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UBUD.DE vs. G2X.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBUD.DE vs. G2X.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.DE) and VanEck Gold Miners UCITS ETF (G2X.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBUD.DE achieves a -6.38% return, which is significantly lower than G2X.DE's -1.03% return. Over the past 10 years, UBUD.DE has outperformed G2X.DE with an annualized return of 14.59%, while G2X.DE has yielded a comparatively lower 13.83% annualized return.


UBUD.DE

1D
-0.04%
1M
-3.95%
YTD
-6.38%
6M
0.94%
1Y
47.84%
3Y*
42.44%
5Y*
24.10%
10Y*
14.59%

G2X.DE

1D
1.09%
1M
0.55%
YTD
-1.03%
6M
7.50%
1Y
61.05%
3Y*
37.60%
5Y*
20.05%
10Y*
13.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBUD.DE vs. G2X.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBUD.DE
UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist
-6.38%144.52%34.69%6.34%0.11%-8.41%15.71%40.46%-6.02%-3.26%
G2X.DE
VanEck Gold Miners UCITS ETF
-1.03%131.13%17.55%5.59%-0.02%-4.26%13.26%40.97%-4.37%-5.31%

Correlation

The correlation between UBUD.DE and G2X.DE is 0.95 - 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

0.95

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

0.93

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

0.95

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

0.94

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

0.94

The correlation between UBUD.DE and G2X.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

UBUD.DE vs. G2X.DE — Risk / Return Rank

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

UBUD.DE
UBUD.DE Risk / Return Rank: 3030
Overall Rank
UBUD.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UBUD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
UBUD.DE Omega Ratio Rank: 2929
Omega Ratio Rank
UBUD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
UBUD.DE Martin Ratio Rank: 2929
Martin Ratio Rank

G2X.DE
G2X.DE Risk / Return Rank: 3939
Overall Rank
G2X.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
G2X.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
G2X.DE Omega Ratio Rank: 3838
Omega Ratio Rank
G2X.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
G2X.DE Martin Ratio Rank: 3636
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.

UBUD.DE vs. G2X.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.DE) 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.


UBUD.DEG2X.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratioReturn relative to maximum drawdown

1.65

2.18

-0.53

Martin ratioReturn relative to average drawdown

4.06

5.49

-1.43

UBUD.DE vs. G2X.DE - Sharpe Ratio Comparison

The current UBUD.DE Sharpe Ratio is 1.04, which is comparable to the G2X.DE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of UBUD.DE 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


UBUD.DEG2X.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.42

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.60

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.43

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.44

-0.17

Drawdowns

UBUD.DE vs. G2X.DE - Drawdown Comparison

The maximum UBUD.DE drawdown since its inception was -57.79%, which is greater than G2X.DE's maximum drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for UBUD.DE and G2X.DE.


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Drawdown Indicators


UBUD.DEG2X.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.79%

-46.04%

-11.75%

Max Drawdown (1Y)

Largest decline over 1 year

-28.94%

-27.90%

-1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-28.94%

-27.90%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-38.21%

-38.55%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-50.40%

-46.04%

-4.36%

Current Drawdown

Current decline from peak

-27.15%

-23.34%

-3.81%

Average Drawdown

Average peak-to-trough decline

-28.07%

-19.92%

-8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.75%

11.09%

+0.66%

Volatility

UBUD.DE vs. G2X.DE - Volatility Comparison

UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.DE) and VanEck Gold Miners UCITS ETF (G2X.DE) have volatilities of 13.71% and 13.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBUD.DEG2X.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.71%

13.57%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

35.92%

34.36%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

45.63%

42.64%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.68%

33.16%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.58%

32.33%

+3.25%

UBUD.DE vs. G2X.DE - Expense Ratio Comparison

UBUD.DE has a 0.43% expense ratio, which is lower than G2X.DE's 0.53% expense ratio.


Dividends

UBUD.DE vs. G2X.DE - Dividend Comparison

UBUD.DE's dividend yield for the trailing twelve months is around 0.59%, while G2X.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
G2X.DE
VanEck Gold Miners UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBUD.DE
UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist
0.59%0.40%0.56%1.74%1.12%1.15%0.44%0.42%0.48%0.46%0.43%1.38%

Frequently Asked Questions


With a correlation of 0.95, UBUD.DE 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, UBUD.DE is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUD.DE is cheaper with a 0.43% expense ratio, compared with 0.53% for G2X.DE.

UBUD.DE tracks Solactive Global Pure Gold Miners, while G2X.DE tracks NYSE Arca Gold Miners. They also come from different issuers: UBS and VanEck. Their fees differ too: 0.43% for UBUD.DE and 0.53% for G2X.DE.

Portfolio Optimizer

Find the right allocation for UBUD.DE and G2X.DE

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