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EDGH vs. GLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDGH vs. GLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3EDGE Dynamic Hard Assets ETF (EDGH) 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, EDGH achieves a 12.49% return, which is significantly higher than GLL's -14.49% return.


EDGH

1D
-0.45%
1M
-1.84%
YTD
12.49%
6M
14.30%
1Y
31.24%
3Y*
5Y*
10Y*

GLL

1D
2.05%
1M
3.37%
YTD
-14.49%
6M
-18.72%
1Y
-48.24%
3Y*
-41.46%
5Y*
-28.82%
10Y*
-23.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGH vs. GLL - Yearly Performance Comparison


2026 (YTD)20252024
EDGH
3EDGE Dynamic Hard Assets ETF
12.49%28.98%-1.99%
GLL
ProShares UltraShort Gold
-14.49%-62.81%3.32%

Correlation

The correlation between EDGH and GLL is -0.86, 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

-0.86

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2024

-0.89

The correlation between EDGH and GLL has been stable across timeframes, ranging from -0.89 to -0.86 - a consistent structural relationship.

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Return for Risk

EDGH vs. GLL — Risk / Return Rank

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

EDGH
EDGH Risk / Return Rank: 5454
Overall Rank
EDGH Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EDGH Sortino Ratio Rank: 4343
Sortino Ratio Rank
EDGH Omega Ratio Rank: 6060
Omega Ratio Rank
EDGH Calmar Ratio Rank: 6060
Calmar Ratio Rank
EDGH Martin Ratio Rank: 5757
Martin Ratio Rank

GLL
GLL Risk / Return Rank: 22
Overall Rank
GLL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 11
Sortino Ratio Rank
GLL Omega Ratio Rank: 22
Omega Ratio Rank
GLL Calmar Ratio Rank: 33
Calmar Ratio Rank
GLL Martin Ratio Rank: 33
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.

EDGH vs. GLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic Hard Assets ETF (EDGH) 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.


EDGHGLLDifference
Sharpe ratioReturn per unit of total volatility

+2.70

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

1.36

0.83

+0.53

Calmar ratioReturn relative to maximum drawdown

2.96

-0.74

+3.70

Martin ratioReturn relative to average drawdown

9.70

-1.16

+10.86

EDGH vs. GLL - Sharpe Ratio Comparison

The current EDGH Sharpe Ratio is 1.77, which is higher than the GLL Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of EDGH 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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Sharpe Ratios by Period


EDGHGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

-0.92

+2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

-0.67

+2.20

Drawdowns

EDGH vs. GLL - Drawdown Comparison

The maximum EDGH drawdown since its inception was -10.60%, smaller than the maximum GLL drawdown of -99.24%. Use the drawdown chart below to compare losses from any high point for EDGH and GLL.


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Drawdown Indicators


EDGHGLLDifference

Max Drawdown

Largest peak-to-trough decline

-10.60%

-99.24%

+88.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-65.10%

+54.50%

Max Drawdown (3Y)

Largest decline over 3 years

-87.95%

Max Drawdown (5Y)

Largest decline over 5 years

-89.76%

Max Drawdown (10Y)

Largest decline over 10 years

-95.76%

Current Drawdown

Current decline from peak

-4.80%

-98.94%

+94.14%

Average Drawdown

Average peak-to-trough decline

-2.04%

-85.13%

+83.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

41.74%

-38.51%

Volatility

EDGH vs. GLL - Volatility Comparison

The current volatility for 3EDGE Dynamic Hard Assets ETF (EDGH) is 3.01%, while ProShares UltraShort Gold (GLL) has a volatility of 11.07%. This indicates that EDGH 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


EDGHGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

11.07%

-8.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

44.43%

-29.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

52.38%

-34.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

35.90%

-20.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

32.12%

-16.52%

EDGH vs. GLL - Expense Ratio Comparison

EDGH has a 1.01% expense ratio, which is higher than GLL's 0.95% expense ratio.


Dividends

EDGH vs. GLL - Dividend Comparison

EDGH's dividend yield for the trailing twelve months is around 1.05%, while GLL has not paid dividends to shareholders.


PositionTTM20252024
EDGH
3EDGE Dynamic Hard Assets ETF
1.05%1.18%3.19%
GLL
ProShares UltraShort Gold
0.00%0.00%0.00%

Frequently Asked Questions


EDGH and GLL have a correlation of -0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLL has higher volatility (11.07%) compared to EDGH (3.01%). In terms of maximum drawdown, EDGH dropped -10.60% vs GLL's -99.24%.

On 1-year performance, EDGH leads with 31.24% vs -48.24% for GLL. On fees, GLL is cheaper at 0.95% per year. On volatility, EDGH has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EDGH has performed better with a 31.24% return vs -48.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLL is cheaper with a 0.95% expense ratio, compared with 1.01% for EDGH.

EDGH has the higher dividend yield at 1.05%, compared with 0.00% for GLL.

EDGH is categorized as Commodities, while GLL is Leveraged Commodities. They also come from different issuers: 3EDGE Asset Management and ProShares. Their fees differ too: 1.01% for EDGH and 0.95% for GLL.

EDGH currently has the higher Sharpe Ratio (1.77 vs -0.92), 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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