CSLLY vs. GLDM
CSLLY (CSL Ltd) is a stock, while GLDM (SPDR Gold MiniShares Trust) is Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, CSLLY returned -14.65%/yr vs 17.71%/yr for GLDM. At a 0.15 correlation, their price movements are largely independent.
Performance
CSLLY vs. GLDM - Performance Comparison
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Returns By Period
In the year-to-date period, CSLLY achieves a -23.04% return, which is significantly lower than GLDM's -4.78% return.
CSLLY
- 1D
- -1.55%
- 1M
- 13.38%
- 6M
- -24.26%
- YTD
- -23.04%
- 1Y
- -43.30%
- 3Y*
- -19.47%
- 5Y*
- -14.65%
- 10Y*
- 1.60%
GLDM
- 1D
- -0.31%
- 1M
- -2.44%
- 6M
- -8.90%
- YTD
- -4.78%
- 1Y
- 22.28%
- 3Y*
- 28.47%
- 5Y*
- 17.71%
- 10Y*
- —
CSLLY vs. GLDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CSLLY CSL Ltd | -23.04% | -32.89% | -8.71% | 0.93% | -6.75% | -2.97% | 14.39% | 51.91% | -10.47% |
GLDM SPDR Gold MiniShares Trust | -4.78% | 64.20% | 27.08% | 13.04% | -0.47% | -4.01% | 25.10% | 18.10% | 1.75% |
Correlation
The correlation between CSLLY and GLDM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2018 | 0.15 |
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Return for Risk
CSLLY vs. GLDM — Risk / Return Rank
CSLLY
GLDM
CSLLY vs. GLDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CSL Ltd (CSLLY) and SPDR Gold MiniShares Trust (GLDM). 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.
| CSLLY | GLDM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.18 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 0.90 | -1.62 |
| Martin ratioReturn relative to average drawdown | -1.20 | 2.24 | -3.44 |
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Drawdowns
CSLLY vs. GLDM - Drawdown Comparison
The maximum CSLLY drawdown since its inception was -69.57%, which is greater than GLDM's maximum drawdown of -26.11%. Use the drawdown chart below to compare losses from any high point for CSLLY and GLDM.
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Drawdown Indicators
| CSLLY | GLDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -26.11% | -43.46% |
Max Drawdown (1Y)Largest decline over 1 year | -61.86% | -26.11% | -35.75% |
Max Drawdown (3Y)Largest decline over 3 years | -67.37% | -26.11% | -41.26% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -26.11% | -43.46% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | — | — |
Current DrawdownCurrent decline from peak | -59.78% | -23.86% | -35.92% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -6.42% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.14% | 10.51% | +26.63% |
Volatility
CSLLY vs. GLDM - Volatility Comparison
CSL Ltd (CSLLY) has a higher volatility of 11.87% compared to SPDR Gold MiniShares Trust (GLDM) at 8.29%. This indicates that CSLLY's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSLLY | GLDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.87% | 8.29% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 30.31% | 23.91% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.78% | 27.58% | +13.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.95% | 18.25% | +9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.76% | 17.05% | +12.71% |
Dividends
CSLLY vs. GLDM - Dividend Comparison
CSLLY's dividend yield for the trailing twelve months is around 4.88%, while GLDM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSLLY CSL Ltd | 4.88% | 2.53% | 1.45% | 1.21% | 1.14% | 1.05% | 0.89% | 0.85% | 1.18% | 1.72% | 3.45% | 1.46% |
GLDM SPDR Gold MiniShares Trust | 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
CSLLY and GLDM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSLLY has higher volatility (11.87%) compared to GLDM (8.29%). In terms of maximum drawdown, CSLLY dropped -69.57% vs GLDM's -26.11%.
GLDM currently has the higher Sharpe Ratio (0.86 vs -1.09), 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.
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