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BND vs. GLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. GLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and ProShares UltraShort Gold (GLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BND achieves a 0.52% return, which is significantly higher than GLL's -5.47% return. Over the past 10 years, BND has outperformed GLL with an annualized return of 1.58%, while GLL has yielded a comparatively lower -22.08% annualized return.


BND

1D
-0.12%
1M
0.42%
YTD
0.52%
6M
0.91%
1Y
4.40%
3Y*
4.17%
5Y*
0.03%
10Y*
1.58%

GLL

1D
0.00%
1M
23.29%
YTD
-5.47%
6M
-6.08%
1Y
-41.70%
3Y*
-39.64%
5Y*
-27.61%
10Y*
-22.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. GLL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BND
Vanguard Total Bond Market ETF
0.52%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%
GLL
ProShares UltraShort Gold
-5.47%-62.81%-33.33%-14.91%-2.12%1.66%-41.47%-26.95%5.39%-23.67%

Correlation

The correlation between BND and GLL is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.25

Correlation (3Y)
Calculated over the trailing 3-year period

-0.25

Correlation (5Y)
Calculated over the trailing 5-year period

-0.32

Correlation (10Y)
Calculated over the trailing 10-year period

-0.37

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2008

-0.28

The correlation between BND and GLL shifts across timeframes, from -0.37 (10 years) to -0.25 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BND vs. GLL — Risk / Return Rank

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

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3838
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
Martin Ratio Rank

GLL
GLL Risk / Return Rank: 44
Overall Rank
GLL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 33
Sortino Ratio Rank
GLL Omega Ratio Rank: 33
Omega Ratio Rank
GLL Calmar Ratio Rank: 44
Calmar Ratio Rank
GLL Martin Ratio Rank: 55
Martin Ratio Rank
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.

BND vs. GLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and ProShares UltraShort Gold (GLL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNDGLLDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.89

Omega ratioGain probability vs. loss probability

1.21

0.87

+0.33

Calmar ratioReturn relative to maximum drawdown

1.65

-0.64

+2.29

Martin ratioReturn relative to average drawdown

4.81

-0.98

+5.79

BND vs. GLL - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.18, which is higher than the GLL Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of BND and GLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BND vs. GLL - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum GLL drawdown of -99.24%. Use the drawdown chart below to compare losses from any high point for BND and GLL.


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Drawdown Indicators


BNDGLLDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-99.24%

+80.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-65.10%

+62.42%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-87.95%

+82.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-89.76%

+71.85%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-95.76%

+77.18%

Current Drawdown

Current decline from peak

-2.12%

-98.83%

+96.71%

Average Drawdown

Average peak-to-trough decline

-3.06%

-85.13%

+82.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

42.47%

-41.55%

Volatility

BND vs. GLL - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.28%, while ProShares UltraShort Gold (GLL) has a volatility of 15.23%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than GLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

15.23%

-13.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

46.29%

-43.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

53.94%

-50.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

36.34%

-30.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

32.38%

-26.85%

BND vs. GLL - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than GLL's 0.95% expense ratio.


Dividends

BND vs. GLL - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.96%, while GLL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
GLL
ProShares UltraShort Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BND and GLL have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLL has higher volatility (15.23%) compared to BND (1.28%). In terms of maximum drawdown, BND dropped -18.58% vs GLL's -99.24%.

On 10-year performance, BND leads with 1.58% vs -22.08% for GLL. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BND has performed better with a 1.58% return vs -22.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.95% for GLL.

BND has the higher dividend yield at 3.96%, compared with 0.00% for GLL.

BND is categorized as Total Bond Market, while GLL is Leveraged Commodities. BND tracks Bloomberg U.S. Aggregate Float Adjusted Index, while GLL tracks Bloomberg Gold (-200%). They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.03% for BND and 0.95% for GLL.

BND currently has the higher Sharpe Ratio (1.18 vs -0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BND and GLL

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