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GDXD vs. ZIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXD vs. ZIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GDXD

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

ZIVB

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXD vs. ZIVB - Yearly Performance Comparison


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Return for Risk

GDXD vs. ZIVB — 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

ZIVB
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. ZIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) and -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB). 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.


GDXDZIVBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.80

Calmar ratioReturn relative to maximum drawdown

-0.97

Martin ratioReturn relative to average drawdown

-1.22

GDXD vs. ZIVB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GDXDZIVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

Drawdowns

GDXD vs. ZIVB - Drawdown Comparison

The maximum GDXD drawdown since its inception was -99.96%, which is greater than ZIVB's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GDXD and ZIVB.


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Drawdown Indicators


GDXDZIVBDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

0.00%

-99.96%

Max Drawdown (1Y)

Largest decline over 1 year

-96.33%

Max Drawdown (3Y)

Largest decline over 3 years

-99.86%

Max Drawdown (5Y)

Largest decline over 5 years

-99.96%

Current Drawdown

Current decline from peak

-99.93%

0.00%

-99.93%

Average Drawdown

Average peak-to-trough decline

-71.85%

0.00%

-71.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

75.91%

Volatility

GDXD vs. ZIVB - Volatility Comparison


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Volatility by Period


GDXDZIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.44%

Volatility (6M)

Calculated over the trailing 6-month period

109.86%

Volatility (1Y)

Calculated over the trailing 1-year period

136.25%

0.00%

+136.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.97%

0.00%

+109.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

109.35%

0.00%

+109.35%

GDXD vs. ZIVB - Expense Ratio Comparison

GDXD has a 0.95% expense ratio, which is lower than ZIVB's 1.35% expense ratio.


Dividends

GDXD vs. ZIVB - Dividend Comparison

Neither GDXD nor ZIVB has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, GDXD is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GDXD is cheaper with a 0.95% expense ratio, compared with 1.35% for ZIVB.

GDXD and ZIVB have nearly identical dividend yields, around 0.00%.

They also come from different issuers: BMO and Volatility Shares. Their fees differ too: 0.95% for GDXD and 1.35% for ZIVB.

Portfolio Optimizer

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