U.S. Global GO GOLD and Precious Metal Miners ETF

10-Year Study

GOAU.US · · US · ETF

Executive Summary: U.S. Global GO GOLD and Precious Metal Miners ETF has compounded at 17.9% annually over the last 10 years, with a maximum drawdown of 47.9% and an annualized volatility of 37.2%.

1Y CAGR
+72.5%
3Y CAGR
+41.7%
5Y CAGR
+18.6%
10Y CAGR
+17.9%

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 →
47.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +126.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.921.3-21.16.3————————10.8%
202512.30.217.88.26.21.7-3.117.520.5-8.314.91.4126.7%
2024-6.0-9.122.74.29.9-6.97.90.03.85.8-6.4-8.313.8%
202313.1-12.817.56.3-7.1-7.16.6-7.5-8.81.512.71.110.7%
2022-3.416.14.8-8.6-11.6-14.9-0.4-10.8-0.71.221.50.6-11.7%
2021-6.4-4.44.66.79.8-12.33.6-6.8-12.512.00.7-0.9-9.2%
2020-3.6-12.1-18.144.112.95.419.4-2.4-8.0-6.2-3.8-0.614.1%
201910.91.60.2-7.11.815.610.112.2-12.17.1-2.410.154.2%
2018-1.6-4.94.40.50.5-0.8-2.7-13.1-1.8-0.9-2.712.4-11.9%
2017——————3.78.4-5.5-3.90.66.49.3%

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 37.2%. The dominant macroeconomic risk driver is GLD.US, accounting for 40.4% of variance. Idiosyncratic stock-specific factors contribute 11.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110369.13179763814
2017-08-0111237.789765271906
2017-09-0110620.808426884385
2017-10-0110209.7608980901
2017-11-0110268.534042863392
2017-12-0110928.797929727367
2018-01-0110758.401370462167
2018-02-0110226.800554016621
2018-03-0110676.75681586237
2018-04-0110727.055693249746
2018-05-0110777.536812946495
2018-06-0110687.691354424844
2018-07-0110399.56626330369
2018-08-019038.671818049279
2018-09-018879.118676191865
2018-10-018803.48811780143
2018-11-018568.30441755358
2018-12-019630.685960052488
2019-01-0110677.303542790494
2019-02-0110846.15104242601
2019-03-0110871.482723429071
2019-04-0110103.422510570055
2019-05-0110284.844729552413
2019-06-0111886.116780871847
2019-07-0113082.902026534479
2019-08-0114678.160081644555
2019-09-0112896.012538270885
2019-10-0113817.247412159208
2019-11-0113483.197259075667
2019-12-0114847.73655051757
2020-01-0114306.568012829859
2020-02-0112581.644554599798
2020-03-0110298.695145064878
2020-04-0114839.262283131653
2020-05-0116750.255139233126
2020-06-0117646.522816737135
2020-07-0121062.381542498908
2020-08-0120546.726928123637
2020-09-0118906.36390144336
2020-10-0117731.083248286923
2020-11-0117054.599795888615
2020-12-0116945.983379501387
2021-01-0115864.55751567284
2021-02-0115166.296107304273
2021-03-0115864.55751567284
2021-04-0116929.034844729555
2021-05-0118581.0613792098
2021-06-0116298.84093891238
2021-07-0116882.10745006561
2021-08-0115736.805656801283
2021-09-0113766.76629246246
2021-10-0115413.23443650678
2021-11-0115515.381250911214
2021-12-0115380.886426592799
2022-01-0114863.318267969093
2022-02-0117261.444817028725
2022-03-0118093.107595859456
2022-04-0116545.414783496137
2022-05-0114621.756086893136
2022-06-0112447.878699518882
2022-07-0112403.13821256743
2022-08-0111059.010059775479
2022-09-0110981.37483598192
2022-10-0111110.76687563785
2022-11-0113500.41915731156
2022-12-0113586.984254264471
2023-01-0115365.395830295962
2023-02-0113403.101764105557
2023-03-0115742.181804927834
2023-04-0116728.294940953492
2023-05-0115540.621810759587
2023-06-0114441.79180638577
2023-07-0115400.386353695874
2023-08-0114248.43271613938
2023-09-0113000.164018078438
2023-10-0113194.252077562327
2023-11-0114872.339262283132
2023-12-0115036.539583029598
2024-01-0114135.442484327163
2024-02-0112845.349176264763
2024-03-0115763.048549351217
2024-04-0116418.756378480826
2024-05-0118045.268989648637
2024-06-0116806.841376293924
2024-07-0118142.495261699958
2024-08-0118151.42513485931
2024-09-0118850.233270156004
2024-10-0119946.60300335326
2024-11-0118664.983962676775
2024-12-0117108.63464061817
2025-01-0119212.71322350197
2025-02-0119244.150021869078
2025-03-0122667.480682315207
2025-04-0124523.34523983088
2025-05-0126045.068523108323
2025-06-0126496.573844583756
2025-07-0125664.455459979592
2025-08-0130146.796180201196
2025-09-0136326.72401224668
2025-10-0133305.875492054234
2025-11-0138263.86863974341
2025-12-0138781.16343490305
2026-01-0142225.54308208194
2026-02-0151228.31316518443
2026-03-0140421.34421927395
2026-04-0142954.51231958012
Annual Return Matrix
YearAnnual Return
2018-0.11877902565513565
20190.5417112147675771
20200.14131762251066315
2021-0.0923579893747446
2022-0.11663191070878454
20230.10668705443668713
20240.1378039838319689
20251.2667596947117818
20260.1076127819548871
Total Factor Risk
0.3719377184074296
VTI.US Exposure
0.08625921234932855
VEA.US Exposure
0.27856295436293255
VWO.US Exposure
-0.03474144391272439
QQQ.US Exposure
-0.027083100454478943
VTV.US Exposure
-0.03567701244734038
IJR.US Exposure
-0.00762851278790247
QUAL.US Exposure
-0.03861619540828948
SHV.US Exposure
0.18755533397811497
TLT.US Exposure
0.009034719861530606
LQD.US Exposure
-0.02256066365648907
HYG.US Exposure
-0.009001181580809441
GLD.US Exposure
0.4041564830922255
USO.US Exposure
0.0038791325180952663
VNQ.US Exposure
-0.01711793948371229
BTC-USD.CC Exposure
0.03568868744014301
CPER.US Exposure
0.030851256690400626
VIX.INDX Exposure
0.011890100467421423
UUP.US Exposure
-0.005646043402974679
TIP.US Exposure
0.03880132471732194
Idiosyncratic Exposure
0.1113928876572067
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.2%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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 →
-1.3%
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 →
+16.6%
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 →
16.2% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is U.S. Global GO GOLD and Precious Metal Miners ETF a high-risk investment?

U.S. Global GO GOLD and Precious Metal Miners ETF (GOAU.US) has an annualized volatility of 37.2% and experienced a maximum drawdown of 47.9% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, GOAU.US has generated a Compound Annual Growth Rate (CAGR) of 17.9%. It has had a positive return in 67% 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.

Run a Full Backtest on U.S. Global GO GOLD and Precious Metal Miners ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest