JETS vs. GOAU
JETS (U.S. Global Jets ETF) and GOAU (US Global GO GOLD and Precious Metal Miners ETF) are both exchange-traded funds - JETS is a Industrials Equities fund tracking the U.S. Global Jets Index, while GOAU is a Materials fund tracking the U.S. Global GO GOLD and Precious Metal Miners Index. Both are passively managed. Over the past 5 years, JETS returned 1.49%/yr vs 15.62%/yr for GOAU. At a 0.13 correlation, their price movements are largely independent. Both charge a 0.60% expense ratio.
Performance
JETS vs. GOAU - Performance Comparison
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Returns By Period
In the year-to-date period, JETS achieves a -0.25% return, which is significantly higher than GOAU's -1.69% return.
JETS
- 1D
- 0.61%
- 1M
- 7.44%
- YTD
- -0.25%
- 6M
- 4.90%
- 1Y
- 23.92%
- 3Y*
- 14.59%
- 5Y*
- 1.49%
- 10Y*
- 2.66%
GOAU
- 1D
- 1.83%
- 1M
- 2.05%
- YTD
- -1.69%
- 6M
- 2.10%
- 1Y
- 38.05%
- 3Y*
- 33.93%
- 5Y*
- 15.62%
- 10Y*
- —
JETS vs. GOAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JETS U.S. Global Jets ETF | -0.25% | 11.64% | 33.21% | 11.42% | -19.01% | -5.13% | -28.93% | 14.38% | -14.30% | 5.08% |
GOAU US Global GO GOLD and Precious Metal Miners ETF | -1.69% | 126.68% | 13.78% | 10.67% | -11.66% | -9.23% | 14.13% | 54.17% | -11.88% | 7.92% |
Correlation
The correlation between JETS and GOAU is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2017 | 0.13 |
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Return for Risk
JETS vs. GOAU — Risk / Return Rank
JETS
GOAU
JETS vs. GOAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for U.S. Global Jets ETF (JETS) and US Global GO GOLD and Precious Metal Miners ETF (GOAU). 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.
| JETS | GOAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.23 | -0.23 |
| Martin ratioReturn relative to average drawdown | 2.55 | 3.00 | -0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JETS | GOAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.84 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.43 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.45 | -0.40 |
Drawdowns
JETS vs. GOAU - Drawdown Comparison
The maximum JETS drawdown since its inception was -64.92%, which is greater than GOAU's maximum drawdown of -55.41%. Use the drawdown chart below to compare losses from any high point for JETS and GOAU.
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Drawdown Indicators
| JETS | GOAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.92% | -55.41% | -9.51% |
Max Drawdown (1Y)Largest decline over 1 year | -24.13% | -31.15% | +7.02% |
Max Drawdown (3Y)Largest decline over 3 years | -35.21% | -31.15% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -44.36% | -48.52% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -64.92% | — | — |
Current DrawdownCurrent decline from peak | -16.90% | -25.58% | +8.68% |
Average DrawdownAverage peak-to-trough decline | -25.19% | -18.82% | -6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.42% | 12.71% | -3.29% |
Volatility
JETS vs. GOAU - Volatility Comparison
The current volatility for U.S. Global Jets ETF (JETS) is 11.54%, while US Global GO GOLD and Precious Metal Miners ETF (GOAU) has a volatility of 14.53%. This indicates that JETS experiences smaller price fluctuations and is considered to be less risky than GOAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JETS | GOAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.54% | 14.53% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 24.18% | 37.31% | -13.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.62% | 45.71% | -13.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.27% | 36.44% | -4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.18% | 35.51% | -1.33% |
JETS vs. GOAU - Expense Ratio Comparison
Both JETS and GOAU have an expense ratio of 0.60%.
Dividends
JETS vs. GOAU - Dividend Comparison
JETS's dividend yield for the trailing twelve months is around 0.83%, less than GOAU's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOAU US Global GO GOLD and Precious Metal Miners ETF | 0.96% | 0.94% | 2.11% | 0.99% | 1.55% | 1.28% | 0.74% | 0.16% | 0.47% | 0.27% | 0.00% | 0.00% |
JETS U.S. Global Jets ETF | 0.83% | 0.83% | 0.00% | 0.00% | 0.00% | 0.67% | 0.04% | 1.24% | 0.09% | 1.57% | 0.58% | 0.17% |
Frequently Asked Questions
JETS and GOAU have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOAU has higher volatility (14.53%) compared to JETS (11.54%). In terms of maximum drawdown, JETS dropped -64.92% vs GOAU's -55.41%.
On 5-year performance, GOAU leads with 15.62% vs 1.49% for JETS. Both ETFs have the same 0.60% expense ratio. On volatility, JETS has been the lower-risk option at 11.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, GOAU has performed better with a 15.62% return vs 1.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JETS and GOAU have the same expense ratio: 0.60% per year.
GOAU has the higher dividend yield at 0.96%, compared with 0.83% for JETS.
JETS is categorized as Industrials Equities, while GOAU is Materials. JETS tracks U.S. Global Jets Index, while GOAU tracks U.S. Global GO GOLD and Precious Metal Miners Index.
GOAU currently has the higher Sharpe Ratio (0.84 vs 0.74), 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.
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