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GDXJ vs. GBUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXJ vs. GBUG - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with GDXJ having a -11.59% return and GBUG slightly higher at -11.03%.


GDXJ

1D
-10.11%
1M
-18.05%
YTD
-11.59%
6M
-3.54%
1Y
45.51%
3Y*
40.69%
5Y*
15.20%
10Y*
11.93%

GBUG

1D
-9.73%
1M
-15.35%
YTD
-11.03%
6M
-2.89%
1Y
46.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXJ vs. GBUG - Yearly Performance Comparison


2026 (YTD)2025
GDXJ
VanEck Junior Gold Miners ETF
-11.59%121.76%
GBUG
Sprott Active Gold & Silver Miners ETF
-11.03%119.00%

Correlation

The correlation between GDXJ and GBUG is 0.97 - 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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2025

0.97

The correlation between GDXJ and GBUG has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

GDXJ vs. GBUG — Risk / Return Rank

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

GDXJ
GDXJ Risk / Return Rank: 2626
Overall Rank
GDXJ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 2828
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 2727
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 2525
Martin Ratio Rank

GBUG
GBUG Risk / Return Rank: 2828
Overall Rank
GBUG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GBUG Sortino Ratio Rank: 2727
Sortino Ratio Rank
GBUG Omega Ratio Rank: 3030
Omega Ratio Rank
GBUG Calmar Ratio Rank: 3030
Calmar Ratio Rank
GBUG Martin Ratio Rank: 2727
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. GBUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Junior Gold Miners ETF (GDXJ) and Sprott Active Gold & Silver Miners ETF (GBUG). 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.


GDXJGBUGDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.19

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

1.28

1.39

-0.11

Martin ratioReturn relative to average drawdown

3.38

3.65

-0.26

GDXJ vs. GBUG - Sharpe Ratio Comparison

The current GDXJ Sharpe Ratio is 0.90, which is comparable to the GBUG Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GDXJ and GBUG, 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


GDXJGBUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.95

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.42

-1.37

Drawdowns

GDXJ vs. GBUG - Drawdown Comparison

The maximum GDXJ drawdown since its inception was -88.66%, which is greater than GBUG's maximum drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for GDXJ and GBUG.


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Drawdown Indicators


GDXJGBUGDifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-33.18%

-55.48%

Max Drawdown (1Y)

Largest decline over 1 year

-35.60%

-33.18%

-2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-35.60%

Max Drawdown (5Y)

Largest decline over 5 years

-50.99%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

Current Drawdown

Current decline from peak

-35.60%

-33.18%

-2.42%

Average Drawdown

Average peak-to-trough decline

-60.49%

-7.75%

-52.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.49%

12.70%

+0.79%

Volatility

GDXJ vs. GBUG - Volatility Comparison

VanEck Junior Gold Miners ETF (GDXJ) has a higher volatility of 17.56% compared to Sprott Active Gold & Silver Miners ETF (GBUG) at 16.65%. This indicates that GDXJ's price experiences larger fluctuations and is considered to be riskier than GBUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXJGBUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.56%

16.65%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

42.70%

40.73%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

50.84%

48.66%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.33%

48.05%

-6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.16%

48.05%

-3.89%

GDXJ vs. GBUG - Expense Ratio Comparison

GDXJ has a 0.52% expense ratio, which is lower than GBUG's 0.89% expense ratio.


Dividends

GDXJ vs. GBUG - Dividend Comparison

GDXJ's dividend yield for the trailing twelve months is around 2.63%, more than GBUG's 1.75% yield.


PositionTTM20252024202320222021202020192018201720162015
GBUG
Sprott Active Gold & Silver Miners ETF
1.75%1.56%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
2.63%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


With a correlation of 0.97, GDXJ and GBUG 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.

GDXJ has higher volatility (17.56%) compared to GBUG (16.65%). In terms of maximum drawdown, GDXJ dropped -88.66% vs GBUG's -33.18%.

On 1-year performance, GBUG leads with 46.03% vs 45.51% for GDXJ. On fees, GDXJ is cheaper at 0.52% per year. On volatility, GBUG has been the lower-risk option at 16.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GBUG has performed better with a 46.03% return vs 45.51%. 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 0.89% for GBUG.

GDXJ has the higher dividend yield at 2.63%, compared with 1.75% for GBUG.

They also come from different issuers: VanEck and Sprott. Their fees differ too: 0.52% for GDXJ and 0.89% for GBUG.

GBUG currently has the higher Sharpe Ratio (0.95 vs 0.90), 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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