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RING vs. VDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RING and VDE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

RING vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Gold Miners ETF (RING) and Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
-11.61%
75.15%
RING
VDE

Key characteristics

Sharpe Ratio

RING:

1.58

VDE:

-0.37

Sortino Ratio

RING:

2.09

VDE:

-0.36

Omega Ratio

RING:

1.27

VDE:

0.95

Calmar Ratio

RING:

1.18

VDE:

-0.54

Martin Ratio

RING:

5.34

VDE:

-1.08

Ulcer Index

RING:

9.22%

VDE:

7.05%

Daily Std Dev

RING:

31.14%

VDE:

20.54%

Max Drawdown

RING:

-79.48%

VDE:

-74.16%

Current Drawdown

RING:

-13.24%

VDE:

-10.70%

Returns By Period

In the year-to-date period, RING achieves a 36.04% return, which is significantly higher than VDE's -0.11% return. Over the past 10 years, RING has outperformed VDE with an annualized return of 10.59%, while VDE has yielded a comparatively lower 4.40% annualized return.


RING

YTD

36.04%

1M

14.87%

6M

16.86%

1Y

46.29%

5Y*

15.10%

10Y*

10.59%

VDE

YTD

-0.11%

1M

0.27%

6M

-5.18%

1Y

-8.32%

5Y*

30.20%

10Y*

4.40%

*Annualized

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RING vs. VDE - Expense Ratio Comparison

RING has a 0.39% expense ratio, which is higher than VDE's 0.10% expense ratio.


Expense ratio chart for RING: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RING: 0.39%
Expense ratio chart for VDE: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDE: 0.10%

Risk-Adjusted Performance

RING vs. VDE — Risk-Adjusted Performance Rank

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

RING
The Risk-Adjusted Performance Rank of RING is 8787
Overall Rank
The Sharpe Ratio Rank of RING is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of RING is 8888
Sortino Ratio Rank
The Omega Ratio Rank of RING is 8888
Omega Ratio Rank
The Calmar Ratio Rank of RING is 8282
Calmar Ratio Rank
The Martin Ratio Rank of RING is 8484
Martin Ratio Rank

VDE
The Risk-Adjusted Performance Rank of VDE is 99
Overall Rank
The Sharpe Ratio Rank of VDE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 1111
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 55
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 1010
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.

RING vs. VDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Gold Miners ETF (RING) and Vanguard Energy ETF (VDE). 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.


The chart of Sharpe ratio for RING, currently valued at 1.58, compared to the broader market0.002.004.00
RING: 1.58
VDE: -0.37
The chart of Sortino ratio for RING, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.0012.00
RING: 2.09
VDE: -0.36
The chart of Omega ratio for RING, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.00
RING: 1.27
VDE: 0.95
The chart of Calmar ratio for RING, currently valued at 1.18, compared to the broader market0.005.0010.0015.00
RING: 1.18
VDE: -0.54
The chart of Martin ratio for RING, currently valued at 5.34, compared to the broader market0.0020.0040.0060.0080.00100.00
RING: 5.34
VDE: -1.08

The current RING Sharpe Ratio is 1.58, which is higher than the VDE Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of RING and VDE, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.58
-0.37
RING
VDE

Dividends

RING vs. VDE - Dividend Comparison

RING's dividend yield for the trailing twelve months is around 1.05%, less than VDE's 3.25% yield.


TTM20242023202220212020201920182017201620152014
RING
iShares MSCI Global Gold Miners ETF
1.05%1.43%2.01%2.29%2.38%0.82%0.83%0.70%0.42%1.42%0.97%0.85%
VDE
Vanguard Energy ETF
3.25%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%

Drawdowns

RING vs. VDE - Drawdown Comparison

The maximum RING drawdown since its inception was -79.48%, which is greater than VDE's maximum drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for RING and VDE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.24%
-10.70%
RING
VDE

Volatility

RING vs. VDE - Volatility Comparison

The current volatility for iShares MSCI Global Gold Miners ETF (RING) is 7.24%, while Vanguard Energy ETF (VDE) has a volatility of 9.72%. This indicates that RING experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.24%
9.72%
RING
VDE