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GDXD vs. EMTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXD vs. EMTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and ProShares Decline of the Retail Store ETF (EMTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDXD achieves a -51.20% return, which is significantly lower than EMTY's 1.09% return.


GDXD

1D
10.76%
1M
-10.12%
YTD
-51.20%
6M
-62.62%
1Y
-93.08%
3Y*
-84.24%
5Y*
-72.73%
10Y*

EMTY

1D
-0.32%
1M
1.81%
YTD
1.09%
6M
3.80%
1Y
1.60%
3Y*
-4.69%
5Y*
-2.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXD vs. EMTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
-51.20%-97.53%-57.78%-52.35%-52.56%-19.71%-13.30%
EMTY
ProShares Decline of the Retail Store ETF
1.09%-1.76%-4.13%0.27%4.32%-37.39%-1.78%

Correlation

The correlation between GDXD and EMTY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.22

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

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.21

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Return for Risk

GDXD vs. EMTY — Risk / Return Rank

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

GDXD
GDXD Risk / Return Rank: 22
Overall Rank
GDXD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GDXD Sortino Ratio Rank: 11
Sortino Ratio Rank
GDXD Omega Ratio Rank: 11
Omega Ratio Rank
GDXD Calmar Ratio Rank: 11
Calmar Ratio Rank
GDXD Martin Ratio Rank: 33
Martin Ratio Rank

EMTY
EMTY Risk / Return Rank: 1010
Overall Rank
EMTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMTY Sortino Ratio Rank: 99
Sortino Ratio Rank
EMTY Omega Ratio Rank: 1010
Omega Ratio Rank
EMTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
EMTY Martin Ratio Rank: 1010
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.

GDXD vs. EMTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and ProShares Decline of the Retail Store ETF (EMTY). 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.


GDXDEMTYDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

0.80

1.03

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.97

0.11

-1.08

Martin ratioReturn relative to average drawdown

-1.22

0.20

-1.42

GDXD vs. EMTY - Sharpe Ratio Comparison

The current GDXD Sharpe Ratio is -0.68, which is lower than the EMTY Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of GDXD and EMTY, 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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Sharpe Ratios by Period


GDXDEMTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

0.09

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

-0.13

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

-0.43

-0.24

Drawdowns

GDXD vs. EMTY - Drawdown Comparison

The maximum GDXD drawdown since its inception was -99.96%, which is greater than EMTY's maximum drawdown of -77.62%. Use the drawdown chart below to compare losses from any high point for GDXD and EMTY.


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Drawdown Indicators


GDXDEMTYDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-77.62%

-22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-96.33%

-14.00%

-82.33%

Max Drawdown (3Y)

Largest decline over 3 years

-99.86%

-30.83%

-69.03%

Max Drawdown (5Y)

Largest decline over 5 years

-99.96%

-30.83%

-69.13%

Current Drawdown

Current decline from peak

-99.93%

-74.77%

-25.16%

Average Drawdown

Average peak-to-trough decline

-71.85%

-54.01%

-17.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

75.91%

8.11%

+67.80%

Volatility

GDXD vs. EMTY - Volatility Comparison

MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a higher volatility of 47.44% compared to ProShares Decline of the Retail Store ETF (EMTY) at 6.00%. This indicates that GDXD's price experiences larger fluctuations and is considered to be riskier than EMTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXDEMTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.44%

6.00%

+41.44%

Volatility (6M)

Calculated over the trailing 6-month period

109.86%

12.40%

+97.46%

Volatility (1Y)

Calculated over the trailing 1-year period

136.25%

17.71%

+118.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.97%

22.36%

+87.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

109.35%

25.67%

+83.68%

GDXD vs. EMTY - Expense Ratio Comparison

GDXD has a 0.95% expense ratio, which is higher than EMTY's 0.66% expense ratio.


Dividends

GDXD vs. EMTY - Dividend Comparison

GDXD has not paid dividends to shareholders, while EMTY's dividend yield for the trailing twelve months is around 3.45%.


PositionTTM202520242023202220212020201920182017
EMTY
ProShares Decline of the Retail Store ETF
3.45%3.83%6.00%4.41%0.65%0.00%0.07%0.82%0.62%0.03%
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%

Frequently Asked Questions


GDXD and EMTY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXD has higher volatility (47.44%) compared to EMTY (6.00%). In terms of maximum drawdown, GDXD dropped -99.96% vs EMTY's -77.62%.

On 5-year performance, EMTY leads with -2.87% vs -72.73% for GDXD. On fees, EMTY is cheaper at 0.66% per year. On volatility, EMTY has been the lower-risk option at 6.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EMTY has performed better with a -2.87% return vs -72.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMTY is cheaper with a 0.66% expense ratio, compared with 0.95% for GDXD.

EMTY has the higher dividend yield at 3.45%, compared with 0.00% for GDXD.

GDXD tracks S-Network MicroSectors Gold Miners Index - Benchmark TR Gross (-300%), while EMTY tracks Solactive-ProShares Bricks and Mortar Retail Store Index (-100%). They also come from different issuers: BMO and ProShares. Their fees differ too: 0.95% for GDXD and 0.66% for EMTY.

EMTY currently has the higher Sharpe Ratio (0.09 vs -0.68), 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

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