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RMAU.L vs. EEAU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMAU.L vs. EEAU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Royal Mint Physical Gold ETC Securities (RMAU.L) and BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation (EEAU.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RMAU.L is traded in USD, while EEAU.DE is traded in EUR. To make them comparable, the EEAU.DE values have been converted to USD using the latest available exchange rates.

Returns By Period


RMAU.L

1D
-1.41%
1M
-0.92%
6M
-19.21%
YTD
-6.33%
1Y
22.32%
3Y*
27.32%
5Y*
16.98%
10Y*
ALL TIME*
15.36%

EEAU.DE

1D
0.00%
1M
3.81%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$23.07K$21.81K$19.41K
$358.81K$420.03K$658.19K

RMAU.L vs. EEAU.DE - Yearly Performance Comparison


Correlation

The correlation between RMAU.L and EEAU.DE is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 29, 2026

-0.09

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Return for Risk

RMAU.L vs. EEAU.DE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RMAU.L
RMAU.L Risk / Return Rank: 3030
Overall Rank
RMAU.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RMAU.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
RMAU.L Omega Ratio Rank: 3434
Omega Ratio Rank
RMAU.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
RMAU.L Martin Ratio Rank: 2525
Martin Ratio Rank

EEAU.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RMAU.L vs. EEAU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Royal Mint Physical Gold ETC Securities (RMAU.L) and BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation (EEAU.DE). 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.


RMAU.LEEAU.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.90

Martin ratioReturn relative to average drawdown

1.96

RMAU.L vs. EEAU.DE - Sharpe Ratio Comparison


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Drawdowns

RMAU.L vs. EEAU.DE - Drawdown Comparison

The maximum RMAU.L drawdown since its inception was -24.69%, which is greater than EEAU.DE's maximum drawdown of -2.01%. Use the drawdown chart below to compare losses from any high point for RMAU.L and EEAU.DE.


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Drawdown Indicators


RMAU.LEEAU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.69%

-2.01%

-22.68%

Max Drawdown (1Y)

Largest decline over 1 year

-24.69%

Max Drawdown (3Y)

Largest decline over 3 years

-24.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

Current Drawdown

Current decline from peak

-24.08%

-1.13%

-22.95%

Average Drawdown

Average peak-to-trough decline

-7.25%

-0.46%

-6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.36%

Volatility

RMAU.L vs. EEAU.DE - Volatility Comparison


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Volatility by Period


RMAU.LEEAU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

Volatility (6M)

Calculated over the trailing 6-month period

22.16%

Volatility (1Y)

Calculated over the trailing 1-year period

26.68%

11.85%

+14.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

11.85%

+6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

11.85%

+6.20%

RMAU.L vs. EEAU.DE - Expense Ratio Comparison

RMAU.L has a 0.22% expense ratio, which is lower than EEAU.DE's 0.60% expense ratio.


Dividends

RMAU.L vs. EEAU.DE - Dividend Comparison

Neither RMAU.L nor EEAU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RMAU.L and EEAU.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RMAU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RMAU.L is cheaper with a 0.22% expense ratio, compared with 0.60% for EEAU.DE.

RMAU.L is categorized as Commodities, while EEAU.DE is Systematic Trend. They also come from different issuers: HANetf and BNP Paribas. Their fees differ too: 0.22% for RMAU.L and 0.60% for EEAU.DE.

Portfolio Optimizer

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