GLD/VT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 10% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 90% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 26, 2008, corresponding to the inception date of VT
Returns By Period
As of May 14, 2025, the GLD/VT returned 6.41% Year-To-Date and 9.30% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| GLD/VT | 6.41% | 9.06% | 4.73% | 15.33% | 14.77% | 9.30% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 23.68% | 0.51% | 24.75% | 38.47% | 12.99% | 9.83% |
VT Vanguard Total World Stock ETF | 4.47% | 10.10% | 2.54% | 12.81% | 14.82% | 9.01% |
Monthly Returns
The table below presents the monthly returns of GLD/VT, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.43% | -0.18% | -2.16% | 1.05% | 4.25% | 6.41% | |||||||
| 2024 | -0.14% | 4.09% | 3.71% | -2.92% | 4.28% | 1.41% | 2.32% | 2.31% | 2.50% | -1.54% | 3.38% | -2.79% | 17.50% |
| 2023 | 7.46% | -3.40% | 3.35% | 1.37% | -1.22% | 5.03% | 3.58% | -2.69% | -4.31% | -1.90% | 8.31% | 4.76% | 21.12% |
| 2022 | -4.29% | -1.85% | 1.80% | -7.48% | 0.09% | -7.45% | 6.03% | -3.95% | -8.91% | 5.55% | 8.30% | -3.74% | -16.34% |
| 2021 | -0.53% | 1.80% | 2.51% | 4.07% | 2.19% | 0.30% | 0.81% | 2.02% | -4.02% | 4.77% | -2.42% | 3.76% | 15.96% |
| 2020 | -0.95% | -6.53% | -13.07% | 10.06% | 4.96% | 3.04% | 5.84% | 5.34% | -3.06% | -1.89% | 10.58% | 5.11% | 18.08% |
| 2019 | 7.48% | 2.49% | 0.81% | 3.06% | -5.23% | 6.54% | 0.00% | -1.10% | 1.67% | 2.77% | 2.00% | 3.47% | 26.02% |
| 2018 | 5.25% | -4.21% | -1.08% | 0.29% | 0.40% | -0.89% | 2.36% | 0.57% | 0.02% | -6.82% | 1.58% | -5.90% | -8.72% |
| 2017 | 3.24% | 2.74% | 1.28% | 1.64% | 1.74% | 0.35% | 2.62% | 0.79% | 1.54% | 1.82% | 1.75% | 1.65% | 23.30% |
| 2016 | -4.73% | 0.24% | 6.88% | 1.42% | -0.05% | 0.71% | 3.93% | 0.00% | 0.77% | -2.07% | 0.25% | 1.47% | 8.71% |
| 2015 | -0.60% | 4.66% | -1.30% | 2.28% | 0.35% | -2.15% | -0.20% | -5.67% | -3.50% | 6.80% | -0.71% | -2.02% | -2.67% |
| 2014 | -3.66% | 5.33% | 0.10% | 0.71% | 1.55% | 2.60% | -1.94% | 2.42% | -3.61% | 0.55% | 1.10% | -1.67% | 3.13% |
Expense Ratio
GLD/VT has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GLD/VT is 72, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.20 | 2.89 | 1.37 | 4.68 | 12.34 |
VT Vanguard Total World Stock ETF | 0.73 | 1.14 | 1.17 | 0.79 | 3.44 |
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Dividends
Dividend yield
GLD/VT provided a 1.66% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.66% | 1.76% | 1.87% | 1.98% | 1.64% | 1.49% | 2.09% | 2.28% | 1.90% | 2.15% | 2.21% | 2.19% |
| Portfolio components: | ||||||||||||
GLD 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% |
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the GLD/VT. 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/VT was 46.22%, occurring on Mar 9, 2009. Recovery took 401 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.22% | Jul 1, 2008 | 173 | Mar 9, 2009 | 401 | Oct 8, 2010 | 574 |
| -30.96% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -24.83% | Nov 17, 2021 | 229 | Oct 14, 2022 | 300 | Dec 26, 2023 | 529 |
| -21.06% | May 2, 2011 | 108 | Oct 3, 2011 | 304 | Dec 18, 2012 | 412 |
| -18.37% | Jan 29, 2018 | 229 | Dec 24, 2018 | 131 | Jul 3, 2019 | 360 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.22, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | VT | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.95 | 0.93 |
| GLD | 0.05 | 1.00 | 0.13 | 0.22 |
| VT | 0.95 | 0.13 | 1.00 | 0.99 |
| Portfolio | 0.93 | 0.22 | 0.99 | 1.00 |