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GDXU.TO vs. XGD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXU.TO vs. XGD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro Canadian Gold Miners 2x Daily Bull ETF (GDXU.TO) and iShares S&P/TSX Global Gold Index ETF (XGD.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDXU.TO achieves a -41.07% return, which is significantly lower than XGD.TO's -13.37% return. Over the past 10 years, GDXU.TO has underperformed XGD.TO with an annualized return of 7.93%, while XGD.TO has yielded a comparatively higher 11.10% annualized return.


GDXU.TO

1D
-0.37%
1M
-34.20%
6M
-53.67%
YTD
-41.07%
1Y
68.23%
3Y*
64.97%
5Y*
29.33%
10Y*
7.93%

XGD.TO

1D
-0.59%
1M
-17.06%
6M
-24.69%
YTD
-13.37%
1Y
43.77%
3Y*
34.85%
5Y*
20.11%
10Y*
11.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXU.TO vs. XGD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDXU.TO
BetaPro Canadian Gold Miners 2x Daily Bull ETF
-41.07%432.04%49.04%1.08%-13.97%-26.64%17.12%83.28%-19.95%-12.53%
XGD.TO
iShares S&P/TSX Global Gold Index ETF
-13.37%144.45%19.63%3.91%-3.13%-5.81%21.10%40.18%-4.10%0.96%

Correlation

The correlation between GDXU.TO and XGD.TO is 0.99 - 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

0.99

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

0.98

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2007

0.99

The correlation between GDXU.TO and XGD.TO has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

GDXU.TO vs. XGD.TO — Risk / Return Rank

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

GDXU.TO
GDXU.TO Risk / Return Rank: 3030
Overall Rank
GDXU.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GDXU.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
GDXU.TO Omega Ratio Rank: 3737
Omega Ratio Rank
GDXU.TO Calmar Ratio Rank: 2727
Calmar Ratio Rank
GDXU.TO Martin Ratio Rank: 2424
Martin Ratio Rank

XGD.TO
XGD.TO Risk / Return Rank: 3131
Overall Rank
XGD.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XGD.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
XGD.TO Omega Ratio Rank: 3333
Omega Ratio Rank
XGD.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
XGD.TO 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.

GDXU.TO vs. XGD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro Canadian Gold Miners 2x Daily Bull ETF (GDXU.TO) and iShares S&P/TSX Global Gold Index ETF (XGD.TO). 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.


GDXU.TOXGD.TODifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.05

1.23

-0.18

Martin ratioReturn relative to average drawdown

2.34

2.93

-0.59

GDXU.TO vs. XGD.TO - Sharpe Ratio Comparison

The current GDXU.TO Sharpe Ratio is 0.74, which is comparable to the XGD.TO Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GDXU.TO and XGD.TO, 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

GDXU.TO vs. XGD.TO - Drawdown Comparison

The maximum GDXU.TO drawdown since its inception was -98.01%, which is greater than XGD.TO's maximum drawdown of -72.56%. Use the drawdown chart below to compare losses from any high point for GDXU.TO and XGD.TO.


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Drawdown Indicators


GDXU.TOXGD.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.01%

-72.56%

-25.45%

Max Drawdown (1Y)

Largest decline over 1 year

-65.49%

-35.86%

-29.63%

Max Drawdown (3Y)

Largest decline over 3 years

-65.49%

-35.86%

-29.63%

Max Drawdown (5Y)

Largest decline over 5 years

-65.49%

-40.82%

-24.67%

Max Drawdown (10Y)

Largest decline over 10 years

-79.29%

-46.96%

-32.33%

Current Drawdown

Current decline from peak

-65.49%

-35.86%

-29.63%

Average Drawdown

Average peak-to-trough decline

-78.28%

-32.01%

-46.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.26%

14.96%

+14.30%

Volatility

GDXU.TO vs. XGD.TO - Volatility Comparison

BetaPro Canadian Gold Miners 2x Daily Bull ETF (GDXU.TO) has a higher volatility of 24.38% compared to iShares S&P/TSX Global Gold Index ETF (XGD.TO) at 10.67%. This indicates that GDXU.TO's price experiences larger fluctuations and is considered to be riskier than XGD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXU.TOXGD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.38%

10.67%

+13.71%

Volatility (6M)

Calculated over the trailing 6-month period

77.49%

37.08%

+40.41%

Volatility (1Y)

Calculated over the trailing 1-year period

93.13%

45.51%

+47.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.63%

33.30%

+35.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.38%

33.55%

+33.83%

Dividends

GDXU.TO vs. XGD.TO - Dividend Comparison

GDXU.TO has not paid dividends to shareholders, while XGD.TO's dividend yield for the trailing twelve months is around 0.95%.


PositionTTM20252024202320222021202020192018201720162015
GDXU.TO
BetaPro Canadian Gold Miners 2x Daily Bull ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGD.TO
iShares S&P/TSX Global Gold Index ETF
0.95%0.62%0.93%1.49%1.77%1.38%0.35%0.54%0.25%0.14%0.10%0.57%

Frequently Asked Questions


With a correlation of 0.99, GDXU.TO and XGD.TO 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.

GDXU.TO is categorized as Leveraged Equities, while XGD.TO is Gold. They also come from different issuers: Global X and iShares.

Portfolio Optimizer

Find the right allocation for GDXU.TO and XGD.TO

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