UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) Sharpe Ratio: 0.73

GLDI's Sharpe Ratio of 0.73 indicates that for each unit of volatility, it generates 0.73 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

GLDI Sharpe Ratio Rank

Below Average

GLDI ranks above 21.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

GLDI Sharpe Ratio Market Positioning

The chart shows GLDI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.83 or lower
Yellow zone (middle 50%): 0.83 to 2.15
Green zone (top 25%): 2.15 or higher
Top 1%: 7.02+
Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033's Sharpe Ratio with other ETFs in the Gold, Derivative Income, Options Trading, Precious Metals category across multiple time periods, showing how GLDI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

Symbol	Name	1Y Sharpe Ratio
LAPR	Innovator Premium Income 15 Buffer ETF - April	5.38
APRW	AllianzIM U.S. Large Cap Buffer20 Apr ETF	4.35
APRJ	Innovator Premium Income 30 Barrier ETF - April	4.29
CHPY	YieldMax Semiconductor Portfolio Option Income ETF	4.16
XMAR	FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March	3.98
XIMR	FT Vest U.S. Equity Buffer & Premium Income ETF - March	3.87
PBAP	PGIM US Large-Cap Buffer 20 ETF - April	3.86
APRP	PGIM US Large-Cap Buffer 12 ETF - April	3.73
DMAR	FT Cboe Vest U.S. Equity Deep Buffer ETF - March	3.71
AMDY	YieldMax AMD Option Income Strategy ETF	3.65
GLDI	UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033	0.73

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Historical Sharpe Ratio

The chart shows GLDI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GLDI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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