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GOEX vs. GLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOEX vs. GLL - Performance Comparison

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

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Returns By Period

In the year-to-date period, GOEX achieves a -10.87% return, which is significantly lower than GLL's -1.30% return. Over the past 10 years, GOEX has outperformed GLL with an annualized return of 11.97%, while GLL has yielded a comparatively lower -21.26% 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%

GLL

1D
3.82%
1M
18.89%
YTD
-1.30%
6M
7.14%
1Y
-39.64%
3Y*
-39.33%
5Y*
-28.52%
10Y*
-21.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOEX vs. GLL - 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%
GLL
ProShares UltraShort Gold
-1.30%-62.81%-33.33%-14.91%-2.12%1.66%-41.47%-26.95%5.39%-23.67%

Correlation

The correlation between GOEX and GLL is -0.80, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.80

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

-0.79

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

-0.78

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

-0.75

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2010

-0.74

The correlation between GOEX and GLL has been stable across timeframes, ranging from -0.80 to -0.74 - a consistent structural relationship.

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Return for Risk

GOEX vs. GLL — 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

GLL
GLL Risk / Return Rank: 44
Overall Rank
GLL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 33
Sortino Ratio Rank
GLL Omega Ratio Rank: 33
Omega Ratio Rank
GLL Calmar Ratio Rank: 44
Calmar Ratio Rank
GLL Martin Ratio Rank: 55
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. GLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold Explorers ETF (GOEX) and ProShares UltraShort Gold (GLL). 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.


GOEXGLLDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.21

0.89

+0.33

Calmar ratioReturn relative to maximum drawdown

1.45

-0.61

+2.06

Martin ratioReturn relative to average drawdown

3.84

-0.92

+4.76

GOEX vs. GLL - Sharpe Ratio Comparison

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

GOEX vs. GLL - Drawdown Comparison

The maximum GOEX drawdown since its inception was -88.83%, smaller than the maximum GLL drawdown of -99.24%. Use the drawdown chart below to compare losses from any high point for GOEX and GLL.


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Drawdown Indicators


GOEXGLLDifference

Max Drawdown

Largest peak-to-trough decline

-88.83%

-99.24%

+10.41%

Max Drawdown (1Y)

Largest decline over 1 year

-39.64%

-65.10%

+25.46%

Max Drawdown (3Y)

Largest decline over 3 years

-39.64%

-87.95%

+48.31%

Max Drawdown (5Y)

Largest decline over 5 years

-47.16%

-89.76%

+42.60%

Max Drawdown (10Y)

Largest decline over 10 years

-53.66%

-95.76%

+42.10%

Current Drawdown

Current decline from peak

-34.22%

-98.77%

+64.55%

Average Drawdown

Average peak-to-trough decline

-63.47%

-85.15%

+21.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.92%

43.09%

-28.17%

Volatility

GOEX vs. GLL - Volatility Comparison

Global X Gold Explorers ETF (GOEX) has a higher volatility of 18.46% compared to ProShares UltraShort Gold (GLL) at 16.15%. This indicates that GOEX's price experiences larger fluctuations and is considered to be riskier than GLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOEXGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.46%

16.15%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

42.70%

46.91%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

51.52%

54.37%

-2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.57%

36.40%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.17%

32.31%

+7.86%

GOEX vs. GLL - Expense Ratio Comparison

GOEX has a 0.65% expense ratio, which is lower than GLL's 0.95% expense ratio.


Dividends

GOEX vs. GLL - Dividend Comparison

GOEX's dividend yield for the trailing twelve months is around 2.33%, while GLL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GLL
ProShares UltraShort Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 GLL have a correlation of -0.80, 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 GLL (16.15%). In terms of maximum drawdown, GOEX dropped -88.83% vs GLL's -99.24%.

On 10-year performance, GOEX leads with 11.97% vs -21.26% for GLL. On fees, GOEX is cheaper at 0.65% per year. On volatility, GLL has been the lower-risk option at 16.15%. 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 -21.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOEX is cheaper with a 0.65% expense ratio, compared with 0.95% for GLL.

GOEX has the higher dividend yield at 2.33%, compared with 0.00% for GLL.

GOEX is categorized as Gold, while GLL is Leveraged Commodities. GOEX tracks Solactive Global Gold Explorers & Developers Total Return, while GLL tracks Bloomberg Gold (-200%). They also come from different issuers: Global X and ProShares. Their fees differ too: 0.65% for GOEX and 0.95% for GLL.

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 GLL

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