gold and digi gold

The chart shows the growth of an initial investment of £10,000 in gold and digi gold, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jun 19, 2020, gold and digi gold's average daily return is +0.14%, while the average monthly return is +2.99%. At this rate, your investment would double in approximately 2.0 years.

Historically, 56% of months were positive and 44% were negative. The best month was Dec 2020 with a return of +27.9%, while the worst month was May 2021 at -15.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, gold and digi gold closed higher 52% of trading days. The best single day was Dec 28, 2020 with a return of +10.1%, while the worst single day was Jan 11, 2021 at -15.5%.

gold and digi gold has an annualized alpha of 37.45%, beta of 0.31, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 19, 2020.

• This portfolio captured 177.32% of S&P 500 Index gains but only 60.50% of its losses — a favorable profile for investors.
• Beta of 0.31 may look defensive, but with R² of 0.02 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.02 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

gold and digi gold has a high expense ratio of 1.00%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

gold and digi gold ranks 9 for risk / return — in the bottom 9% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

gold and digi gold Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.29
• 5-Year: 0.60
• All Time: 1.13

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of gold and digi gold compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the gold and digi gold. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the gold and digi gold was 44.49%, occurring on Nov 28, 2022. Recovery took 307 trading sessions.

The current gold and digi gold drawdown is 17.49%.

The chart below shows the rolling one-month volatility.