PortfoliosLab logoPortfoliosLab logo
BTEC vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTEC vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Healthcare Innovators Index ETF (BTEC) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BTEC vs. GLD - Yearly Performance Comparison


Returns By Period


BTEC

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

GLD

1D
3.79%
1M
-11.05%
YTD
8.57%
6M
21.05%
1Y
49.33%
3Y*
32.92%
5Y*
21.58%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BTEC vs. GLD - Expense Ratio Comparison

BTEC has a 0.42% expense ratio, which is higher than GLD's 0.40% expense ratio.


Return for Risk

BTEC vs. GLD — Risk / Return Rank

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

BTEC

GLD
GLD Risk / Return Rank: 8787
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLD Omega Ratio Rank: 8686
Omega Ratio Rank
GLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLD Martin Ratio Rank: 8787
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.

BTEC vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Healthcare Innovators Index ETF (BTEC) and SPDR Gold Shares (GLD). 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.

BTEC vs. GLD - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


BTECGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

Dividends

BTEC vs. GLD - Dividend Comparison

Neither BTEC nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BTEC vs. GLD - Drawdown Comparison

The maximum BTEC drawdown since its inception was 0.00%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for BTEC and GLD.


Loading graphics...

Drawdown Indicators


BTECGLDDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-45.56%

+45.56%

Max Drawdown (1Y)

Largest decline over 1 year

-19.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

0.00%

-13.23%

+13.23%

Average Drawdown

Average peak-to-trough decline

0.00%

-16.17%

+16.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

Volatility

BTEC vs. GLD - Volatility Comparison


Loading graphics...

Volatility by Period


BTECGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.06%

Volatility (6M)

Calculated over the trailing 6-month period

24.30%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

27.80%

-27.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.74%

-17.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

15.87%

-15.87%