GDXD vs. ZIVB
GDXD (MicroSectors Gold Miners -3X Inverse Leveraged ETNs) and ZIVB (-1x Short VIX Mid-Term Futures Strategy ETF) are both Inverse Equities funds. GDXD is passively managed, while ZIVB is actively managed. GDXD charges 0.95%/yr vs 1.35%/yr for ZIVB.
Performance
GDXD vs. ZIVB - Performance Comparison
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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*
- —
GDXD vs. ZIVB - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
GDXD MicroSectors Gold Miners -3X Inverse Leveraged ETNs | 6.35% |
ZIVB -1x Short VIX Mid-Term Futures Strategy ETF | 0.00% |
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Return for Risk
GDXD vs. ZIVB — Risk / Return Rank
GDXD
ZIVB
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.
| GDXD | ZIVB | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GDXD | ZIVB | Difference | |
|---|---|---|---|
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
| GDXD | ZIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.93% | 0.00% | -99.93% |
Average DrawdownAverage peak-to-trough decline | -71.85% | 0.00% | -71.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 75.91% | — | — |
Volatility
GDXD vs. ZIVB - Volatility Comparison
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Volatility by Period
| GDXD | ZIVB | Difference | |
|---|---|---|---|
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.
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.
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