DSI vs. GLD
DSI (iShares MSCI KLD 400 Social ETF) and GLD (SPDR Gold Shares) are both exchange-traded funds - DSI is a Large Cap Growth Equities fund tracking the MSCI KLD 400 Social Index, while GLD is a Gold fund tracking the LBMA Gold Price PM. Both are passively managed. Over the past 10 years, DSI returned 15.50%/yr vs 11.59%/yr for GLD. At a 0.05 correlation, their price movements are largely independent. DSI charges 0.25%/yr vs 0.40%/yr for GLD.
Performance
DSI vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, DSI achieves a 8.47% return, which is significantly higher than GLD's -4.79% return. Over the past 10 years, DSI has outperformed GLD with an annualized return of 15.50%, while GLD has yielded a comparatively lower 11.59% annualized return.
DSI
- 1D
- -1.53%
- 1M
- -1.32%
- YTD
- 8.47%
- 6M
- 7.30%
- 1Y
- 24.79%
- 3Y*
- 20.37%
- 5Y*
- 12.35%
- 10Y*
- 15.50%
GLD
- 1D
- -1.89%
- 1M
- -8.82%
- YTD
- -4.79%
- 6M
- -8.78%
- 1Y
- 21.29%
- 3Y*
- 28.41%
- 5Y*
- 17.84%
- 10Y*
- 11.59%
DSI vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 8.47% | 18.03% | 22.38% | 28.51% | -21.71% | 31.32% | 20.94% | 31.15% | -3.90% | 20.89% |
GLD SPDR Gold Shares | -4.79% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Correlation
The correlation between DSI and GLD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.05 |
Over the past year, DSI and GLD have become more correlated (0.26) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
DSI vs. GLD — Risk / Return Rank
DSI
GLD
DSI vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) 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.
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.
| DSI | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.17 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 0.87 | +1.38 |
| Martin ratioReturn relative to average drawdown | 9.27 | 2.35 | +6.92 |
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Drawdowns
DSI vs. GLD - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for DSI and GLD.
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Drawdown Indicators
| DSI | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.23% | -45.56% | -8.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -24.46% | +13.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -24.46% | +3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -24.46% | -3.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.10% | -24.46% | -9.64% |
Current DrawdownCurrent decline from peak | -3.50% | -23.91% | +20.41% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -16.17% | +8.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 9.10% | -6.42% |
Volatility
DSI vs. GLD - Volatility Comparison
The current volatility for iShares MSCI KLD 400 Social ETF (DSI) is 5.59%, while SPDR Gold Shares (GLD) has a volatility of 8.18%. This indicates that DSI experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSI | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 8.18% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | 24.38% | -13.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 27.57% | -13.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 18.24% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 16.04% | +2.69% |
DSI vs. GLD - Expense Ratio Comparison
DSI has a 0.25% expense ratio, which is lower than GLD's 0.40% expense ratio.
Dividends
DSI vs. GLD - Dividend Comparison
DSI's dividend yield for the trailing twelve months is around 0.89%, while GLD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 0.89% | 0.92% | 1.03% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.51% | 1.46% |
GLD SPDR Gold Shares | 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
DSI and GLD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLD has higher volatility (8.18%) compared to DSI (5.59%). In terms of maximum drawdown, DSI dropped -54.23% vs GLD's -45.56%.
On 10-year performance, DSI leads with 15.50% vs 11.59% for GLD. On fees, DSI is cheaper at 0.25% per year. On volatility, DSI has been the lower-risk option at 5.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DSI has performed better with a 15.50% return vs 11.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DSI is cheaper with a 0.25% expense ratio, compared with 0.40% for GLD.
DSI has the higher dividend yield at 0.89%, compared with 0.00% for GLD.
DSI is categorized as Large Cap Growth Equities, while GLD is Gold. DSI tracks MSCI KLD 400 Social Index, while GLD tracks LBMA Gold Price PM. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for DSI and 0.40% for GLD.
DSI currently has the higher Sharpe Ratio (1.81 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.
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