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OUNZ vs. PBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OUNZ vs. PBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Merk Gold Trust (OUNZ) and Invesco Dynamic Biotechnology & Genome ETF (PBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OUNZ achieves a 0.07% return, which is significantly lower than PBE's 3.32% return. Over the past 10 years, OUNZ has outperformed PBE with an annualized return of 12.42%, while PBE has yielded a comparatively lower 8.90% annualized return.


OUNZ

1D
2.54%
1M
-5.03%
YTD
0.07%
6M
0.22%
1Y
25.45%
3Y*
29.89%
5Y*
18.45%
10Y*
12.42%

PBE

1D
0.81%
1M
4.85%
YTD
3.32%
6M
5.17%
1Y
34.13%
3Y*
10.91%
5Y*
2.31%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OUNZ vs. PBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OUNZ
VanEck Merk Gold Trust
0.07%63.95%26.75%12.83%-0.51%-4.00%24.71%18.00%-2.06%12.82%
PBE
Invesco Dynamic Biotechnology & Genome ETF
3.32%24.84%1.10%3.71%-10.83%1.54%25.66%18.65%-0.19%22.28%

Correlation

The correlation between OUNZ and PBE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.17

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

0.11

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

0.07

Correlation (All Time)
Calculated using the full available price history since May 16, 2014

0.03

The correlation between OUNZ and PBE shifts across timeframes, from 0.03 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OUNZ vs. PBE — Risk / Return Rank

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

OUNZ
OUNZ Risk / Return Rank: 2727
Overall Rank
OUNZ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
OUNZ Sortino Ratio Rank: 2626
Sortino Ratio Rank
OUNZ Omega Ratio Rank: 3131
Omega Ratio Rank
OUNZ Calmar Ratio Rank: 2424
Calmar Ratio Rank
OUNZ Martin Ratio Rank: 2424
Martin Ratio Rank

PBE
PBE Risk / Return Rank: 5858
Overall Rank
PBE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
PBE Omega Ratio Rank: 5353
Omega Ratio Rank
PBE Calmar Ratio Rank: 6363
Calmar Ratio Rank
PBE Martin Ratio Rank: 5252
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.

OUNZ vs. PBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Merk Gold Trust (OUNZ) and Invesco Dynamic Biotechnology & Genome ETF (PBE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OUNZPBEDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.19

1.31

-0.11

Calmar ratioReturn relative to maximum drawdown

1.05

2.92

-1.87

Martin ratioReturn relative to average drawdown

3.00

8.21

-5.21

OUNZ vs. PBE - Sharpe Ratio Comparison

The current OUNZ Sharpe Ratio is 0.94, which is lower than the PBE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of OUNZ and PBE, 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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Drawdowns

OUNZ vs. PBE - Drawdown Comparison

The maximum OUNZ drawdown since its inception was -24.36%, smaller than the maximum PBE drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for OUNZ and PBE.


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Drawdown Indicators


OUNZPBEDifference

Max Drawdown

Largest peak-to-trough decline

-24.36%

-45.69%

+21.33%

Max Drawdown (1Y)

Largest decline over 1 year

-24.36%

-11.73%

-12.63%

Max Drawdown (3Y)

Largest decline over 3 years

-24.36%

-22.43%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-34.71%

+10.35%

Max Drawdown (10Y)

Largest decline over 10 years

-24.36%

-37.84%

+13.48%

Current Drawdown

Current decline from peak

-20.00%

-1.00%

-19.00%

Average Drawdown

Average peak-to-trough decline

-7.60%

-16.21%

+8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.54%

4.17%

+4.37%

Volatility

OUNZ vs. PBE - Volatility Comparison

VanEck Merk Gold Trust (OUNZ) has a higher volatility of 8.30% compared to Invesco Dynamic Biotechnology & Genome ETF (PBE) at 6.04%. This indicates that OUNZ's price experiences larger fluctuations and is considered to be riskier than PBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OUNZPBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

6.04%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

24.01%

13.67%

+10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

27.27%

19.01%

+8.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

22.48%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

24.91%

-8.80%

OUNZ vs. PBE - Expense Ratio Comparison

OUNZ has a 0.25% expense ratio, which is lower than PBE's 0.59% expense ratio.


Dividends

OUNZ vs. PBE - Dividend Comparison

OUNZ has not paid dividends to shareholders, while PBE's dividend yield for the trailing twelve months is around 1.02%.


PositionTTM20252024202320222021202020192018201720162015
OUNZ
VanEck Merk Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PBE
Invesco Dynamic Biotechnology & Genome ETF
1.02%1.00%0.05%0.02%0.00%0.00%0.04%0.00%0.00%0.57%0.38%1.12%

Frequently Asked Questions


OUNZ and PBE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OUNZ has higher volatility (8.30%) compared to PBE (6.04%). In terms of maximum drawdown, OUNZ dropped -24.36% vs PBE's -45.69%.

On 10-year performance, OUNZ leads with 12.42% vs 8.90% for PBE. On fees, OUNZ is cheaper at 0.25% per year. On volatility, PBE has been the lower-risk option at 6.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OUNZ has performed better with a 12.42% return vs 8.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OUNZ is cheaper with a 0.25% expense ratio, compared with 0.59% for PBE.

PBE has the higher dividend yield at 1.02%, compared with 0.00% for OUNZ.

OUNZ is categorized as Precious Metals, while PBE is Health & Biotech Equities. OUNZ tracks LBMA Gold Price PM ($/ozt), while PBE tracks Dynamic Biotech & Genome Intellidex Index (AMEX). They also come from different issuers: Merk and Invesco. Their fees differ too: 0.25% for OUNZ and 0.59% for PBE.

PBE currently has the higher Sharpe Ratio (1.81 vs 0.94), 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.

Portfolio Optimizer

Find the right allocation for OUNZ and PBE

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