities. GDX tracks NYSE MarketVector Global Gold Miners Index, while SSG tracks Dow Jones U.S. Semiconductors Index (-200%). They also come from different issuers: VanEck and ProShares. Their fees differ too: 0.51% for GDX and 0.95% for SSG.

GDX currently has the higher Sharpe Ratio (1.09 vs -1.19), 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 SSG

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