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GDXU vs. IAUM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GDXU and IAUM is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

GDXU vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold Miners 3X Leveraged ETN (GDXU) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-82.48%
46.15%
GDXU
IAUM

Key characteristics

Sharpe Ratio

GDXU:

-0.15

IAUM:

1.87

Sortino Ratio

GDXU:

0.47

IAUM:

2.48

Omega Ratio

GDXU:

1.06

IAUM:

1.32

Calmar Ratio

GDXU:

-0.15

IAUM:

3.44

Martin Ratio

GDXU:

-0.55

IAUM:

10.03

Ulcer Index

GDXU:

26.69%

IAUM:

2.77%

Daily Std Dev

GDXU:

98.28%

IAUM:

14.91%

Max Drawdown

GDXU:

-94.39%

IAUM:

-20.87%

Current Drawdown

GDXU:

-90.98%

IAUM:

-6.98%

Returns By Period

In the year-to-date period, GDXU achieves a -15.78% return, which is significantly lower than IAUM's 25.58% return.


GDXU

YTD

-15.78%

1M

-22.19%

6M

-15.76%

1Y

-21.71%

5Y*

N/A

10Y*

N/A

IAUM

YTD

25.58%

1M

-0.69%

6M

11.32%

1Y

27.00%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GDXU vs. IAUM - Expense Ratio Comparison

GDXU has a 0.95% expense ratio, which is higher than IAUM's 0.15% expense ratio.


GDXU
MicroSectors Gold Miners 3X Leveraged ETN
Expense ratio chart for GDXU: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for IAUM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

GDXU vs. IAUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners 3X Leveraged ETN (GDXU) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). 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.


Sharpe ratio
The chart of Sharpe ratio for GDXU, currently valued at -0.15, compared to the broader market0.002.004.00-0.151.87
The chart of Sortino ratio for GDXU, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.0010.000.472.48
The chart of Omega ratio for GDXU, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.32
The chart of Calmar ratio for GDXU, currently valued at -0.16, compared to the broader market0.005.0010.0015.00-0.163.44
The chart of Martin ratio for GDXU, currently valued at -0.55, compared to the broader market0.0020.0040.0060.0080.00100.00-0.5510.03
GDXU
IAUM

The current GDXU Sharpe Ratio is -0.15, which is lower than the IAUM Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of GDXU and IAUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.15
1.87
GDXU
IAUM

Dividends

GDXU vs. IAUM - Dividend Comparison

Neither GDXU nor IAUM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GDXU vs. IAUM - Drawdown Comparison

The maximum GDXU drawdown since its inception was -94.39%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for GDXU and IAUM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.01%
-6.98%
GDXU
IAUM

Volatility

GDXU vs. IAUM - Volatility Comparison

MicroSectors Gold Miners 3X Leveraged ETN (GDXU) has a higher volatility of 30.23% compared to iShares Gold Trust Micro ETF of Benef Interest (IAUM) at 5.21%. This indicates that GDXU's price experiences larger fluctuations and is considered to be riskier than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.23%
5.21%
GDXU
IAUM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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