PortfoliosLab logoPortfoliosLab logo
USD=X vs. GDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and VanEck Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

GDX

1D
-0.22%
1M
-16.83%
YTD
-8.28%
6M
0.10%
1Y
53.51%
3Y*
37.89%
5Y*
17.28%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. GDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDX
VanEck Gold Miners ETF
-8.28%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USD=X vs. GDX — Risk / Return Rank

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

USD=X

GDX
GDX Risk / Return Rank: 3535
Overall Rank
GDX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GDX Omega Ratio Rank: 3737
Omega Ratio Rank
GDX Calmar Ratio Rank: 3737
Calmar Ratio Rank
GDX Martin Ratio Rank: 3232
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.

USD=X vs. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and VanEck Gold Miners ETF (GDX). 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.


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

USD=X vs. GDX - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


USD=XGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

Drawdowns

USD=X vs. GDX - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for USD=X and GDX.


Loading charts...

Drawdown Indicators


USD=XGDXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-80.34%

+80.34%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-32.09%

+32.09%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-32.09%

+32.09%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-46.51%

+46.51%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-49.79%

+49.79%

Current Drawdown

Current decline from peak

0.00%

-32.09%

+32.09%

Average Drawdown

Average peak-to-trough decline

0.00%

-40.43%

+40.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

12.42%

-12.42%

Volatility

USD=X vs. GDX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while VanEck Gold Miners ETF (GDX) has a volatility of 16.05%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USD=XGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

16.05%

-16.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

38.61%

-38.61%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

46.36%

-46.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

36.61%

-36.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

37.27%

-37.27%

Frequently Asked Questions


GDX has higher volatility (16.05%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs GDX's -80.34%.

Portfolio Optimizer

Find the right allocation for USD=X and GDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer