VanEck Vectors ETF Trust - VanEck Green Metals ETF

10-Year Study

GMET.US · · US · ETF

Executive Summary: VanEck Vectors ETF Trust - VanEck Green Metals ETF has compounded at 60.9% annually over the last 10 years, with a maximum drawdown of 85.7% and an annualized volatility of 127.3%.

1Y CAGR
+1433.5%
3Y CAGR
+126.0%
5Y CAGR
+60.9%
10Y CAGR
+60.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
85.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
13.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
370.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +601.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.9554.7-85.7546.5————————601.9%
20251.3-1.40.4-3.27.110.50.711.418.12.23.412.681.2%
2024-11.60.610.98.13.9-9.8-1.2-3.510.5-5.1-2.5-10.4-12.8%
202316.2-10.9-3.3-1.1-9.16.16.3-10.9-2.6-11.32.39.7-12.3%
2022-4.014.1-3.0-15.15.6-12.1-0.5-3.1-7.21.918.2-8.1-17.2%
2021———————————1.31.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 127.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.2% of variance. Idiosyncratic stock-specific factors contribute 22.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-0110133.2587771104
2022-01-019727.890729059336
2022-02-0111104.144153200472
2022-03-0110769.300846925185
2022-04-019141.671483501295
2022-05-019655.512553089895
2022-06-018490.770525998343
2022-07-018444.497499434545
2022-08-018179.079440074389
2022-09-017588.399386796009
2022-10-017731.3337186801045
2022-11-019135.577140559424
2022-12-018395.020230705437
2023-01-019757.01163579704
2023-02-018692.983337940741
2023-03-018409.345078032722
2023-04-018317.144580432761
2023-05-017558.775853836295
2023-06-018023.359553667916
2023-07-018526.991028121938
2023-08-017600.965042346261
2023-09-017403.401522957453
2023-10-016564.424116006132
2023-11-016714.143901887362
2023-12-017364.196677640673
2024-01-016510.8630092231915
2024-02-016547.366238596667
2024-03-017260.372948656732
2024-04-017847.754517353171
2024-05-018150.649644391948
2024-06-017348.489608202859
2024-07-017260.0273931291
2024-08-017008.9027669573525
2024-09-017744.621899424495
2024-10-017348.1440526752285
2024-11-017167.544168279259
2024-12-016420.8929154834
2025-01-016503.292201754165
2025-02-016414.735744263778
2025-03-016440.997964363801
2025-04-016236.334849589103
2025-05-016677.483601819507
2025-06-017375.442939358147
2025-07-017430.229197557236
2025-08-018275.332361589304
2025-09-019771.839109346336
2025-10-019990.450101781811
2025-11-0110333.838053831269
2025-12-0111635.797039531553
2026-01-0113482.948405418312
2026-02-0188273.73024050666
2026-03-0112633.070292277149
2026-04-0181676.76107662536
Annual Return Matrix
YearAnnual Return
2022-0.17153796075270478
2023-0.12278988313743988
2024-0.12809323317251298
20250.8121774015998435
20266.019438444924406
Total Factor Risk
1.2729874223188156
VTI.US Exposure
-0.006636690387264163
VEA.US Exposure
0.2631040541372004
VWO.US Exposure
-0.03166423586790683
QQQ.US Exposure
-0.010138969137563437
VTV.US Exposure
-0.01791011828083271
IJR.US Exposure
-0.008006272127224169
QUAL.US Exposure
0.033069323237729126
SHV.US Exposure
0.2822431090931817
TLT.US Exposure
0.1271677501438968
LQD.US Exposure
0.02039057074620394
HYG.US Exposure
0.04609103473509246
GLD.US Exposure
0.016383584921115465
USO.US Exposure
0.006789927364213814
VNQ.US Exposure
0.027393905553928802
BTC-USD.CC Exposure
0.0008407973255197674
CPER.US Exposure
0.00645088086516161
VIX.INDX Exposure
0.006342302045760048
UUP.US Exposure
0.011721664818189143
TIP.US Exposure
-0.001211109054305656
Idiosyncratic Exposure
0.22757848986790405
Value Score
43.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
127.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.57%
Market Cap$25.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+64.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+311.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
11.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is VanEck Vectors ETF Trust - VanEck Green Metals ETF a high-risk investment?

VanEck Vectors ETF Trust - VanEck Green Metals ETF (GMET.US) has an annualized volatility of 127.3% and experienced a maximum drawdown of 85.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of GMET.US?

Over the past 10 years, GMET.US has generated a Compound Annual Growth Rate (CAGR) of 60.9%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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