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RING vs. EART
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RING vs. EART - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Gold Miners ETF (RING) and Global X Rare Earth & Critical Materials ETF (EART). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RING achieves a -2.37% return, which is significantly lower than EART's 14.20% return.


RING

1D
-2.37%
1M
-4.01%
YTD
-2.37%
6M
-3.81%
1Y
65.03%
3Y*
45.68%
5Y*
22.42%
10Y*
14.14%

EART

1D
-0.65%
1M
-0.13%
YTD
14.20%
6M
18.97%
1Y
105.04%
3Y*
19.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RING vs. EART - Yearly Performance Comparison


2026 (YTD)2025202420232022
RING
iShares MSCI Global Gold Miners ETF
-2.37%164.72%15.98%12.29%-14.70%
EART
Global X Rare Earth & Critical Materials ETF
14.20%98.48%-7.19%-19.75%-17.92%

Correlation

The correlation between RING and EART is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2022

0.55

The correlation between RING and EART has been stable across timeframes, ranging from 0.55 to 0.65 - a consistent structural relationship.

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Return for Risk

RING vs. EART — Risk / Return Rank

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

RING
RING Risk / Return Rank: 3636
Overall Rank
RING Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
RING Sortino Ratio Rank: 3434
Sortino Ratio Rank
RING Omega Ratio Rank: 3737
Omega Ratio Rank
RING Calmar Ratio Rank: 3636
Calmar Ratio Rank
RING Martin Ratio Rank: 3434
Martin Ratio Rank

EART
EART Risk / Return Rank: 7373
Overall Rank
EART Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EART Sortino Ratio Rank: 6565
Sortino Ratio Rank
EART Omega Ratio Rank: 6868
Omega Ratio Rank
EART Calmar Ratio Rank: 7979
Calmar Ratio Rank
EART Martin Ratio Rank: 6565
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.

RING vs. EART - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Gold Miners ETF (RING) and Global X Rare Earth & Critical Materials ETF (EART). 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.


RINGEARTDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.24

1.39

-0.15

Calmar ratioReturn relative to maximum drawdown

1.76

3.91

-2.15

Martin ratioReturn relative to average drawdown

4.79

11.46

-6.67

RING vs. EART - Sharpe Ratio Comparison

The current RING Sharpe Ratio is 1.32, which is lower than the EART Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of RING and EART, 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

RING vs. EART - Drawdown Comparison

The maximum RING drawdown since its inception was -79.47%, which is greater than EART's maximum drawdown of -53.68%. Use the drawdown chart below to compare losses from any high point for RING and EART.


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Drawdown Indicators


RINGEARTDifference

Max Drawdown

Largest peak-to-trough decline

-79.47%

-53.68%

-25.79%

Max Drawdown (1Y)

Largest decline over 1 year

-35.72%

-26.03%

-9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-35.72%

-37.20%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-47.94%

Max Drawdown (10Y)

Largest decline over 10 years

-52.04%

Current Drawdown

Current decline from peak

-27.69%

-13.50%

-14.19%

Average Drawdown

Average peak-to-trough decline

-47.34%

-29.01%

-18.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.12%

8.87%

+4.25%

Volatility

RING vs. EART - Volatility Comparison

iShares MSCI Global Gold Miners ETF (RING) has a higher volatility of 16.90% compared to Global X Rare Earth & Critical Materials ETF (EART) at 12.52%. This indicates that RING's price experiences larger fluctuations and is considered to be riskier than EART based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINGEARTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.90%

12.52%

+4.38%

Volatility (6M)

Calculated over the trailing 6-month period

39.65%

33.07%

+6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

47.79%

39.18%

+8.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.87%

34.20%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.74%

34.20%

+2.54%

RING vs. EART - Expense Ratio Comparison

RING has a 0.39% expense ratio, which is lower than EART's 0.59% expense ratio.


Dividends

RING vs. EART - Dividend Comparison

RING's dividend yield for the trailing twelve months is around 1.27%, more than EART's 0.57% yield.


PositionTTM20252024202320222021202020192018201720162015
EART
Global X Rare Earth & Critical Materials ETF
0.57%0.65%1.06%1.83%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RING
iShares MSCI Global Gold Miners ETF
1.27%0.84%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%

Frequently Asked Questions


RING and EART have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RING has higher volatility (16.90%) compared to EART (12.52%). In terms of maximum drawdown, RING dropped -79.47% vs EART's -53.68%.

On 3-year performance, RING leads with 45.68% vs 19.09% for EART. On fees, RING is cheaper at 0.39% per year. On volatility, EART has been the lower-risk option at 12.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RING has performed better with a 45.68% return vs 19.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RING is cheaper with a 0.39% expense ratio, compared with 0.59% for EART.

RING has the higher dividend yield at 1.27%, compared with 0.57% for EART.

RING is categorized as Gold, while EART is Rare Earth & Strategic Metals. RING tracks MSCI ACWI Select Gold Miners Investable Market Index, while EART tracks Solactive Rare Earth & Critical Materials Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.39% for RING and 0.59% for EART.

EART currently has the higher Sharpe Ratio (2.60 vs 1.32), 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 RING and EART

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