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IS0E.DE vs. G2XJ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IS0E.DE vs. G2XJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Gold Producers UCITS ETF (IS0E.DE) and VanEck Junior Gold Miners UCITS (G2XJ.DE). The values are adjusted to include any dividend payments, if applicable.

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IS0E.DE vs. G2XJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0E.DE
iShares Gold Producers UCITS ETF
9.50%129.59%18.76%6.29%-3.80%-3.04%13.47%44.05%-4.38%-6.00%
G2XJ.DE
VanEck Junior Gold Miners UCITS
6.01%149.58%21.45%3.64%-6.09%-15.55%18.76%43.18%-8.98%-10.97%

Returns By Period

In the year-to-date period, IS0E.DE achieves a 9.50% return, which is significantly higher than G2XJ.DE's 6.01% return. Both investments have delivered pretty close results over the past 10 years, with IS0E.DE having a 17.69% annualized return and G2XJ.DE not far behind at 17.35%.


IS0E.DE

1D
-14.52%
1M
-10.68%
YTD
9.50%
6M
28.72%
1Y
95.42%
3Y*
41.45%
5Y*
24.97%
10Y*
17.69%

G2XJ.DE

1D
-3.45%
1M
-13.81%
YTD
6.01%
6M
31.57%
1Y
107.14%
3Y*
44.40%
5Y*
23.82%
10Y*
17.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IS0E.DE vs. G2XJ.DE - Expense Ratio Comparison

Both IS0E.DE and G2XJ.DE have an expense ratio of 0.55%.


Return for Risk

IS0E.DE vs. G2XJ.DE — Risk / Return Rank

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

IS0E.DE
IS0E.DE Risk / Return Rank: 8585
Overall Rank
IS0E.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 8888
Martin Ratio Rank

G2XJ.DE
G2XJ.DE Risk / Return Rank: 8989
Overall Rank
G2XJ.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
G2XJ.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
G2XJ.DE Omega Ratio Rank: 8585
Omega Ratio Rank
G2XJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
G2XJ.DE Martin Ratio Rank: 8888
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.

IS0E.DE vs. G2XJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and VanEck Junior Gold Miners UCITS (G2XJ.DE). 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.


IS0E.DEG2XJ.DEDifference

Sharpe ratio

Return per unit of total volatility

1.75

2.31

-0.55

Sortino ratio

Return per unit of downside risk

2.20

2.59

-0.39

Omega ratio

Gain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratio

Return relative to maximum drawdown

3.55

3.78

-0.23

Martin ratio

Return relative to average drawdown

12.50

12.48

+0.02

IS0E.DE vs. G2XJ.DE - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.75, which is comparable to the G2XJ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IS0E.DE and G2XJ.DE, 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


IS0E.DEG2XJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.31

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.65

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.46

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.42

-0.23

Correlation

The correlation between IS0E.DE and G2XJ.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IS0E.DE vs. G2XJ.DE - Dividend Comparison

Neither IS0E.DE nor G2XJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IS0E.DE vs. G2XJ.DE - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -71.63%, which is greater than G2XJ.DE's maximum drawdown of -49.96%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and G2XJ.DE.


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Drawdown Indicators


IS0E.DEG2XJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-49.96%

-21.67%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-29.24%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-40.82%

+2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-49.96%

+4.34%

Current Drawdown

Current decline from peak

-15.56%

-18.47%

+2.91%

Average Drawdown

Average peak-to-trough decline

-33.92%

-25.33%

-8.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

8.86%

-1.11%

Volatility

IS0E.DE vs. G2XJ.DE - Volatility Comparison

iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 30.58% compared to VanEck Junior Gold Miners UCITS (G2XJ.DE) at 20.21%. This indicates that IS0E.DE's price experiences larger fluctuations and is considered to be riskier than G2XJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0E.DEG2XJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.58%

20.21%

+10.37%

Volatility (6M)

Calculated over the trailing 6-month period

49.03%

39.59%

+9.44%

Volatility (1Y)

Calculated over the trailing 1-year period

54.21%

46.24%

+7.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.16%

36.39%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.59%

37.83%

-4.24%