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GDXJ vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXJ vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Junior Gold Miners ETF (GDXJ) and SPDR Gold MiniShares Trust (GLDM). 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 -5.77% return, which is significantly lower than GLDM's -2.26% return.


GDXJ

1D
-2.34%
1M
-5.42%
YTD
-5.77%
6M
-6.75%
1Y
59.34%
3Y*
45.00%
5Y*
19.45%
10Y*
11.90%

GLDM

1D
-0.41%
1M
-7.25%
YTD
-2.26%
6M
-2.86%
1Y
25.12%
3Y*
29.08%
5Y*
18.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXJ vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GDXJ
VanEck Junior Gold Miners ETF
-5.77%172.28%15.67%7.12%-14.53%-21.25%30.40%40.44%-6.62%
GLDM
SPDR Gold MiniShares Trust
-2.26%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between GDXJ and GLDM is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.79

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.77

The correlation between GDXJ and GLDM has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

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Return for Risk

GDXJ vs. GLDM — 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: 3333
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 3030
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 3333
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 3131
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 3030
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 2525
Overall Rank
GLDM Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2424
Sortino Ratio Rank
GLDM Omega Ratio Rank: 2929
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2323
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2323
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. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Junior Gold Miners ETF (GDXJ) and SPDR Gold MiniShares Trust (GLDM). 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.


GDXJGLDMDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

1.51

1.04

+0.47

Martin ratioReturn relative to average drawdown

4.03

2.86

+1.17

GDXJ vs. GLDM - Sharpe Ratio Comparison

The current GDXJ Sharpe Ratio is 1.14, which is comparable to the GLDM Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GDXJ and GLDM, 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. GLDM - Drawdown Comparison

The maximum GDXJ drawdown since its inception was -88.66%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for GDXJ and GLDM.


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Drawdown Indicators


GDXJGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-24.35%

-64.31%

Max Drawdown (1Y)

Largest decline over 1 year

-39.47%

-24.35%

-15.12%

Max Drawdown (3Y)

Largest decline over 3 years

-39.47%

-24.35%

-15.12%

Max Drawdown (5Y)

Largest decline over 5 years

-48.79%

-24.35%

-24.44%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

Current Drawdown

Current decline from peak

-31.35%

-21.85%

-9.50%

Average Drawdown

Average peak-to-trough decline

-60.42%

-6.30%

-54.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.78%

8.81%

+5.97%

Volatility

GDXJ vs. GLDM - Volatility Comparison

VanEck Junior Gold Miners ETF (GDXJ) has a higher volatility of 19.77% compared to SPDR Gold MiniShares Trust (GLDM) at 8.22%. This indicates that GDXJ's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXJGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.77%

8.22%

+11.55%

Volatility (6M)

Calculated over the trailing 6-month period

44.13%

24.16%

+19.97%

Volatility (1Y)

Calculated over the trailing 1-year period

52.20%

27.28%

+24.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.63%

18.13%

+23.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.29%

17.01%

+27.28%

GDXJ vs. GLDM - Expense Ratio Comparison

GDXJ has a 0.52% expense ratio, which is higher than GLDM's 0.10% expense ratio.


Dividends

GDXJ vs. GLDM - Dividend Comparison

GDXJ's dividend yield for the trailing twelve months is around 2.47%, while GLDM has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GDXJ
VanEck Junior Gold Miners ETF
2.47%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GDXJ and GLDM have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXJ has higher volatility (19.77%) compared to GLDM (8.22%). In terms of maximum drawdown, GDXJ dropped -88.66% vs GLDM's -24.35%.

On 5-year performance, GDXJ leads with 19.45% vs 18.94% for GLDM. On fees, GLDM is cheaper at 0.10% per year. On volatility, GLDM has been the lower-risk option at 8.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GDXJ has performed better with a 19.45% return vs 18.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDM is cheaper with a 0.10% expense ratio, compared with 0.52% for GDXJ.

GDXJ has the higher dividend yield at 2.47%, compared with 0.00% for GLDM.

GDXJ tracks MVIS Global Junior Gold Miners Index, while GLDM tracks LBMA Gold Price PM. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.52% for GDXJ and 0.10% for GLDM.

GDXJ currently has the higher Sharpe Ratio (1.14 vs 0.92), 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

Find the right allocation for GDXJ and GLDM

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