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OUNZ vs. GLDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OUNZ and GLDM is 0.99, 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.


-0.50.00.51.01.0

Performance

OUNZ vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Merk Gold Trust (OUNZ) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
12.47%
12.57%
OUNZ
GLDM

Key characteristics

Sharpe Ratio

OUNZ:

2.29

GLDM:

2.29

Sortino Ratio

OUNZ:

2.98

GLDM:

2.97

Omega Ratio

OUNZ:

1.39

GLDM:

1.40

Calmar Ratio

OUNZ:

4.23

GLDM:

4.27

Martin Ratio

OUNZ:

11.48

GLDM:

11.64

Ulcer Index

OUNZ:

2.98%

GLDM:

2.97%

Daily Std Dev

OUNZ:

14.96%

GLDM:

15.06%

Max Drawdown

OUNZ:

-21.77%

GLDM:

-21.63%

Current Drawdown

OUNZ:

-3.12%

GLDM:

-3.08%

Returns By Period

The year-to-date returns for both stocks are quite close, with OUNZ having a 3.00% return and GLDM slightly lower at 2.96%.


OUNZ

YTD

3.00%

1M

4.16%

6M

12.47%

1Y

33.30%

5Y*

11.38%

10Y*

7.29%

GLDM

YTD

2.96%

1M

4.06%

6M

12.58%

1Y

33.06%

5Y*

11.55%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


OUNZ vs. GLDM - Expense Ratio Comparison

OUNZ has a 0.25% expense ratio, which is higher than GLDM's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


OUNZ
VanEck Merk Gold Trust
Expense ratio chart for OUNZ: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for GLDM: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

OUNZ vs. GLDM — Risk-Adjusted Performance Rank

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

OUNZ
The Risk-Adjusted Performance Rank of OUNZ is 8484
Overall Rank
The Sharpe Ratio Rank of OUNZ is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of OUNZ is 8282
Sortino Ratio Rank
The Omega Ratio Rank of OUNZ is 8282
Omega Ratio Rank
The Calmar Ratio Rank of OUNZ is 9191
Calmar Ratio Rank
The Martin Ratio Rank of OUNZ is 7878
Martin Ratio Rank

GLDM
The Risk-Adjusted Performance Rank of GLDM is 8383
Overall Rank
The Sharpe Ratio Rank of GLDM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of GLDM is 8080
Omega Ratio Rank
The Calmar Ratio Rank of GLDM is 9191
Calmar Ratio Rank
The Martin Ratio Rank of GLDM is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OUNZ vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Merk Gold Trust (OUNZ) and SPDR Gold MiniShares Trust (GLDM). 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.


Sharpe ratio
The chart of Sharpe ratio for OUNZ, currently valued at 2.29, compared to the broader market-1.000.001.002.003.004.005.002.292.29
The chart of Sortino ratio for OUNZ, currently valued at 2.98, compared to the broader market0.005.0010.002.982.97
The chart of Omega ratio for OUNZ, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.40
The chart of Calmar ratio for OUNZ, currently valued at 4.23, compared to the broader market0.005.0010.0015.004.234.27
The chart of Martin ratio for OUNZ, currently valued at 11.48, compared to the broader market0.0020.0040.0060.0080.00100.0011.4811.64
OUNZ
GLDM

The current OUNZ Sharpe Ratio is 2.29, which is comparable to the GLDM Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of OUNZ and GLDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.29
2.29
OUNZ
GLDM

Dividends

OUNZ vs. GLDM - Dividend Comparison

Neither OUNZ nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OUNZ vs. GLDM - Drawdown Comparison

The maximum OUNZ drawdown since its inception was -21.77%, roughly equal to the maximum GLDM drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for OUNZ and GLDM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.12%
-3.08%
OUNZ
GLDM

Volatility

OUNZ vs. GLDM - Volatility Comparison

The current volatility for VanEck Merk Gold Trust (OUNZ) is 3.76%, while SPDR Gold MiniShares Trust (GLDM) has a volatility of 4.29%. This indicates that OUNZ experiences smaller price fluctuations and is considered to be less risky than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.76%
4.29%
OUNZ
GLDM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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