PortfoliosLab logoPortfoliosLab logo
GOAU vs. JETS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOAU vs. JETS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Global GO GOLD and Precious Metal Miners ETF (GOAU) and U.S. Global Jets ETF (JETS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GOAU achieves a -1.69% return, which is significantly lower than JETS's -0.25% return.


GOAU

1D
1.83%
1M
2.05%
YTD
-1.69%
6M
2.10%
1Y
38.05%
3Y*
33.93%
5Y*
15.62%
10Y*

JETS

1D
0.61%
1M
7.44%
YTD
-0.25%
6M
4.90%
1Y
23.92%
3Y*
14.59%
5Y*
1.49%
10Y*
2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOAU vs. JETS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOAU
US Global GO GOLD and Precious Metal Miners ETF
-1.69%126.68%13.78%10.67%-11.66%-9.23%14.13%54.17%-11.88%7.92%
JETS
U.S. Global Jets ETF
-0.25%11.64%33.21%11.42%-19.01%-5.13%-28.93%14.38%-14.30%5.08%

Correlation

The correlation between GOAU and JETS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

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

0.19

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2017

0.13

Compare stocks, funds, or ETFs

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


Return for Risk

GOAU vs. JETS — Risk / Return Rank

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

GOAU
GOAU Risk / Return Rank: 2525
Overall Rank
GOAU Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GOAU Sortino Ratio Rank: 2424
Sortino Ratio Rank
GOAU Omega Ratio Rank: 2626
Omega Ratio Rank
GOAU Calmar Ratio Rank: 2626
Calmar Ratio Rank
GOAU Martin Ratio Rank: 2323
Martin Ratio Rank

JETS
JETS Risk / Return Rank: 2323
Overall Rank
JETS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JETS Sortino Ratio Rank: 2525
Sortino Ratio Rank
JETS Omega Ratio Rank: 2323
Omega Ratio Rank
JETS Calmar Ratio Rank: 2222
Calmar Ratio Rank
JETS Martin Ratio Rank: 2121
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.

GOAU vs. JETS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Global GO GOLD and Precious Metal Miners ETF (GOAU) and U.S. Global Jets ETF (JETS). 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.


GOAUJETSDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratioReturn relative to maximum drawdown

1.23

1.00

+0.23

Martin ratioReturn relative to average drawdown

3.00

2.55

+0.46

GOAU vs. JETS - Sharpe Ratio Comparison

The current GOAU Sharpe Ratio is 0.84, which is comparable to the JETS Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of GOAU and JETS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GOAUJETSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.74

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.05

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.05

+0.40

Drawdowns

GOAU vs. JETS - Drawdown Comparison

The maximum GOAU drawdown since its inception was -55.41%, smaller than the maximum JETS drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for GOAU and JETS.


Loading charts...

Drawdown Indicators


GOAUJETSDifference

Max Drawdown

Largest peak-to-trough decline

-55.41%

-64.92%

+9.51%

Max Drawdown (1Y)

Largest decline over 1 year

-31.15%

-24.13%

-7.02%

Max Drawdown (3Y)

Largest decline over 3 years

-31.15%

-35.21%

+4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-48.52%

-44.36%

-4.16%

Max Drawdown (10Y)

Largest decline over 10 years

-64.92%

Current Drawdown

Current decline from peak

-25.58%

-16.90%

-8.68%

Average Drawdown

Average peak-to-trough decline

-18.82%

-25.19%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.71%

9.42%

+3.29%

Volatility

GOAU vs. JETS - Volatility Comparison

US Global GO GOLD and Precious Metal Miners ETF (GOAU) has a higher volatility of 14.53% compared to U.S. Global Jets ETF (JETS) at 11.54%. This indicates that GOAU's price experiences larger fluctuations and is considered to be riskier than JETS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GOAUJETSDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.53%

11.54%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

37.31%

24.18%

+13.13%

Volatility (1Y)

Calculated over the trailing 1-year period

45.71%

32.62%

+13.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.44%

32.27%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.51%

34.18%

+1.33%

GOAU vs. JETS - Expense Ratio Comparison

Both GOAU and JETS have an expense ratio of 0.60%.


Dividends

GOAU vs. JETS - Dividend Comparison

GOAU's dividend yield for the trailing twelve months is around 0.96%, more than JETS's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
GOAU
US Global GO GOLD and Precious Metal Miners ETF
0.96%0.94%2.11%0.99%1.55%1.28%0.74%0.16%0.47%0.27%0.00%0.00%
JETS
U.S. Global Jets ETF
0.83%0.83%0.00%0.00%0.00%0.67%0.04%1.24%0.09%1.57%0.58%0.17%

Frequently Asked Questions


GOAU and JETS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOAU has higher volatility (14.53%) compared to JETS (11.54%). In terms of maximum drawdown, GOAU dropped -55.41% vs JETS's -64.92%.

On 5-year performance, GOAU leads with 15.62% vs 1.49% for JETS. Both ETFs have the same 0.60% expense ratio. On volatility, JETS has been the lower-risk option at 11.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GOAU has performed better with a 15.62% return vs 1.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOAU and JETS have the same expense ratio: 0.60% per year.

GOAU has the higher dividend yield at 0.96%, compared with 0.83% for JETS.

GOAU is categorized as Materials, while JETS is Industrials Equities. GOAU tracks U.S. Global GO GOLD and Precious Metal Miners Index, while JETS tracks U.S. Global Jets Index.

GOAU currently has the higher Sharpe Ratio (0.84 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GOAU and JETS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer