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SPGP.L vs. G2X.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPGP.L vs. G2X.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Gold Producers UCITS ETF (SPGP.L) and VanEck Gold Miners UCITS ETF (G2X.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPGP.L is traded in GBp, while G2X.DE is traded in EUR. To make them comparable, the G2X.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPGP.L achieves a 0.82% return, which is significantly higher than G2X.DE's -2.96% return. Both investments have delivered pretty close results over the past 10 years, with SPGP.L having a 15.18% annualized return and G2X.DE not far behind at 15.07%.


SPGP.L

1D
-1.87%
1M
-0.66%
YTD
0.82%
6M
5.68%
1Y
64.09%
3Y*
38.07%
5Y*
19.77%
10Y*
15.18%

G2X.DE

1D
-2.21%
1M
-0.15%
YTD
-2.96%
6M
4.77%
1Y
65.05%
3Y*
37.28%
5Y*
19.94%
10Y*
15.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGP.L vs. G2X.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPGP.L
iShares Gold Producers UCITS ETF
0.82%137.41%12.81%3.72%-0.45%-9.15%19.43%41.00%-4.37%-2.80%
G2X.DE
VanEck Gold Miners UCITS ETF
-2.96%143.16%12.42%3.48%5.46%-11.01%19.65%33.64%-3.02%-1.27%

Correlation

The correlation between SPGP.L and G2X.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.94

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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since May 28, 2015

0.94

The correlation between SPGP.L and G2X.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

SPGP.L vs. G2X.DE — Risk / Return Rank

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

SPGP.L
SPGP.L Risk / Return Rank: 4242
Overall Rank
SPGP.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SPGP.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
SPGP.L Omega Ratio Rank: 4141
Omega Ratio Rank
SPGP.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPGP.L Martin Ratio Rank: 3838
Martin Ratio Rank

G2X.DE
G2X.DE Risk / Return Rank: 3838
Overall Rank
G2X.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
G2X.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
G2X.DE Omega Ratio Rank: 3737
Omega Ratio Rank
G2X.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
G2X.DE Martin Ratio Rank: 3535
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.

SPGP.L vs. G2X.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (SPGP.L) and VanEck Gold Miners UCITS ETF (G2X.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.


SPGP.LG2X.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.31

2.26

+0.05

Martin ratioReturn relative to average drawdown

5.97

5.77

+0.19

SPGP.L vs. G2X.DE - Sharpe Ratio Comparison

The current SPGP.L Sharpe Ratio is 1.58, which is comparable to the G2X.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SPGP.L and G2X.DE, 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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Sharpe Ratios by Period


SPGP.LG2X.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.52

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.60

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.46

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.49

-0.37

Drawdowns

SPGP.L vs. G2X.DE - Drawdown Comparison

The maximum SPGP.L drawdown since its inception was -79.54%, which is greater than G2X.DE's maximum drawdown of -44.29%. Use the drawdown chart below to compare losses from any high point for SPGP.L and G2X.DE.


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Drawdown Indicators


SPGP.LG2X.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.54%

-44.29%

-35.25%

Max Drawdown (1Y)

Largest decline over 1 year

-27.66%

-28.66%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-27.66%

-28.66%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-35.33%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-43.71%

-44.29%

+0.58%

Current Drawdown

Current decline from peak

-24.50%

-25.20%

+0.70%

Average Drawdown

Average peak-to-trough decline

-42.31%

-21.08%

-21.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.71%

11.24%

-0.53%

Volatility

SPGP.L vs. G2X.DE - Volatility Comparison

The current volatility for iShares Gold Producers UCITS ETF (SPGP.L) is 13.09%, while VanEck Gold Miners UCITS ETF (G2X.DE) has a volatility of 14.74%. This indicates that SPGP.L experiences smaller price fluctuations and is considered to be less risky than G2X.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPGP.LG2X.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

14.74%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

32.24%

34.15%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

40.30%

42.54%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.56%

32.79%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.32%

32.68%

-0.36%

SPGP.L vs. G2X.DE - Expense Ratio Comparison

SPGP.L has a 0.55% expense ratio, which is higher than G2X.DE's 0.53% expense ratio.


Dividends

SPGP.L vs. G2X.DE - Dividend Comparison

Neither SPGP.L nor G2X.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, SPGP.L and G2X.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, G2X.DE is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.

G2X.DE is cheaper with a 0.53% expense ratio, compared with 0.55% for SPGP.L.

SPGP.L tracks EMIX Global Mining Global Gold TR USD, while G2X.DE tracks NYSE Arca Gold Miners. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.55% for SPGP.L and 0.53% for G2X.DE.

Portfolio Optimizer

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