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GLDM vs. GDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDM vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) and VanEck Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

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GLDM vs. GDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
8.57%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.84%
GDX
VanEck Gold Miners ETF
7.00%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-3.41%

Returns By Period

In the year-to-date period, GLDM achieves a 8.57% return, which is significantly higher than GDX's 7.00% return.


GLDM

1D
3.77%
1M
-10.99%
YTD
8.57%
6M
21.24%
1Y
49.77%
3Y*
33.33%
5Y*
21.91%
10Y*

GDX

1D
6.97%
1M
-20.78%
YTD
7.00%
6M
20.99%
1Y
101.08%
3Y*
43.23%
5Y*
23.96%
10Y*
17.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDM vs. GDX - Expense Ratio Comparison

GLDM has a 0.10% expense ratio, which is lower than GDX's 0.51% expense ratio.


Return for Risk

GLDM vs. GDX — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 8888
Overall Rank
GLDM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLDM Omega Ratio Rank: 8686
Omega Ratio Rank
GLDM Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLDM Martin Ratio Rank: 8888
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 9292
Overall Rank
GDX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDX Omega Ratio Rank: 8989
Omega Ratio Rank
GDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
GDX Martin Ratio Rank: 9292
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.

GLDM vs. GDX - Risk-Adjusted Trends Comparison

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


GLDMGDXDifference

Sharpe ratio

Return per unit of total volatility

1.82

2.21

-0.39

Sortino ratio

Return per unit of downside risk

2.25

2.45

-0.20

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.02

Calmar ratio

Return relative to maximum drawdown

2.71

3.34

-0.63

Martin ratio

Return relative to average drawdown

10.04

12.07

-2.03

GLDM vs. GDX - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 1.82, which is comparable to the GDX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of GLDM and GDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLDMGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

2.21

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.67

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.14

+0.96

Correlation

The correlation between GLDM and GDX is 0.78, 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.


Dividends

GLDM vs. GDX - Dividend Comparison

GLDM has not paid dividends to shareholders, while GDX's dividend yield for the trailing twelve months is around 0.69%.


TTM20252024202320222021202020192018201720162015
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%
GDX
VanEck Gold Miners ETF
0.69%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%

Drawdowns

GLDM vs. GDX - Drawdown Comparison

The maximum GLDM drawdown since its inception was -21.63%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for GLDM and GDX.


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Drawdown Indicators


GLDMGDXDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-80.34%

+58.71%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-30.84%

+11.70%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-46.51%

+25.59%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

Current Drawdown

Current decline from peak

-13.19%

-20.78%

+7.59%

Average Drawdown

Average peak-to-trough decline

-6.04%

-40.61%

+34.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

8.52%

-3.36%

Volatility

GLDM vs. GDX - Volatility Comparison

The current volatility for SPDR Gold MiniShares Trust (GLDM) is 11.01%, while VanEck Gold Miners ETF (GDX) has a volatility of 18.51%. This indicates that GLDM experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDMGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

18.51%

-7.50%

Volatility (6M)

Calculated over the trailing 6-month period

24.07%

38.19%

-14.12%

Volatility (1Y)

Calculated over the trailing 1-year period

27.57%

46.00%

-18.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

35.73%

-18.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

37.44%

-20.67%