GLD USA
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
SPDR Gold Trust | Precious Metals, Gold | 20% |
Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
Vanguard Total International Stock ETF | Foreign Large Cap Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GLD USA, 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 Quarterly
The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Oct 18, 2024, the GLD USA returned 21.71% Year-To-Date and 11.01% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
GLD USA | 22.45% | 2.79% | 15.83% | 37.20% | 13.54% | 10.88% |
Portfolio components: | ||||||
SPDR Gold Trust | 31.44% | 3.74% | 16.56% | 36.86% | 12.38% | 7.85% |
Vanguard Total Stock Market ETF | 23.02% | 2.96% | 17.43% | 40.59% | 15.50% | 13.06% |
Vanguard Total International Stock ETF | 11.96% | 1.24% | 10.53% | 27.57% | 6.90% | 5.57% |
Monthly Returns
The table below presents the monthly returns of GLD USA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.04% | 3.87% | 4.29% | -2.46% | 3.94% | 1.64% | 2.73% | 2.18% | 2.79% | 22.45% | |||
2023 | 7.04% | -3.37% | 3.76% | 1.20% | -0.71% | 4.53% | 3.43% | -2.30% | -4.52% | -0.80% | 7.70% | 4.43% | 21.37% |
2022 | -4.53% | -0.77% | 2.08% | -7.18% | -0.54% | -6.79% | 5.81% | -3.73% | -8.17% | 5.17% | 7.35% | -3.40% | -15.10% |
2021 | -0.80% | 1.14% | 2.45% | 4.29% | 2.41% | -0.10% | 1.33% | 1.99% | -4.01% | 4.86% | -1.86% | 3.66% | 16.06% |
2020 | 0.18% | -6.19% | -11.23% | 10.86% | 4.78% | 2.75% | 6.43% | 5.05% | -3.34% | -1.74% | 8.51% | 5.33% | 20.87% |
2019 | 7.24% | 2.38% | 0.72% | 2.78% | -4.66% | 7.01% | 0.45% | -0.11% | 0.87% | 2.46% | 1.84% | 3.28% | 26.47% |
2018 | 4.93% | -3.73% | -1.12% | 0.17% | 1.08% | -0.66% | 2.05% | 1.19% | 0.05% | -5.72% | 1.58% | -5.29% | -5.85% |
2017 | 3.01% | 3.11% | 0.54% | 1.39% | 1.17% | 0.26% | 2.26% | 1.04% | 1.13% | 1.56% | 2.03% | 1.53% | 20.76% |
2016 | -3.43% | 1.92% | 5.41% | 1.85% | -0.44% | 1.75% | 3.69% | -0.42% | 0.59% | -2.28% | 0.66% | 1.28% | 10.75% |
2015 | 0.14% | 3.23% | -1.42% | 1.29% | 0.69% | -1.86% | -0.40% | -4.53% | -2.85% | 6.48% | -1.16% | -1.81% | -2.63% |
2014 | -2.30% | 5.30% | -0.26% | 0.39% | 1.05% | 3.18% | -2.27% | 2.80% | -3.46% | 1.02% | 1.32% | -0.52% | 6.06% |
2013 | 3.64% | -0.41% | 2.80% | 0.16% | -0.33% | -3.39% | 5.87% | -1.10% | 2.68% | 3.22% | 0.61% | 1.32% | 15.75% |
Expense Ratio
GLD USA has an expense ratio of 0.11%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of GLD USA is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
SPDR Gold Trust | 2.77 | 3.72 | 1.48 | 5.25 | 17.65 |
Vanguard Total Stock Market ETF | 2.96 | 3.93 | 1.54 | 2.67 | 19.15 |
Vanguard Total International Stock ETF | 1.98 | 2.78 | 1.35 | 1.39 | 13.41 |
Dividends
Dividend yield
GLD USA granted a 1.35% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GLD USA | 1.35% | 1.51% | 1.62% | 1.35% | 1.28% | 1.68% | 1.86% | 1.57% | 1.74% | 1.75% | 1.74% | 1.59% |
Portfolio components: | ||||||||||||
SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Vanguard Total International Stock ETF | 2.86% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
Drawdowns Chart
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the GLD USA. 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 GLD USA was 28.30%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current GLD USA drawdown is 0.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-28.3% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
-23% | Nov 15, 2021 | 231 | Oct 14, 2022 | 292 | Dec 13, 2023 | 523 |
-16.76% | May 2, 2011 | 108 | Oct 3, 2011 | 87 | Feb 7, 2012 | 195 |
-15.45% | Jan 29, 2018 | 229 | Dec 24, 2018 | 81 | Apr 23, 2019 | 310 |
-14.44% | May 19, 2015 | 170 | Jan 20, 2016 | 118 | Jul 8, 2016 | 288 |
Volatility
Volatility Chart
The current GLD USA volatility is 2.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
GLD | VTI | VXUS | |
---|---|---|---|
GLD | 1.00 | 0.04 | 0.18 |
VTI | 0.04 | 1.00 | 0.83 |
VXUS | 0.18 | 0.83 | 1.00 |