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Gold Spot US Dollar (XAUUSD=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Gold Spot US Dollar, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
545.63%
5,021.11%
XAUUSD=X (Gold Spot US Dollar)
Benchmark (^GSPC)

Returns By Period

Gold Spot US Dollar had a return of 26.85% year-to-date (YTD) and 42.47% in the last 12 months. Over the past 10 years, Gold Spot US Dollar had an annualized return of 10.34%, while the S&P 500 benchmark had an annualized return of 10.15%, indicating that Gold Spot US Dollar performed slightly bigger than the benchmark.


XAUUSD=X

YTD

26.85%

1M

7.92%

6M

21.38%

1Y

42.47%

5Y*

13.11%

10Y*

10.34%

^GSPC (Benchmark)

YTD

-6.00%

1M

-0.94%

6M

-5.06%

1Y

8.41%

5Y*

13.52%

10Y*

10.15%

*Annualized

Monthly Returns

The table below presents the monthly returns of XAUUSD=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.75%2.06%9.25%6.57%26.85%
2024-1.23%0.30%9.26%2.34%1.86%-0.09%5.30%2.24%5.25%4.15%-3.29%-1.12%27.21%
20235.67%-5.22%7.70%1.11%-1.37%-2.18%2.32%-1.24%-4.71%7.27%2.68%1.32%13.06%
2022-1.75%6.20%1.54%-2.11%-3.13%-1.64%-2.31%-3.09%-2.98%-1.60%8.29%3.16%-0.22%
2021-2.66%-6.10%-1.53%3.61%7.79%-7.16%2.47%-0.01%-3.13%1.49%-0.51%3.08%-3.59%
20204.80%-0.32%-0.87%7.24%2.57%3.09%10.90%-0.29%-4.30%-0.40%-5.37%6.72%24.98%
20192.97%-0.60%-1.59%-0.66%1.72%7.95%0.31%7.53%-3.16%2.79%-3.21%3.59%18.29%
20183.27%-2.01%0.53%-0.73%-1.30%-3.49%-2.33%-1.86%-0.75%1.88%0.61%4.98%-1.51%
20175.10%3.14%0.04%1.52%0.03%-2.13%2.25%4.14%-3.22%-0.62%0.25%2.18%13.08%
20165.35%10.74%-0.44%4.95%-6.07%8.80%2.17%-3.11%0.54%-2.93%-8.16%-1.81%8.53%
20158.41%-5.48%-2.44%0.07%0.52%-1.50%-6.56%3.55%-1.72%2.46%-6.82%-0.29%-10.36%
20143.17%6.64%-3.18%0.60%-3.16%6.11%-3.40%0.41%-6.08%-2.88%-0.60%1.42%-1.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, XAUUSD=X is among the top 2% of currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of XAUUSD=X is 9898
Overall Rank
The Sharpe Ratio Rank of XAUUSD=X is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XAUUSD=X is 9797
Sortino Ratio Rank
The Omega Ratio Rank of XAUUSD=X is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XAUUSD=X is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XAUUSD=X is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Gold Spot US Dollar (XAUUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for XAUUSD=X, currently valued at 2.72, compared to the broader market-1.000.001.002.00
XAUUSD=X: 2.72
^GSPC: 0.46
The chart of Sortino ratio for XAUUSD=X, currently valued at 3.70, compared to the broader market-1.000.001.002.003.004.00
XAUUSD=X: 3.70
^GSPC: 0.78
The chart of Omega ratio for XAUUSD=X, currently valued at 1.53, compared to the broader market1.001.502.002.50
XAUUSD=X: 1.53
^GSPC: 1.11
The chart of Calmar ratio for XAUUSD=X, currently valued at 5.00, compared to the broader market0.001.002.003.004.00
XAUUSD=X: 5.00
^GSPC: 0.48
The chart of Martin ratio for XAUUSD=X, currently valued at 13.81, compared to the broader market0.005.0010.0015.0020.0025.00
XAUUSD=X: 13.81
^GSPC: 1.94

The current Gold Spot US Dollar Sharpe ratio is 2.72. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Gold Spot US Dollar with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.72
0.46
XAUUSD=X (Gold Spot US Dollar)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.81%
-10.02%
XAUUSD=X (Gold Spot US Dollar)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Gold Spot US Dollar. 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 Spot US Dollar was 69.75%, occurring on Aug 25, 1999. Recovery took 2171 trading sessions.

The current Gold Spot US Dollar drawdown is 2.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.75%Jan 22, 19805054Aug 25, 19992171Dec 28, 20077225
-44.66%Sep 6, 20111116Dec 17, 20151198Jul 24, 20202314
-29.01%Mar 18, 2008172Nov 12, 2008217Sep 11, 2009389
-21.43%Aug 7, 2020557Sep 26, 2022308Dec 1, 2023865
-12.47%Dec 3, 200946Feb 4, 201068May 11, 2010114

Volatility

Volatility Chart

The current Gold Spot US Dollar volatility is 8.10%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.10%
14.23%
XAUUSD=X (Gold Spot US Dollar)
Benchmark (^GSPC)