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GNR vs. REMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNR vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Global Natural Resources ETF (GNR) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

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GNR vs. REMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GNR
SPDR S&P Global Natural Resources ETF
20.16%28.68%-8.27%2.95%10.20%24.73%-0.03%16.49%-13.19%22.64%
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
19.05%92.95%-35.02%-19.18%-31.13%79.81%64.82%0.74%-49.63%82.60%

Returns By Period

In the year-to-date period, GNR achieves a 20.16% return, which is significantly higher than REMX's 19.05% return. Over the past 10 years, GNR has outperformed REMX with an annualized return of 11.66%, while REMX has yielded a comparatively lower 10.24% annualized return.


GNR

1D
2.19%
1M
-1.16%
YTD
20.16%
6M
28.10%
1Y
44.49%
3Y*
13.40%
5Y*
12.05%
10Y*
11.66%

REMX

1D
2.95%
1M
-11.88%
YTD
19.05%
6M
36.14%
1Y
126.68%
3Y*
4.04%
5Y*
5.20%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GNR vs. REMX - Expense Ratio Comparison

GNR has a 0.40% expense ratio, which is lower than REMX's 0.59% expense ratio.


Return for Risk

GNR vs. REMX — Risk / Return Rank

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

GNR
GNR Risk / Return Rank: 9393
Overall Rank
GNR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GNR Sortino Ratio Rank: 9393
Sortino Ratio Rank
GNR Omega Ratio Rank: 9393
Omega Ratio Rank
GNR Calmar Ratio Rank: 9090
Calmar Ratio Rank
GNR Martin Ratio Rank: 9595
Martin Ratio Rank

REMX
REMX Risk / Return Rank: 9595
Overall Rank
REMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
REMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
REMX Omega Ratio Rank: 9292
Omega Ratio Rank
REMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
REMX Martin Ratio Rank: 9595
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.

GNR vs. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Natural Resources ETF (GNR) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). 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.


GNRREMXDifference

Sharpe ratio

Return per unit of total volatility

2.16

2.65

-0.49

Sortino ratio

Return per unit of downside risk

2.75

3.08

-0.32

Omega ratio

Gain probability vs. loss probability

1.42

1.39

+0.04

Calmar ratio

Return relative to maximum drawdown

2.98

5.10

-2.12

Martin ratio

Return relative to average drawdown

15.63

15.16

+0.47

GNR vs. REMX - Sharpe Ratio Comparison

The current GNR Sharpe Ratio is 2.16, which is comparable to the REMX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of GNR and REMX, 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


GNRREMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.65

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.13

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.28

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.10

+0.36

Correlation

The correlation between GNR and REMX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GNR vs. REMX - Dividend Comparison

GNR's dividend yield for the trailing twelve months is around 2.30%, more than REMX's 1.48% yield.


TTM20252024202320222021202020192018201720162015
GNR
SPDR S&P Global Natural Resources ETF
2.30%2.76%4.73%3.37%4.37%3.44%2.78%3.84%3.51%2.40%2.06%4.59%
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
1.48%1.76%2.56%0.00%1.56%5.25%0.81%1.64%12.43%2.89%2.23%4.77%

Drawdowns

GNR vs. REMX - Drawdown Comparison

The maximum GNR drawdown since its inception was -51.37%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for GNR and REMX.


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Drawdown Indicators


GNRREMXDifference

Max Drawdown

Largest peak-to-trough decline

-51.37%

-90.20%

+38.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-23.35%

+8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-73.34%

+47.68%

Max Drawdown (10Y)

Largest decline over 10 years

-48.59%

-73.34%

+24.75%

Current Drawdown

Current decline from peak

-1.59%

-59.70%

+58.11%

Average Drawdown

Average peak-to-trough decline

-15.10%

-67.01%

+51.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

7.86%

-5.03%

Volatility

GNR vs. REMX - Volatility Comparison

The current volatility for SPDR S&P Global Natural Resources ETF (GNR) is 6.47%, while VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) has a volatility of 17.39%. This indicates that GNR experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNRREMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

17.39%

-10.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.76%

37.90%

-24.14%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

48.30%

-27.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

39.76%

-19.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

36.61%

-14.60%