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RDIV vs. GDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDIV vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Ultra Dividend Revenue ETF (RDIV) and VanEck Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDIV achieves a 14.73% return, which is significantly higher than GDX's -0.58% return. Over the past 10 years, RDIV has underperformed GDX with an annualized return of 11.04%, while GDX has yielded a comparatively higher 13.81% annualized return.


RDIV

1D
-1.73%
1M
5.67%
YTD
14.73%
6M
12.64%
1Y
29.81%
3Y*
18.46%
5Y*
10.99%
10Y*
11.04%

GDX

1D
6.55%
1M
-2.38%
YTD
-0.58%
6M
1.22%
1Y
57.71%
3Y*
41.18%
5Y*
19.97%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDIV vs. GDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDIV
Invesco S&P Ultra Dividend Revenue ETF
14.73%12.36%15.17%4.66%7.16%29.12%-9.31%22.62%-4.78%11.63%
GDX
VanEck Gold Miners ETF
-0.58%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%

Correlation

The correlation between RDIV and GDX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.20

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

0.24

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.16

The correlation between RDIV and GDX shifts across timeframes, from 0.08 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RDIV vs. GDX — Risk / Return Rank

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

RDIV
RDIV Risk / Return Rank: 8484
Overall Rank
RDIV Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RDIV Sortino Ratio Rank: 8383
Sortino Ratio Rank
RDIV Omega Ratio Rank: 7474
Omega Ratio Rank
RDIV Calmar Ratio Rank: 9494
Calmar Ratio Rank
RDIV Martin Ratio Rank: 8989
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 3535
Overall Rank
GDX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
GDX Omega Ratio Rank: 3838
Omega Ratio Rank
GDX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GDX Martin Ratio Rank: 3333
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.

RDIV vs. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Ultra Dividend Revenue ETF (RDIV) and VanEck Gold Miners ETF (GDX). 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.


RDIVGDXDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.39

1.23

+0.16

Calmar ratioReturn relative to maximum drawdown

6.18

1.60

+4.58

Martin ratioReturn relative to average drawdown

18.36

4.39

+13.97

RDIV vs. GDX - Sharpe Ratio Comparison

The current RDIV Sharpe Ratio is 2.26, which is higher than the GDX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of RDIV and GDX, 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

RDIV vs. GDX - Drawdown Comparison

The maximum RDIV drawdown since its inception was -49.97%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for RDIV and GDX.


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Drawdown Indicators


RDIVGDXDifference

Max Drawdown

Largest peak-to-trough decline

-49.97%

-80.34%

+30.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.84%

-36.28%

+31.44%

Max Drawdown (3Y)

Largest decline over 3 years

-17.91%

-36.28%

+18.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

-46.51%

+21.62%

Max Drawdown (10Y)

Largest decline over 10 years

-49.97%

-49.79%

-0.18%

Current Drawdown

Current decline from peak

-1.73%

-26.39%

+24.66%

Average Drawdown

Average peak-to-trough decline

-5.85%

-40.41%

+34.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

13.22%

-11.59%

Volatility

RDIV vs. GDX - Volatility Comparison

The current volatility for Invesco S&P Ultra Dividend Revenue ETF (RDIV) is 4.07%, while VanEck Gold Miners ETF (GDX) has a volatility of 18.56%. This indicates that RDIV experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDIVGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

18.56%

-14.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

39.52%

-30.69%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

47.30%

-34.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

36.86%

-19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

37.37%

-15.47%

RDIV vs. GDX - Expense Ratio Comparison

RDIV has a 0.39% expense ratio, which is lower than GDX's 0.51% expense ratio.


Dividends

RDIV vs. GDX - Dividend Comparison

RDIV's dividend yield for the trailing twelve months is around 3.57%, more than GDX's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
GDX
VanEck Gold Miners ETF
0.74%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
RDIV
Invesco S&P Ultra Dividend Revenue ETF
3.57%3.94%4.08%3.93%3.44%3.31%4.93%3.84%4.32%4.26%2.20%4.49%

Frequently Asked Questions


RDIV and GDX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDX has higher volatility (18.56%) compared to RDIV (4.07%). In terms of maximum drawdown, RDIV dropped -49.97% vs GDX's -80.34%.

On 10-year performance, GDX leads with 13.81% vs 11.04% for RDIV. On fees, RDIV is cheaper at 0.39% per year. On volatility, RDIV has been the lower-risk option at 4.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GDX has performed better with a 13.81% return vs 11.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RDIV is cheaper with a 0.39% expense ratio, compared with 0.51% for GDX.

RDIV has the higher dividend yield at 3.57%, compared with 0.74% for GDX.

RDIV is categorized as Mid Cap Value Equities, while GDX is Gold. RDIV tracks S&P 900 Dividend Revenue-Weighted Index, while GDX tracks NYSE MarketVector Global Gold Miners Index. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.39% for RDIV and 0.51% for GDX.

RDIV currently has the higher Sharpe Ratio (2.26 vs 1.23), 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 RDIV and GDX

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