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

Performance

IS0E.DE vs. GDXJ - 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 ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS0E.DE is traded in EUR, while GDXJ is traded in USD. To make them comparable, the GDXJ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly higher than GDXJ's -0.53% return. Over the past 10 years, IS0E.DE has outperformed GDXJ with an annualized return of 13.92%, while GDXJ has yielded a comparatively lower 12.87% annualized return.


IS0E.DE

1D
0.88%
1M
-5.38%
YTD
-0.06%
6M
7.39%
1Y
60.26%
3Y*
38.14%
5Y*
19.77%
10Y*
13.92%

GDXJ

1D
0.00%
1M
-7.79%
YTD
-0.53%
6M
7.56%
1Y
59.50%
3Y*
41.82%
5Y*
18.77%
10Y*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0E.DE vs. GDXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0E.DE
iShares Gold Producers UCITS ETF
-0.06%129.59%18.76%6.29%-3.80%-3.04%13.47%44.05%-4.38%-6.00%
GDXJ
VanEck Junior Gold Miners ETF
-9.86%139.97%23.31%3.91%-9.24%-15.35%19.65%43.62%-6.85%-5.08%

Correlation

The correlation between IS0E.DE and GDXJ 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

0.74

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

0.74

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

0.67

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

0.62

The correlation between IS0E.DE and GDXJ shifts across timeframes, from 0.62 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS0E.DE vs. GDXJ — 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: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
Martin Ratio Rank

GDXJ
GDXJ Risk / Return Rank: 2626
Overall Rank
GDXJ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 2828
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 2727
Calmar Ratio Rank
GDXJ 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.

IS0E.DE vs. GDXJ - 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 ETF (GDXJ). 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.DEGDXJDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

2.17

1.89

+0.28

Martin ratioReturn relative to average drawdown

5.45

4.62

+0.83

IS0E.DE vs. GDXJ - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.24, which is comparable to the GDXJ Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IS0E.DE and GDXJ, 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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Sharpe Ratios by Period


IS0E.DEGDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.25

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.49

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.31

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.10

+0.08

Drawdowns

IS0E.DE vs. GDXJ - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -71.63%, smaller than the maximum GDXJ drawdown of -85.64%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and GDXJ.


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Drawdown Indicators


IS0E.DEGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-85.64%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-31.72%

+4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-27.26%

-31.72%

+4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-42.28%

+4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-53.91%

+8.29%

Current Drawdown

Current decline from peak

-22.93%

-27.35%

+4.42%

Average Drawdown

Average peak-to-trough decline

-33.74%

-55.63%

+21.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.85%

12.93%

-2.08%

Volatility

IS0E.DE vs. GDXJ - Volatility Comparison

The current volatility for iShares Gold Producers UCITS ETF (IS0E.DE) is 12.84%, while VanEck Junior Gold Miners ETF (GDXJ) has a volatility of 13.54%. This indicates that IS0E.DE experiences smaller price fluctuations and is considered to be less risky than GDXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0E.DEGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

13.54%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

33.62%

39.43%

-5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

47.58%

47.79%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.83%

38.30%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

41.96%

-9.43%

IS0E.DE vs. GDXJ - Expense Ratio Comparison

IS0E.DE has a 0.55% expense ratio, which is higher than GDXJ's 0.52% expense ratio.


Dividends

IS0E.DE vs. GDXJ - Dividend Comparison

IS0E.DE has not paid dividends to shareholders, while GDXJ's dividend yield for the trailing twelve months is around 2.63%.


PositionTTM20252024202320222021202020192018201720162015
GDXJ
VanEck Junior Gold Miners ETF
2.63%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%
IS0E.DE
iShares Gold Producers UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS0E.DE and GDXJ 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.

On fees, GDXJ is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GDXJ is cheaper with a 0.52% expense ratio, compared with 0.55% for IS0E.DE.

IS0E.DE is categorized as Precious Metals, while GDXJ is Gold. IS0E.DE tracks S&P Commodity Producers Gold, while GDXJ tracks MVIS Global Junior Gold Miners Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.55% for IS0E.DE and 0.52% for GDXJ.

Portfolio Optimizer

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