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CSLLY vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSLLY vs. GLDM

Last updated Jun 6, 2026

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 -19.84%/yr vs 17.81%/yr for GLDM. At a 0.16 correlation, their price movements are largely independent.

Performance

CSLLY vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSL Ltd (CSLLY) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CSLLY achieves a -39.03% return, which is significantly lower than GLDM's 0.06% return.

CSLLY

1D
2.95%
1M
-24.68%
YTD
-39.03%
6M
-42.21%
1Y
-55.06%
3Y*
-29.25%
5Y*
-19.84%
10Y*
-0.79%

GLDM

1D
-3.67%
1M
-8.00%
YTD
0.06%
6M
2.68%
1Y
28.49%
3Y*
29.91%
5Y*
17.81%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSLLY vs. GLDM - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
CSLLY
CSL Ltd		-39.03%-32.89%-8.71%0.93%-6.75%-2.97%14.39%51.91%-10.34%
GLDM
SPDR Gold MiniShares Trust		0.06%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.84%

Correlation

The correlation between CSLLY and GLDM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.25

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

0.22

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

0.16

Compare stocks, funds, or ETFs

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

CSL Ltd

SPDR Gold MiniShares Trust

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Often compared with GLDM:
GLDM vs. GLDGLDM vs. IAUGLDM vs. IAUMGLDM vs. GDXGLDM vs. SGOLGLDM vs. VOOGLDM vs. SPY

Return for Risk

CSLLY vs. GLDM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSLLY
CSLLY Risk / Return Rank: 33
Overall Rank
CSLLY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CSLLY Sortino Ratio Rank: 22
Sortino Ratio Rank
CSLLY Omega Ratio Rank: 11
Omega Ratio Rank
CSLLY Calmar Ratio Rank: 77
Calmar Ratio Rank
CSLLY Martin Ratio Rank: 33
Martin Ratio Rank
GLDM
GLDM Risk / Return Rank: 3030
Overall Rank
GLDM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2828
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3333
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3030
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2727
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.

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.

CSLLYGLDMDifference
Sharpe ratioReturn per unit of total volatility
-1.41
1.07

-2.49

Sortino ratioReturn per unit of downside risk
-2.03
1.45

-3.49

Omega ratioGain probability vs. loss probability

0.68

1.22

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.89

1.43

-2.32

Martin ratioReturn relative to average drawdown

-1.65

3.63

-5.28

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSLLY vs. GLDM - Sharpe Ratio Comparison

The current CSLLY Sharpe Ratio is -1.41, which is lower than the GLDM Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of CSLLY and GLDM, 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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Sharpe Ratios by Period

CSLLYGLDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.41

1.07

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

0.99

-1.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.99

-0.72

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 -21.63%. Use the drawdown chart below to compare losses from any high point for CSLLY and GLDM.

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Drawdown Indicators

CSLLYGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-69.57%

-21.63%

-47.94%

Max Drawdown (1Y)

Largest decline over 1 year

-61.86%

-20.00%

-41.86%

Max Drawdown (3Y)

Largest decline over 3 years

-67.37%

-20.00%

-47.37%

Max Drawdown (5Y)

Largest decline over 5 years

-69.57%

-20.92%

-48.65%

Max Drawdown (10Y)

Largest decline over 10 years

-69.57%

—

—

Current Drawdown

Current decline from peak

-68.14%

-20.00%

-48.14%

Average Drawdown

Average peak-to-trough decline

-11.44%

-6.23%

-5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.38%

7.86%

+25.52%

Volatility

CSLLY vs. GLDM - Volatility Comparison

CSL Ltd (CSLLY) has a higher volatility of 19.48% compared to SPDR Gold MiniShares Trust (GLDM) at 5.65%. 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

CSLLYGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.48%

5.65%

+13.83%

Volatility (6M)

Calculated over the trailing 6-month period

27.96%

23.31%

+4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

39.06%

26.65%

+12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.51%

17.97%

+9.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.57%

16.90%

+12.67%

Dividends

CSLLY vs. GLDM - Dividend Comparison

CSLLY's dividend yield for the trailing twelve months is around 6.16%, while GLDM has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CSLLY
CSL Ltd		6.16%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 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSLLY has higher volatility (19.48%) compared to GLDM (5.65%). In terms of maximum drawdown, CSLLY dropped -69.57% vs GLDM's -21.63%.

GLDM currently has the higher Sharpe Ratio (1.07 vs -1.41), 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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