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XME vs. GDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XME vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Metals & Mining ETF (XME) and VanEck Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

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XME vs. GDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XME
SPDR S&P Metals & Mining ETF
4.31%83.47%-4.54%21.51%13.13%34.92%15.95%14.69%-26.78%21.17%
GDX
VanEck Gold Miners ETF
7.00%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%

Returns By Period

In the year-to-date period, XME achieves a 4.31% return, which is significantly lower than GDX's 7.00% return. Over the past 10 years, XME has outperformed GDX with an annualized return of 19.54%, while GDX has yielded a comparatively lower 17.53% annualized return.


XME

1D
4.40%
1M
-9.45%
YTD
4.31%
6M
16.12%
1Y
93.75%
3Y*
27.50%
5Y*
22.88%
10Y*
19.54%

GDX

1D
6.97%
1M
-20.78%
YTD
7.00%
6M
20.99%
1Y
101.08%
3Y*
43.23%
5Y*
23.96%
10Y*
17.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XME vs. GDX - Expense Ratio Comparison

XME has a 0.35% expense ratio, which is lower than GDX's 0.51% expense ratio.


Return for Risk

XME vs. GDX — Risk / Return Rank

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

XME
XME Risk / Return Rank: 9494
Overall Rank
XME Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XME Sortino Ratio Rank: 9595
Sortino Ratio Rank
XME Omega Ratio Rank: 9494
Omega Ratio Rank
XME Calmar Ratio Rank: 9696
Calmar Ratio Rank
XME Martin Ratio Rank: 9191
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 9292
Overall Rank
GDX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDX Omega Ratio Rank: 8989
Omega Ratio Rank
GDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
GDX Martin Ratio Rank: 9292
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.

XME vs. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Metals & Mining ETF (XME) 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.


XMEGDXDifference

Sharpe ratio

Return per unit of total volatility

2.63

2.21

+0.42

Sortino ratio

Return per unit of downside risk

3.07

2.45

+0.63

Omega ratio

Gain probability vs. loss probability

1.42

1.36

+0.06

Calmar ratio

Return relative to maximum drawdown

4.05

3.34

+0.72

Martin ratio

Return relative to average drawdown

11.64

12.07

-0.43

XME vs. GDX - Sharpe Ratio Comparison

The current XME Sharpe Ratio is 2.63, which is comparable to the GDX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of XME and GDX, 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


XMEGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.21

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.67

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.47

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.14

+0.02

Correlation

The correlation between XME and GDX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XME vs. GDX - Dividend Comparison

XME's dividend yield for the trailing twelve months is around 0.35%, less than GDX's 0.69% yield.


TTM20252024202320222021202020192018201720162015
XME
SPDR S&P Metals & Mining ETF
0.35%0.38%0.65%1.00%1.64%0.70%0.99%2.43%2.23%1.15%1.02%2.61%
GDX
VanEck Gold Miners ETF
0.69%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%

Drawdowns

XME vs. GDX - Drawdown Comparison

The maximum XME drawdown since its inception was -85.89%, which is greater than GDX's maximum drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for XME and GDX.


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Drawdown Indicators


XMEGDXDifference

Max Drawdown

Largest peak-to-trough decline

-85.89%

-80.34%

-5.55%

Max Drawdown (1Y)

Largest decline over 1 year

-22.60%

-30.84%

+8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-37.27%

-46.51%

+9.24%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

-49.79%

-11.90%

Current Drawdown

Current decline from peak

-17.77%

-20.78%

+3.01%

Average Drawdown

Average peak-to-trough decline

-44.45%

-40.61%

-3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.87%

8.52%

-0.65%

Volatility

XME vs. GDX - Volatility Comparison

The current volatility for SPDR S&P Metals & Mining ETF (XME) is 11.55%, while VanEck Gold Miners ETF (GDX) has a volatility of 18.51%. This indicates that XME 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.


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Volatility by Period


XMEGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.55%

18.51%

-6.96%

Volatility (6M)

Calculated over the trailing 6-month period

28.02%

38.19%

-10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

35.81%

46.00%

-10.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.46%

35.73%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.98%

37.44%

-4.46%