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GDXJ vs. DGZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXJ vs. DGZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Junior Gold Miners ETF (GDXJ) and DB Gold Short Exchange Traded Notes (DGZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDXJ achieves a -6.73% return, which is significantly lower than DGZ's 8.78% return. Over the past 10 years, GDXJ has outperformed DGZ with an annualized return of 11.51%, while DGZ has yielded a comparatively lower -7.54% annualized return.


GDXJ

1D
-1.03%
1M
-4.93%
YTD
-6.73%
6M
-11.57%
1Y
61.56%
3Y*
47.15%
5Y*
19.28%
10Y*
11.51%

DGZ

1D
4.82%
1M
22.28%
YTD
8.78%
6M
15.55%
1Y
-11.10%
3Y*
-15.52%
5Y*
-10.09%
10Y*
-7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXJ vs. DGZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDXJ
VanEck Junior Gold Miners ETF
-6.73%172.28%15.67%7.12%-14.53%-21.25%30.40%40.44%-11.02%8.22%
DGZ
DB Gold Short Exchange Traded Notes
8.78%-32.55%-16.46%-4.75%4.93%1.53%-20.80%-13.42%4.88%-11.36%

Correlation

The correlation between GDXJ and DGZ is -0.30, 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

-0.30

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

-0.36

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

-0.46

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

-0.55

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2009

-0.63

Over the past year, the inverse relationship between GDXJ and DGZ has weakened: their correlation has moved from -0.63 to -0.30, meaning they move in opposite directions less often than they have historically.

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Return for Risk

GDXJ vs. DGZ — Risk / Return Rank

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

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

DGZ
DGZ Risk / Return Rank: 88
Overall Rank
DGZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DGZ Sortino Ratio Rank: 99
Sortino Ratio Rank
DGZ Omega Ratio Rank: 99
Omega Ratio Rank
DGZ Calmar Ratio Rank: 66
Calmar Ratio Rank
DGZ Martin Ratio Rank: 66
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 vs. DGZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Junior Gold Miners ETF (GDXJ) and DB Gold Short Exchange Traded Notes (DGZ). 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.


GDXJDGZDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.22

1.04

+0.19

Calmar ratioReturn relative to maximum drawdown

1.57

-0.29

+1.86

Martin ratioReturn relative to average drawdown

4.14

-0.50

+4.64

GDXJ vs. DGZ - Sharpe Ratio Comparison

The current GDXJ Sharpe Ratio is 1.19, which is higher than the DGZ Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of GDXJ and DGZ, 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 vs. DGZ - Drawdown Comparison

The maximum GDXJ drawdown since its inception was -88.66%, roughly equal to the maximum DGZ drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for GDXJ and DGZ.


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Drawdown Indicators


GDXJDGZDifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-86.32%

-2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-39.47%

-38.32%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-39.47%

-59.54%

+20.07%

Max Drawdown (5Y)

Largest decline over 5 years

-48.79%

-61.54%

+12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

-71.49%

+13.72%

Current Drawdown

Current decline from peak

-32.06%

-81.37%

+49.31%

Average Drawdown

Average peak-to-trough decline

-60.41%

-57.79%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.91%

22.23%

-7.32%

Volatility

GDXJ vs. DGZ - Volatility Comparison

The current volatility for VanEck Junior Gold Miners ETF (GDXJ) is 19.55%, while DB Gold Short Exchange Traded Notes (DGZ) has a volatility of 45.73%. This indicates that GDXJ experiences smaller price fluctuations and is considered to be less risky than DGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXJDGZDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.55%

45.73%

-26.18%

Volatility (6M)

Calculated over the trailing 6-month period

44.13%

58.49%

-14.36%

Volatility (1Y)

Calculated over the trailing 1-year period

52.24%

69.61%

-17.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.64%

36.44%

+5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.30%

28.18%

+16.12%

GDXJ vs. DGZ - Expense Ratio Comparison

GDXJ has a 0.52% expense ratio, which is lower than DGZ's 0.75% expense ratio.


Dividends

GDXJ vs. DGZ - Dividend Comparison

GDXJ's dividend yield for the trailing twelve months is around 2.50%, while DGZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DGZ
DB Gold Short Exchange Traded Notes
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDXJ
VanEck Junior Gold Miners ETF
2.50%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%

Frequently Asked Questions


GDXJ and DGZ have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGZ has higher volatility (45.73%) compared to GDXJ (19.55%). In terms of maximum drawdown, GDXJ dropped -88.66% vs DGZ's -86.32%.

On 10-year performance, GDXJ leads with 11.51% vs -7.54% for DGZ. On fees, GDXJ is cheaper at 0.52% per year. On volatility, GDXJ has been the lower-risk option at 19.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GDXJ has performed better with a 11.51% return vs -7.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDXJ is cheaper with a 0.52% expense ratio, compared with 0.75% for DGZ.

GDXJ has the higher dividend yield at 2.50%, compared with 0.00% for DGZ.

GDXJ is categorized as Gold, while DGZ is Inverse Commodities. GDXJ tracks MVIS Global Junior Gold Miners Index, while DGZ tracks Deutsche Bank Liquid Commodity Index - Optimum Yield Gold Excess Return (-100%). They also come from different issuers: VanEck and Deutsche Bank. Their fees differ too: 0.52% for GDXJ and 0.75% for DGZ.

GDXJ currently has the higher Sharpe Ratio (1.19 vs -0.16), 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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