{"schemaVersion":1,"ticker":"GDXJ","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/gdxj/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, GDXJ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/gdxj/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"GDXJ","b":"ACWI","window":{"from":"2009-11-20","to":"2026-10-23","firstReturn":"2009-11-27","weeklyReturns":883,"years":16.92,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.015236,"perWeek":0.0002930001,"days":4233,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.31068591,"b":4.24669036,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":0.01606037,"b":0.1025395,"edge":"ACWI","lead":"ACWI"},"price":{"a":-0.0718423,"b":2.74403056,"edge":"ACWI","lead":"ACWI"},"volatility":{"a":0.42664642,"b":0.16171634,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.30028729,"b":0.11348937,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.8826029,"b":-0.32084971,"edge":"ACWI","lead":"ACWI","aPeak":"2011-04-08","aTrough":"2016-01-22","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.09433277,"b":0.09562563,"edge":"Tie"},"sharpe":{"a":0.22110291,"b":0.59131705,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.31414172,"b":0.84259548,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.0181966,"b":0.31958734,"edge":"ACWI","lead":"ACWI"}},"relative":{"GDXJ":{"on":"ACWI","beta":0.9917876,"r2":0.14132173,"alpha":-0.00050755,"alphaT":-0.00526951,"alphaLow":-0.18954726,"alphaHigh":0.18853216,"upsideCapture":0.71961579,"downsideCapture":0.97268102,"treynor":0.09511388,"trackingError":0.39535369,"informationRatio":-0.00327015,"upWeeks":509,"downWeeks":371,"treynorReference":0.09562563,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWI","lead":"ACWI"},"downsideCapture":{"edge":"GDXJ (slight)","lead":"GDXJ"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"GDXJ":{"kept":"2026-10-26","distributions":15,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2014-12-22","amount":0.178,"vendor":0.191838},{"ex":"2025-12-22","amount":2.6494,"vendor":2.540974}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":883,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.31068591}},"ACWI":{"kept":"2026-10-26","distributions":36,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":883,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.24669036}}}}