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IS0E.DE vs. M9SD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0E.DE vs. M9SD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Gold Producers UCITS ETF (IS0E.DE) and Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly lower than M9SD.DE's 3.74% return. Over the past 10 years, IS0E.DE has outperformed M9SD.DE with an annualized return of 13.92%, while M9SD.DE has yielded a comparatively lower 12.24% 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%

M9SD.DE

1D
1.07%
1M
-4.44%
YTD
3.74%
6M
11.23%
1Y
69.16%
3Y*
40.66%
5Y*
20.23%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0E.DE vs. M9SD.DE - 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%
M9SD.DE
Market Access NYSE Arca Gold Bugs UCITS ETF
3.74%130.74%20.64%2.95%-2.13%-8.52%14.07%50.51%-13.27%-11.82%

Correlation

The correlation between IS0E.DE and M9SD.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

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

0.95

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

0.95

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

0.95

The correlation between IS0E.DE and M9SD.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

IS0E.DE vs. M9SD.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: 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

M9SD.DE
M9SD.DE Risk / Return Rank: 4646
Overall Rank
M9SD.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
M9SD.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
M9SD.DE Omega Ratio Rank: 4444
Omega Ratio Rank
M9SD.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
M9SD.DE Martin Ratio Rank: 4141
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. M9SD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.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.DEM9SD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.24

1.27

-0.03

Calmar ratioReturn relative to maximum drawdown

2.17

2.56

-0.40

Martin ratioReturn relative to average drawdown

5.45

6.47

-1.02

IS0E.DE vs. M9SD.DE - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.24, which is comparable to the M9SD.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of IS0E.DE and M9SD.DE, 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.DEM9SD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.65

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.58

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.35

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.12

+0.05

Drawdowns

IS0E.DE vs. M9SD.DE - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -71.63%, smaller than the maximum M9SD.DE drawdown of -80.12%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and M9SD.DE.


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Drawdown Indicators


IS0E.DEM9SD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-80.12%

+8.49%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-27.35%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-27.26%

-27.35%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-39.62%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-55.80%

+10.18%

Current Drawdown

Current decline from peak

-22.93%

-22.37%

-0.56%

Average Drawdown

Average peak-to-trough decline

-33.74%

-42.59%

+8.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.85%

10.84%

+0.01%

Volatility

IS0E.DE vs. M9SD.DE - Volatility Comparison

iShares Gold Producers UCITS ETF (IS0E.DE) and Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE) have volatilities of 12.84% and 13.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0E.DEM9SD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

13.40%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

33.62%

33.87%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

47.58%

42.57%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.83%

34.36%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

34.73%

-2.20%

IS0E.DE vs. M9SD.DE - Expense Ratio Comparison

IS0E.DE has a 0.55% expense ratio, which is lower than M9SD.DE's 0.65% expense ratio.


Dividends

IS0E.DE vs. M9SD.DE - Dividend Comparison

Neither IS0E.DE nor M9SD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, IS0E.DE and M9SD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IS0E.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0E.DE is cheaper with a 0.55% expense ratio, compared with 0.65% for M9SD.DE.

IS0E.DE tracks S&P Commodity Producers Gold, while M9SD.DE tracks NYSE Arca Gold BUGS. They also come from different issuers: iShares and China Post Global. Their fees differ too: 0.55% for IS0E.DE and 0.65% for M9SD.DE.

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