^SGIXGD5L vs. GC=F

Last updated Apr 2, 2026

Compare and contrast key facts about The Gold x5 Leveraged Index (^SGIXGD5L) and Gold (GC=F).

Performance

^SGIXGD5L vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gold x5 Leveraged Index (^SGIXGD5L) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

^SGIXGD5L vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SGIXGD5L The Gold x5 Leveraged Index	0.00%	0.00%	154.80%	25.34%	-30.09%	-36.42%	59.49%	84.35%	-28.13%	57.80%
GC=F Gold	10.61%	64.52%	27.48%	13.34%	-0.43%	-3.47%	24.59%	18.87%	-2.14%	13.59%

Returns By Period

^SGIXGD5L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GC=F

• 1D: 2.95%
• 1M: -9.63%
• YTD: 10.61%
• 6M: 23.71%
• 1Y: 53.41%
• 3Y*: 34.44%
• 5Y*: 22.61%
• 10Y*: 14.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SGIXGD5L vs. GC=F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GC=F

GC=F Risk / Return Rank: 91
GC=F Sharpe Ratio Rank: 100
GC=F Sortino Ratio Rank: 100
GC=F Omega Ratio Rank: 94
GC=F Calmar Ratio Rank: 71
GC=F Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^SGIXGD5L vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gold x5 Leveraged Index (^SGIXGD5L) and Gold (GC=F). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	^SGIXGD5L	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.85	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.64	—

Correlation

The correlation between ^SGIXGD5L and GC=F is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

Drawdown Indicators

	^SGIXGD5L	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	—	-44.36%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-17.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-20.87%	—
Current Drawdown Current decline from peak	—	-10.04%	—
Average Drawdown Average peak-to-trough decline	—	-13.03%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.78%	—

Volatility

Volatility by Period

	^SGIXGD5L	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.29%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	27.77%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.96%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.36%	—