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^SGIXGD5L vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^SGIXGD5L vs. GC=F

Last updated Jul 4, 2025

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

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SGIXGD5L or 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.

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Key characteristics

Returns By Period

^SGIXGD5L

YTD
N/A
1M
N/A
6M
N/A
1Y
N/A
3Y*
N/A
5Y*
N/A
10Y*
N/A

GC=F

YTD
27.15%
1M
-0.22%
6M
25.72%
1Y
41.66%
3Y*
22.94%
5Y*
13.38%
10Y*
11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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The Gold x5 Leveraged Index

Gold

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^SGIXGD5L vs. GC=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^SGIXGD5L
The Risk-Adjusted Performance Rank of ^SGIXGD5L is 7575
Overall Rank
The Sharpe Ratio Rank of ^SGIXGD5L is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SGIXGD5L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ^SGIXGD5L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^SGIXGD5L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ^SGIXGD5L is 8383
Martin Ratio Rank
GC=F
The Risk-Adjusted Performance Rank of GC=F is 9999
Overall Rank
The Sharpe Ratio Rank of GC=F is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 100100
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.

^SGIXGD5L vs. GC=F - Risk-Adjusted Performance 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between ^SGIXGD5L and GC=F is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

^SGIXGD5L vs. GC=F - Drawdown Comparison

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^SGIXGD5L vs. GC=F - Volatility Comparison

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