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ENGW.L vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENGW.L vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI World Energy UCITS ETF (ENGW.L) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ENGW.L is traded in GBP, while GLD is traded in USD. To make them comparable, the GLD values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENGW.L achieves a 30.02% return, which is significantly higher than GLD's -1.99% return. Over the past 10 years, ENGW.L has underperformed GLD with an annualized return of 6.24%, while GLD has yielded a comparatively higher 12.82% annualized return.


ENGW.L

1D
0.00%
1M
1.62%
YTD
30.02%
6M
29.20%
1Y
43.59%
3Y*
15.45%
5Y*
12.00%
10Y*
6.24%

GLD

1D
2.92%
1M
-9.85%
YTD
-1.99%
6M
-1.87%
1Y
26.68%
3Y*
25.64%
5Y*
18.28%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENGW.L vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENGW.L
SPDR MSCI World Energy UCITS ETF
30.02%7.20%3.55%-2.06%20.76%40.49%-31.10%11.37%-15.80%5.24%
GLD
SPDR Gold Shares
-1.99%52.02%28.87%7.06%11.03%-3.24%21.15%13.37%3.87%3.05%

Correlation

The correlation between ENGW.L and GLD is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.09

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

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

-0.02

The correlation between ENGW.L and GLD shifts across timeframes, from -0.02 (10 years) to 0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ENGW.L vs. GLD — Risk / Return Rank

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

ENGW.L
ENGW.L Risk / Return Rank: 6969
Overall Rank
ENGW.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ENGW.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
ENGW.L Omega Ratio Rank: 7474
Omega Ratio Rank
ENGW.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
ENGW.L Martin Ratio Rank: 6363
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2929
Overall Rank
GLD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2828
Sortino Ratio Rank
GLD Omega Ratio Rank: 3434
Omega Ratio Rank
GLD Calmar Ratio Rank: 2626
Calmar Ratio Rank
GLD 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.

ENGW.L vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Energy UCITS ETF (ENGW.L) 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.


ENGW.LGLDDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.37

1.21

+0.16

Calmar ratioReturn relative to maximum drawdown

3.01

1.15

+1.86

Martin ratioReturn relative to average drawdown

9.59

3.46

+6.13

ENGW.L vs. GLD - Sharpe Ratio Comparison

The current ENGW.L Sharpe Ratio is 2.06, which is higher than the GLD Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of ENGW.L and GLD, 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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Drawdowns

ENGW.L vs. GLD - Drawdown Comparison

The maximum ENGW.L drawdown since its inception was -69.49%, which is greater than GLD's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for ENGW.L and GLD.


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Drawdown Indicators


ENGW.LGLDDifference

Max Drawdown

Largest peak-to-trough decline

-69.49%

-41.89%

-27.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.56%

-23.37%

+8.81%

Max Drawdown (3Y)

Largest decline over 3 years

-21.40%

-23.37%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-28.10%

-23.37%

-4.73%

Max Drawdown (10Y)

Largest decline over 10 years

-64.68%

-23.37%

-41.31%

Current Drawdown

Current decline from peak

-8.12%

-21.13%

+13.01%

Average Drawdown

Average peak-to-trough decline

-20.76%

-13.23%

-7.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

7.73%

-3.17%

Volatility

ENGW.L vs. GLD - Volatility Comparison

The current volatility for SPDR MSCI World Energy UCITS ETF (ENGW.L) is 6.62%, while SPDR Gold Shares (GLD) has a volatility of 7.13%. This indicates that ENGW.L 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


ENGW.LGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

7.13%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

18.24%

22.62%

-4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.29%

26.02%

-4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.49%

16.94%

+8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.79%

16.32%

+10.47%

ENGW.L vs. GLD - Expense Ratio Comparison

ENGW.L has a 0.30% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

ENGW.L vs. GLD - Dividend Comparison

Neither ENGW.L nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ENGW.L and GLD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENGW.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENGW.L is cheaper with a 0.30% expense ratio, compared with 0.40% for GLD.

ENGW.L is categorized as Energy Equities, while GLD is Gold. ENGW.L tracks MSCI World/Energy NR USD, while GLD tracks LBMA Gold Price PM. Their fees differ too: 0.30% for ENGW.L and 0.40% for GLD.

Portfolio Optimizer

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