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USLV.L vs. GDXU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USLV.L vs. GDXU - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) and MicroSectors Gold Miners 3X Leveraged ETN (GDXU). The values are adjusted to include any dividend payments, if applicable.

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USLV.L vs. GDXU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USLV.L
SPDR S&P 500 Low Volatility UCITS ETF
3.41%-2.67%15.49%-6.05%6.92%26.04%-0.37%
GDXU
MicroSectors Gold Miners 3X Leveraged ETN
-4.54%732.60%-17.18%-25.29%-58.40%-54.51%3.03%
Different Trading Currencies

USLV.L is traded in GBP, while GDXU is traded in USD. To make them comparable, the GDXU values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, USLV.L achieves a 3.41% return, which is significantly higher than GDXU's -4.54% return.


USLV.L

1D
-0.06%
1M
-4.75%
YTD
3.41%
6M
2.32%
1Y
-3.09%
3Y*
4.89%
5Y*
7.26%
10Y*
8.60%

GDXU

1D
0.00%
1M
-33.91%
YTD
-4.54%
6M
11.00%
1Y
281.72%
3Y*
56.87%
5Y*
7.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USLV.L vs. GDXU - Expense Ratio Comparison

USLV.L has a 0.35% expense ratio, which is lower than GDXU's 0.95% expense ratio.


Return for Risk

USLV.L vs. GDXU — Risk / Return Rank

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

USLV.L
USLV.L Risk / Return Rank: 66
Overall Rank
USLV.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
USLV.L Sortino Ratio Rank: 77
Sortino Ratio Rank
USLV.L Omega Ratio Rank: 77
Omega Ratio Rank
USLV.L Calmar Ratio Rank: 55
Calmar Ratio Rank
USLV.L Martin Ratio Rank: 66
Martin Ratio Rank

GDXU
GDXU Risk / Return Rank: 8585
Overall Rank
GDXU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 8484
Sortino Ratio Rank
GDXU Omega Ratio Rank: 8282
Omega Ratio Rank
GDXU Calmar Ratio Rank: 9292
Calmar Ratio Rank
GDXU Martin Ratio Rank: 8282
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.

USLV.L vs. GDXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) and MicroSectors Gold Miners 3X Leveraged ETN (GDXU). 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.


USLV.LGDXUDifference

Sharpe ratio

Return per unit of total volatility

-0.25

2.06

-2.31

Sortino ratio

Return per unit of downside risk

-0.26

2.37

-2.63

Omega ratio

Gain probability vs. loss probability

0.97

1.35

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.41

3.85

-4.26

Martin ratio

Return relative to average drawdown

-0.72

10.81

-11.53

USLV.L vs. GDXU - Sharpe Ratio Comparison

The current USLV.L Sharpe Ratio is -0.25, which is lower than the GDXU Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of USLV.L and GDXU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USLV.LGDXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

2.06

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.07

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

-0.01

+0.81

Correlation

The correlation between USLV.L and GDXU is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

USLV.L vs. GDXU - Dividend Comparison

Neither USLV.L nor GDXU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

USLV.L vs. GDXU - Drawdown Comparison

The maximum USLV.L drawdown since its inception was -27.37%, smaller than the maximum GDXU drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for USLV.L and GDXU.


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Drawdown Indicators


USLV.LGDXUDifference

Max Drawdown

Largest peak-to-trough decline

-27.37%

-94.39%

+67.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-73.16%

+64.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.56%

-93.34%

+78.78%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

Current Drawdown

Current decline from peak

-5.12%

-58.47%

+53.35%

Average Drawdown

Average peak-to-trough decline

-5.15%

-69.96%

+64.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

26.33%

-22.23%

Volatility

USLV.L vs. GDXU - Volatility Comparison

The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) is 3.57%, while MicroSectors Gold Miners 3X Leveraged ETN (GDXU) has a volatility of 52.36%. This indicates that USLV.L experiences smaller price fluctuations and is considered to be less risky than GDXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USLV.LGDXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

52.36%

-48.79%

Volatility (6M)

Calculated over the trailing 6-month period

7.39%

120.52%

-113.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

137.62%

-125.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.06%

105.40%

-93.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.98%

105.48%

-91.50%