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GOAU vs. PICK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOAU vs. PICK - 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 iShares MSCI Global Select Metals & Mining Producers ETF (PICK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOAU achieves a -1.69% return, which is significantly lower than PICK's 29.84% return.


GOAU

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

PICK

1D
-0.57%
1M
8.43%
YTD
29.84%
6M
37.94%
1Y
84.81%
3Y*
22.86%
5Y*
11.65%
10Y*
17.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOAU vs. PICK - 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%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
29.84%51.89%-16.37%9.69%2.54%22.61%27.46%16.47%-18.65%31.50%

Correlation

The correlation between GOAU and PICK is 0.61, 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

0.61

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

0.57

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

0.58

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

0.44

The correlation between GOAU and PICK shifts across timeframes, from 0.44 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GOAU vs. PICK — 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

PICK
PICK Risk / Return Rank: 8484
Overall Rank
PICK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PICK Sortino Ratio Rank: 8080
Sortino Ratio Rank
PICK Omega Ratio Rank: 8383
Omega Ratio Rank
PICK Calmar Ratio Rank: 8383
Calmar Ratio Rank
PICK Martin Ratio Rank: 8585
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. PICK - 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 iShares MSCI Global Select Metals & Mining Producers ETF (PICK). 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.


GOAUPICKDifference
Sharpe ratioReturn per unit of total volatility

-2.20

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

1.18

1.49

-0.31

Calmar ratioReturn relative to maximum drawdown

1.23

4.36

-3.14

Martin ratioReturn relative to average drawdown

3.00

17.50

-14.49

GOAU vs. PICK - Sharpe Ratio Comparison

The current GOAU Sharpe Ratio is 0.84, which is lower than the PICK Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of GOAU and PICK, 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


GOAUPICKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

3.04

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.42

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.21

+0.24

Drawdowns

GOAU vs. PICK - Drawdown Comparison

The maximum GOAU drawdown since its inception was -55.41%, smaller than the maximum PICK drawdown of -68.87%. Use the drawdown chart below to compare losses from any high point for GOAU and PICK.


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Drawdown Indicators


GOAUPICKDifference

Max Drawdown

Largest peak-to-trough decline

-55.41%

-68.87%

+13.46%

Max Drawdown (1Y)

Largest decline over 1 year

-31.15%

-19.54%

-11.61%

Max Drawdown (3Y)

Largest decline over 3 years

-31.15%

-32.52%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-48.52%

-36.37%

-12.15%

Max Drawdown (10Y)

Largest decline over 10 years

-52.72%

Current Drawdown

Current decline from peak

-25.58%

-3.29%

-22.29%

Average Drawdown

Average peak-to-trough decline

-18.82%

-24.12%

+5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.71%

4.86%

+7.85%

Volatility

GOAU vs. PICK - Volatility Comparison

US Global GO GOLD and Precious Metal Miners ETF (GOAU) has a higher volatility of 14.53% compared to iShares MSCI Global Select Metals & Mining Producers ETF (PICK) at 10.92%. This indicates that GOAU's price experiences larger fluctuations and is considered to be riskier than PICK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOAUPICKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.53%

10.92%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

37.31%

24.12%

+13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

45.71%

28.10%

+17.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.44%

27.78%

+8.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.51%

28.36%

+7.15%

GOAU vs. PICK - Expense Ratio Comparison

GOAU has a 0.60% expense ratio, which is higher than PICK's 0.39% expense ratio.


Dividends

GOAU vs. PICK - Dividend Comparison

GOAU's dividend yield for the trailing twelve months is around 0.96%, less than PICK's 2.21% 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%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
2.21%2.88%3.26%4.19%6.93%5.89%2.27%5.51%4.77%2.41%1.15%15.77%

Frequently Asked Questions


GOAU and PICK have a correlation of 0.61, 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 PICK (10.92%). In terms of maximum drawdown, GOAU dropped -55.41% vs PICK's -68.87%.

On 5-year performance, GOAU leads with 15.62% vs 11.65% for PICK. On fees, PICK is cheaper at 0.39% per year. On volatility, PICK has been the lower-risk option at 10.92%. 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 11.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PICK is cheaper with a 0.39% expense ratio, compared with 0.60% for GOAU.

PICK has the higher dividend yield at 2.21%, compared with 0.96% for GOAU.

GOAU tracks U.S. Global GO GOLD and Precious Metal Miners Index, while PICK tracks MSCI ACWI Select Metals & Mining Producers Ex Gold & Silver Investable Market Index. They also come from different issuers: US Global and iShares. Their fees differ too: 0.60% for GOAU and 0.39% for PICK.

PICK currently has the higher Sharpe Ratio (3.04 vs 0.84), 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 PICK

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