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GLDX.TO vs. IAUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDX.TO vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Gold Producers Index ETF (GLDX.TO) and iShares Gold Trust Micro (IAUM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLDX.TO is traded in CAD, while IAUM is traded in USD. To make them comparable, the IAUM values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLDX.TO achieves a -0.91% return, which is significantly lower than IAUM's 4.31% return.


GLDX.TO

1D
-2.71%
1M
1.05%
YTD
-0.91%
6M
4.54%
1Y
75.31%
3Y*
5Y*
10Y*

IAUM

1D
-0.56%
1M
0.34%
YTD
4.31%
6M
5.17%
1Y
34.12%
3Y*
33.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDX.TO vs. IAUM - Yearly Performance Comparison


2026 (YTD)20252024
GLDX.TO
Global X Gold Producers Index ETF
-0.91%178.05%-11.40%
IAUM
iShares Gold Trust Micro
4.31%56.74%0.68%

Correlation

The correlation between GLDX.TO and IAUM is 0.73, 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

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.71

The correlation between GLDX.TO and IAUM has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.

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Return for Risk

GLDX.TO vs. IAUM — Risk / Return Rank

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

GLDX.TO
GLDX.TO Risk / Return Rank: 4545
Overall Rank
GLDX.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GLDX.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
GLDX.TO Omega Ratio Rank: 4545
Omega Ratio Rank
GLDX.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
GLDX.TO Martin Ratio Rank: 4141
Martin Ratio Rank

IAUM
IAUM Risk / Return Rank: 3232
Overall Rank
IAUM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAUM Omega Ratio Rank: 3636
Omega Ratio Rank
IAUM Calmar Ratio Rank: 3434
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2929
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.

GLDX.TO vs. IAUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold Producers Index ETF (GLDX.TO) and iShares Gold Trust Micro (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.


GLDX.TOIAUMDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

2.51

1.99

+0.52

Martin ratioReturn relative to average drawdown

6.46

4.90

+1.56

GLDX.TO vs. IAUM - Sharpe Ratio Comparison

The current GLDX.TO Sharpe Ratio is 1.64, which is comparable to the IAUM Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GLDX.TO and IAUM, 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


GLDX.TOIAUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.37

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

1.40

+0.37

Drawdowns

GLDX.TO vs. IAUM - Drawdown Comparison

The maximum GLDX.TO drawdown since its inception was -30.14%, which is greater than IAUM's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for GLDX.TO and IAUM.


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Drawdown Indicators


GLDX.TOIAUMDifference

Max Drawdown

Largest peak-to-trough decline

-30.14%

-17.38%

-12.76%

Max Drawdown (1Y)

Largest decline over 1 year

-30.14%

-17.24%

-12.90%

Max Drawdown (3Y)

Largest decline over 3 years

-17.24%

Current Drawdown

Current decline from peak

-25.82%

-15.34%

-10.48%

Average Drawdown

Average peak-to-trough decline

-6.68%

-4.74%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.70%

6.99%

+4.71%

Volatility

GLDX.TO vs. IAUM - Volatility Comparison

Global X Gold Producers Index ETF (GLDX.TO) has a higher volatility of 15.15% compared to iShares Gold Trust Micro (IAUM) at 5.36%. This indicates that GLDX.TO'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.


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Volatility by Period


GLDX.TOIAUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.15%

5.36%

+9.79%

Volatility (6M)

Calculated over the trailing 6-month period

36.17%

21.56%

+14.61%

Volatility (1Y)

Calculated over the trailing 1-year period

46.13%

25.10%

+21.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.64%

16.77%

+26.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.64%

16.77%

+26.87%

Dividends

GLDX.TO vs. IAUM - Dividend Comparison

GLDX.TO's dividend yield for the trailing twelve months is around 0.98%, while IAUM has not paid dividends to shareholders.


PositionTTM20252024
GLDX.TO
Global X Gold Producers Index ETF
0.98%0.97%0.08%
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%

Frequently Asked Questions


GLDX.TO and IAUM have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDX.TO is categorized as Commodity Producers Equities, while IAUM is Gold. GLDX.TO tracks Mirae Asset North American Listed Gold Producers Index, while IAUM tracks LBMA Gold Price PM. They also come from different issuers: Global X and iShares.

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