PortfoliosLab logoPortfoliosLab logo
M9SD.DE vs. RM8U.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

M9SD.DE vs. RM8U.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RM8U.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

M9SD.DE vs. RM8U.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
M9SD.DE
Market Access NYSE Arca Gold Bugs UCITS ETF
15.79%130.74%20.64%2.95%-2.13%-8.52%26.27%
RM8U.DE
HANetf The Royal Mint Responsibly Sourced Physical Gold ETC
9.92%48.89%34.03%9.20%6.98%3.69%4.48%

Returns By Period

In the year-to-date period, M9SD.DE achieves a 15.79% return, which is significantly higher than RM8U.DE's 9.92% return.


M9SD.DE

1D
7.55%
1M
-13.35%
YTD
15.79%
6M
34.45%
1Y
111.18%
3Y*
44.59%
5Y*
25.54%
10Y*
16.46%

RM8U.DE

1D
2.80%
1M
-9.03%
YTD
9.92%
6M
24.81%
1Y
41.93%
3Y*
30.94%
5Y*
22.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


M9SD.DE vs. RM8U.DE - Expense Ratio Comparison

M9SD.DE has a 0.65% expense ratio, which is higher than RM8U.DE's 0.22% expense ratio.


Return for Risk

M9SD.DE vs. RM8U.DE — Risk / Return Rank

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

M9SD.DE
M9SD.DE Risk / Return Rank: 9393
Overall Rank
M9SD.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
M9SD.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
M9SD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
M9SD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
M9SD.DE Martin Ratio Rank: 9393
Martin Ratio Rank

RM8U.DE
RM8U.DE Risk / Return Rank: 8181
Overall Rank
RM8U.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RM8U.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
RM8U.DE Omega Ratio Rank: 8181
Omega Ratio Rank
RM8U.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
RM8U.DE Martin Ratio Rank: 7979
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.

M9SD.DE vs. RM8U.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RM8U.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.


M9SD.DERM8U.DEDifference

Sharpe ratio

Return per unit of total volatility

2.61

1.76

+0.85

Sortino ratio

Return per unit of downside risk

2.82

2.25

+0.57

Omega ratio

Gain probability vs. loss probability

1.40

1.33

+0.06

Calmar ratio

Return relative to maximum drawdown

4.17

2.57

+1.60

Martin ratio

Return relative to average drawdown

14.66

9.74

+4.92

M9SD.DE vs. RM8U.DE - Sharpe Ratio Comparison

The current M9SD.DE Sharpe Ratio is 2.61, which is higher than the RM8U.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of M9SD.DE and RM8U.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.


Loading graphics...

Sharpe Ratios by Period


M9SD.DERM8U.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

1.76

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.42

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

1.12

-0.98

Correlation

The correlation between M9SD.DE and RM8U.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

M9SD.DE vs. RM8U.DE - Dividend Comparison

Neither M9SD.DE nor RM8U.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

M9SD.DE vs. RM8U.DE - Drawdown Comparison

The maximum M9SD.DE drawdown since its inception was -80.12%, which is greater than RM8U.DE's maximum drawdown of -18.51%. Use the drawdown chart below to compare losses from any high point for M9SD.DE and RM8U.DE.


Loading graphics...

Drawdown Indicators


M9SD.DERM8U.DEDifference

Max Drawdown

Largest peak-to-trough decline

-80.12%

-18.51%

-61.61%

Max Drawdown (1Y)

Largest decline over 1 year

-27.35%

-16.54%

-10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-39.62%

-16.54%

-23.08%

Max Drawdown (10Y)

Largest decline over 10 years

-55.80%

Current Drawdown

Current decline from peak

-13.35%

-9.03%

-4.32%

Average Drawdown

Average peak-to-trough decline

-42.81%

-5.96%

-36.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.78%

4.37%

+3.41%

Volatility

M9SD.DE vs. RM8U.DE - Volatility Comparison

Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE) has a higher volatility of 17.77% compared to HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RM8U.DE) at 11.24%. This indicates that M9SD.DE's price experiences larger fluctuations and is considered to be riskier than RM8U.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


M9SD.DERM8U.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.77%

11.24%

+6.53%

Volatility (6M)

Calculated over the trailing 6-month period

35.75%

20.98%

+14.77%

Volatility (1Y)

Calculated over the trailing 1-year period

42.38%

23.69%

+18.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.90%

15.77%

+18.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.88%

16.11%

+18.77%