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GDXJ.L vs. GDGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXJ.L vs. GDGB.L - Performance Comparison

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

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Different Trading Currencies

GDXJ.L is traded in USD, while GDGB.L is traded in GBP. To make them comparable, the GDGB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GDXJ.L achieves a -15.83% return, which is significantly lower than GDGB.L's -14.19% return.


GDXJ.L

1D
0.06%
1M
-15.26%
6M
-24.53%
YTD
-15.83%
1Y
45.92%
3Y*
38.40%
5Y*
17.93%
10Y*
8.54%

GDGB.L

1D
-2.45%
1M
-14.23%
6M
-24.03%
YTD
-14.19%
1Y
45.41%
3Y*
33.09%
5Y*
18.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXJ.L vs. GDGB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDXJ.L
VanEck Junior Gold Miners UCITS ETF
-15.83%175.70%13.26%7.29%-13.07%-23.07%30.24%44.17%-12.91%0.88%
GDGB.L
VanEck Gold Miners UCITS ETF
-14.19%156.24%9.38%9.16%-7.97%-11.28%23.23%44.43%-10.42%1.81%

Correlation

The correlation between GDXJ.L and GDGB.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2017

0.93

The correlation between GDXJ.L and GDGB.L has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

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Return for Risk

GDXJ.L vs. GDGB.L — Risk / Return Rank

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

GDXJ.L
GDXJ.L Risk / Return Rank: 2828
Overall Rank
GDXJ.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GDXJ.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
GDXJ.L Omega Ratio Rank: 2828
Omega Ratio Rank
GDXJ.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
GDXJ.L Martin Ratio Rank: 2525
Martin Ratio Rank

GDGB.L
GDGB.L Risk / Return Rank: 3030
Overall Rank
GDGB.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GDGB.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDGB.L Omega Ratio Rank: 3131
Omega Ratio Rank
GDGB.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
GDGB.L Martin Ratio Rank: 2626
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.

GDXJ.L vs. GDGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Junior Gold Miners UCITS ETF (GDXJ.L) and VanEck Gold Miners UCITS ETF (GDGB.L). 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.


GDXJ.LGDGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.16

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.13

1.21

-0.08

Martin ratioReturn relative to average drawdown

2.57

2.83

-0.26

GDXJ.L vs. GDGB.L - Sharpe Ratio Comparison

The current GDXJ.L Sharpe Ratio is 0.83, which is comparable to the GDGB.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of GDXJ.L and GDGB.L, 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

GDXJ.L vs. GDGB.L - Drawdown Comparison

The maximum GDXJ.L drawdown since its inception was -58.17%, which is greater than GDGB.L's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GDXJ.L and GDGB.L.


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Drawdown Indicators


GDXJ.LGDGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.17%

-50.68%

-7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-39.08%

-37.37%

-1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-39.08%

-37.37%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-47.48%

-46.27%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-58.17%

Current Drawdown

Current decline from peak

-37.70%

-36.11%

-1.59%

Average Drawdown

Average peak-to-trough decline

-27.07%

-17.96%

-9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.17%

16.01%

+1.16%

Volatility

GDXJ.L vs. GDGB.L - Volatility Comparison

VanEck Junior Gold Miners UCITS ETF (GDXJ.L) has a higher volatility of 16.88% compared to VanEck Gold Miners UCITS ETF (GDGB.L) at 14.74%. This indicates that GDXJ.L's price experiences larger fluctuations and is considered to be riskier than GDGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXJ.LGDGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.88%

14.74%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

43.73%

37.71%

+6.02%

Volatility (1Y)

Calculated over the trailing 1-year period

53.13%

46.97%

+6.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.00%

36.34%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.67%

34.56%

+6.11%

GDXJ.L vs. GDGB.L - Expense Ratio Comparison

GDXJ.L has a 0.55% expense ratio, which is higher than GDGB.L's 0.53% expense ratio.


Dividends

GDXJ.L vs. GDGB.L - Dividend Comparison

Neither GDXJ.L nor GDGB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, GDXJ.L and GDGB.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GDGB.L is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GDGB.L is cheaper with a 0.53% expense ratio, compared with 0.55% for GDXJ.L.

GDXJ.L is categorized as Commodity Producers Equities, while GDGB.L is Gold. GDXJ.L tracks VanEck Junior Gold Miners UCITS ETF, while GDGB.L tracks MarketVector Global Gold Miners Index. Their fees differ too: 0.55% for GDXJ.L and 0.53% for GDGB.L.

Portfolio Optimizer

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