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GOAU vs. RING
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOAU vs. RING - 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 Gold Miners ETF (RING). 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 -12.48% return, which is significantly lower than RING's -11.05% return.


GOAU

1D
-0.35%
1M
-12.66%
YTD
-12.48%
6M
-15.93%
1Y
30.69%
3Y*
32.68%
5Y*
15.29%
10Y*

RING

1D
1.48%
1M
-15.03%
YTD
-11.05%
6M
-14.98%
1Y
51.23%
3Y*
43.01%
5Y*
20.15%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOAU vs. RING - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOAU
US Global GO GOLD and Precious Metal Miners ETF
-12.48%126.68%13.78%10.67%-11.66%-9.23%14.13%54.17%-11.88%7.81%
RING
iShares MSCI Global Gold Miners ETF
-11.05%164.72%15.98%12.29%-15.40%-7.46%24.98%49.92%-13.14%4.84%

Correlation

The correlation between GOAU and RING is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2017

0.92

The correlation between GOAU and RING has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

GOAU vs. RING — Risk / Return Rank

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

GOAU
GOAU Risk / Return Rank: 2121
Overall Rank
GOAU Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GOAU Sortino Ratio Rank: 2121
Sortino Ratio Rank
GOAU Omega Ratio Rank: 2323
Omega Ratio Rank
GOAU Calmar Ratio Rank: 2020
Calmar Ratio Rank
GOAU Martin Ratio Rank: 2020
Martin Ratio Rank

RING
RING Risk / Return Rank: 3131
Overall Rank
RING Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RING Sortino Ratio Rank: 3030
Sortino Ratio Rank
RING Omega Ratio Rank: 3333
Omega Ratio Rank
RING Calmar Ratio Rank: 3131
Calmar Ratio Rank
RING 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.

GOAU vs. RING - 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 Gold Miners ETF (RING). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GOAURINGDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.06

Calmar ratioReturn relative to maximum drawdown

0.86

1.44

-0.58

Martin ratioReturn relative to average drawdown

2.12

3.74

-1.62

GOAU vs. RING - Sharpe Ratio Comparison

The current GOAU Sharpe Ratio is 0.65, which is lower than the RING Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of GOAU and RING, 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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Drawdowns

GOAU vs. RING - Drawdown Comparison

The maximum GOAU drawdown since its inception was -55.41%, smaller than the maximum RING drawdown of -79.47%. Use the drawdown chart below to compare losses from any high point for GOAU and RING.


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Drawdown Indicators


GOAURINGDifference

Max Drawdown

Largest peak-to-trough decline

-55.41%

-79.47%

+24.06%

Max Drawdown (1Y)

Largest decline over 1 year

-35.89%

-35.72%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-35.89%

-35.72%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-48.52%

-47.94%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-52.04%

Current Drawdown

Current decline from peak

-33.74%

-34.11%

+0.37%

Average Drawdown

Average peak-to-trough decline

-18.88%

-47.32%

+28.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.53%

13.75%

+0.78%

Volatility

GOAU vs. RING - Volatility Comparison

US Global GO GOLD and Precious Metal Miners ETF (GOAU) and iShares MSCI Global Gold Miners ETF (RING) have volatilities of 16.47% and 17.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOAURINGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.47%

17.15%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

39.63%

39.93%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

47.71%

48.18%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.95%

37.00%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.74%

36.74%

-1.00%

GOAU vs. RING - Expense Ratio Comparison

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


Dividends

GOAU vs. RING - Dividend Comparison

GOAU's dividend yield for the trailing twelve months is around 1.07%, less than RING's 1.39% yield.


PositionTTM20252024202320222021202020192018201720162015
GOAU
US Global GO GOLD and Precious Metal Miners ETF
1.07%0.94%2.11%0.99%1.55%1.28%0.74%0.16%0.47%0.27%0.00%0.00%
RING
iShares MSCI Global Gold Miners ETF
1.39%0.84%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%

Frequently Asked Questions


With a correlation of 0.96, GOAU and RING move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RING has higher volatility (17.15%) compared to GOAU (16.47%). In terms of maximum drawdown, GOAU dropped -55.41% vs RING's -79.47%.

On 5-year performance, RING leads with 20.15% vs 15.29% for GOAU. On fees, RING is cheaper at 0.39% per year. On volatility, GOAU has been the lower-risk option at 16.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RING has performed better with a 20.15% return vs 15.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

RING has the higher dividend yield at 1.39%, compared with 1.07% for GOAU.

GOAU tracks U.S. Global GO GOLD and Precious Metal Miners Index, while RING tracks MSCI ACWI Select Gold Miners 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 RING.

RING currently has the higher Sharpe Ratio (1.07 vs 0.65), 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 RING

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