PortfoliosLab logoPortfoliosLab logo
GOEX vs. GLDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOEX vs. GLDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Gold Explorers ETF (GOEX) and UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GOEX achieves a -10.87% return, which is significantly lower than GLDI's -4.45% return. Over the past 10 years, GOEX has outperformed GLDI with an annualized return of 11.97%, while GLDI has yielded a comparatively lower 7.83% annualized return.


GOEX

1D
-4.76%
1M
-7.11%
YTD
-10.87%
6M
-15.49%
1Y
57.11%
3Y*
46.70%
5Y*
19.54%
10Y*
11.97%

GLDI

1D
-1.62%
1M
-7.19%
YTD
-4.45%
6M
-5.42%
1Y
11.67%
3Y*
17.47%
5Y*
10.96%
10Y*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOEX vs. GLDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOEX
Global X Gold Explorers ETF
-10.87%179.50%19.38%1.99%-14.63%-14.45%34.98%36.73%-14.84%12.61%
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
-4.45%34.25%17.76%8.93%-1.11%-3.42%23.50%14.40%-0.54%8.94%

Correlation

The correlation between GOEX and GLDI is 0.74, 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

0.74

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

0.72

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

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2013

0.66

The correlation between GOEX and GLDI has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

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

GOEX vs. GLDI — Risk / Return Rank

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

GOEX
GOEX Risk / Return Rank: 3131
Overall Rank
GOEX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GOEX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GOEX Omega Ratio Rank: 3333
Omega Ratio Rank
GOEX Calmar Ratio Rank: 3030
Calmar Ratio Rank
GOEX Martin Ratio Rank: 2929
Martin Ratio Rank

GLDI
GLDI Risk / Return Rank: 2121
Overall Rank
GLDI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 1919
Sortino Ratio Rank
GLDI Omega Ratio Rank: 2323
Omega Ratio Rank
GLDI Calmar Ratio Rank: 1919
Calmar Ratio Rank
GLDI Martin Ratio Rank: 2323
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. GLDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold Explorers ETF (GOEX) and UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI). 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.


GOEXGLDIDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.21

1.16

+0.05

Calmar ratioReturn relative to maximum drawdown

1.45

0.83

+0.62

Martin ratioReturn relative to average drawdown

3.84

2.73

+1.12

GOEX vs. GLDI - Sharpe Ratio Comparison

The current GOEX Sharpe Ratio is 1.11, which is higher than the GLDI Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GOEX and GLDI, 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...

Drawdowns

GOEX vs. GLDI - Drawdown Comparison

The maximum GOEX drawdown since its inception was -88.83%, which is greater than GLDI's maximum drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for GOEX and GLDI.


Loading charts...

Drawdown Indicators


GOEXGLDIDifference

Max Drawdown

Largest peak-to-trough decline

-88.83%

-32.26%

-56.57%

Max Drawdown (1Y)

Largest decline over 1 year

-39.64%

-14.14%

-25.50%

Max Drawdown (3Y)

Largest decline over 3 years

-39.64%

-14.14%

-25.50%

Max Drawdown (5Y)

Largest decline over 5 years

-47.16%

-14.14%

-33.02%

Max Drawdown (10Y)

Largest decline over 10 years

-53.66%

-14.94%

-38.72%

Current Drawdown

Current decline from peak

-34.22%

-13.28%

-20.94%

Average Drawdown

Average peak-to-trough decline

-63.47%

-13.99%

-49.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.92%

4.30%

+10.62%

Volatility

GOEX vs. GLDI - Volatility Comparison

Global X Gold Explorers ETF (GOEX) has a higher volatility of 18.46% compared to UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) at 7.18%. This indicates that GOEX's price experiences larger fluctuations and is considered to be riskier than GLDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GOEXGLDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.46%

7.18%

+11.28%

Volatility (6M)

Calculated over the trailing 6-month period

42.70%

14.58%

+28.12%

Volatility (1Y)

Calculated over the trailing 1-year period

51.52%

15.99%

+35.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.57%

11.58%

+27.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.17%

11.52%

+28.65%

GOEX vs. GLDI - Expense Ratio Comparison

Both GOEX and GLDI have an expense ratio of 0.65%.


Dividends

GOEX vs. GLDI - Dividend Comparison

GOEX's dividend yield for the trailing twelve months is around 2.33%, less than GLDI's 26.67% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
26.67%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
GOEX
Global X Gold Explorers ETF
2.33%2.08%2.46%0.05%1.04%2.35%2.62%1.60%0.00%0.00%38.91%11.70%

Frequently Asked Questions


GOEX and GLDI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOEX has higher volatility (18.46%) compared to GLDI (7.18%). In terms of maximum drawdown, GOEX dropped -88.83% vs GLDI's -32.26%.

On 10-year performance, GOEX leads with 11.97% vs 7.83% for GLDI. Both ETFs have the same 0.65% expense ratio. On volatility, GLDI has been the lower-risk option at 7.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GOEX has performed better with a 11.97% return vs 7.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOEX and GLDI have the same expense ratio: 0.65% per year.

GLDI has the higher dividend yield at 26.67%, compared with 2.33% for GOEX.

GOEX tracks Solactive Global Gold Explorers & Developers Total Return, while GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index. They also come from different issuers: Global X and UBS.

GOEX currently has the higher Sharpe Ratio (1.11 vs 0.73), 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 GOEX and GLDI

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