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GOEX vs. ARKW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOEX vs. ARKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Gold Explorers ETF (GOEX) and ARK Next Generation Internet ETF (ARKW). The values are adjusted to include any dividend payments, if applicable.

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GOEX vs. ARKW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOEX
Global X Gold Explorers ETF
10.58%179.50%19.38%1.99%-14.63%-14.45%34.98%36.73%-14.84%12.61%
ARKW
ARK Next Generation Internet ETF
-17.90%38.93%42.27%96.89%-67.49%-18.85%157.44%35.76%4.24%87.29%

Returns By Period

In the year-to-date period, GOEX achieves a 10.58% return, which is significantly higher than ARKW's -17.90% return. Over the past 10 years, GOEX has underperformed ARKW with an annualized return of 20.19%, while ARKW has yielded a comparatively higher 21.40% annualized return.


GOEX

1D
5.30%
1M
-18.39%
YTD
10.58%
6M
31.90%
1Y
142.11%
3Y*
49.82%
5Y*
26.17%
10Y*
20.19%

ARKW

1D
0.56%
1M
-4.66%
YTD
-17.90%
6M
-29.29%
1Y
27.20%
3Y*
31.95%
5Y*
-3.84%
10Y*
21.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOEX vs. ARKW - Expense Ratio Comparison

GOEX has a 0.65% expense ratio, which is lower than ARKW's 0.76% expense ratio.


Return for Risk

GOEX vs. ARKW — Risk / Return Rank

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

GOEX
GOEX Risk / Return Rank: 9494
Overall Rank
GOEX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GOEX Omega Ratio Rank: 9292
Omega Ratio Rank
GOEX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOEX Martin Ratio Rank: 9494
Martin Ratio Rank

ARKW
ARKW Risk / Return Rank: 3535
Overall Rank
ARKW Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ARKW Sortino Ratio Rank: 4242
Sortino Ratio Rank
ARKW Omega Ratio Rank: 3636
Omega Ratio Rank
ARKW Calmar Ratio Rank: 3232
Calmar Ratio Rank
ARKW Martin Ratio Rank: 2525
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.

GOEX vs. ARKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold Explorers ETF (GOEX) and ARK Next Generation Internet ETF (ARKW). 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.


GOEXARKWDifference

Sharpe ratio

Return per unit of total volatility

2.83

0.72

+2.11

Sortino ratio

Return per unit of downside risk

2.88

1.24

+1.64

Omega ratio

Gain probability vs. loss probability

1.41

1.15

+0.26

Calmar ratio

Return relative to maximum drawdown

4.25

0.83

+3.42

Martin ratio

Return relative to average drawdown

14.99

2.01

+12.99

GOEX vs. ARKW - Sharpe Ratio Comparison

The current GOEX Sharpe Ratio is 2.83, which is higher than the ARKW Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GOEX and ARKW, 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


GOEXARKWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

0.72

+2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.09

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.57

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.53

-0.49

Correlation

The correlation between GOEX and ARKW is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GOEX vs. ARKW - Dividend Comparison

GOEX's dividend yield for the trailing twelve months is around 1.88%, less than ARKW's 1.94% yield.


TTM20252024202320222021202020192018201720162015
GOEX
Global X Gold Explorers ETF
1.88%2.08%2.46%0.05%1.04%2.35%2.62%1.60%0.00%0.00%38.91%11.70%
ARKW
ARK Next Generation Internet ETF
1.94%1.59%0.00%0.00%0.00%0.17%1.29%0.00%13.05%2.05%0.00%2.29%

Drawdowns

GOEX vs. ARKW - Drawdown Comparison

The maximum GOEX drawdown since its inception was -88.83%, which is greater than ARKW's maximum drawdown of -80.52%. Use the drawdown chart below to compare losses from any high point for GOEX and ARKW.


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Drawdown Indicators


GOEXARKWDifference

Max Drawdown

Largest peak-to-trough decline

-88.83%

-80.52%

-8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-32.78%

-36.21%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-47.16%

-77.36%

+30.20%

Max Drawdown (10Y)

Largest decline over 10 years

-53.66%

-80.52%

+26.86%

Current Drawdown

Current decline from peak

-18.39%

-34.20%

+15.81%

Average Drawdown

Average peak-to-trough decline

-64.05%

-23.98%

-40.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.30%

14.98%

-5.68%

Volatility

GOEX vs. ARKW - Volatility Comparison

Global X Gold Explorers ETF (GOEX) has a higher volatility of 18.88% compared to ARK Next Generation Internet ETF (ARKW) at 11.70%. This indicates that GOEX's price experiences larger fluctuations and is considered to be riskier than ARKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOEXARKWDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.88%

11.70%

+7.18%

Volatility (6M)

Calculated over the trailing 6-month period

42.54%

25.81%

+16.73%

Volatility (1Y)

Calculated over the trailing 1-year period

50.49%

37.79%

+12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.58%

43.68%

-5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.49%

37.55%

+2.94%