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FXC vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXC vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Canadian Dollar Trust (FXC) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXC achieves a -3.29% return, which is significantly higher than GLD's -4.79% return. Over the past 10 years, FXC has underperformed GLD with an annualized return of -0.37%, while GLD has yielded a comparatively higher 11.59% annualized return.


FXC

1D
-0.39%
1M
-2.71%
YTD
-3.29%
6M
-3.54%
1Y
-3.10%
3Y*
-1.21%
5Y*
-1.89%
10Y*
-0.37%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXC vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXC
Invesco CurrencyShares® Canadian Dollar Trust
-3.29%5.24%-5.96%4.35%-6.44%0.22%1.92%5.94%-7.54%6.72%
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 FXC and GLD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.38

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

0.36

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2006

0.32

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Return for Risk

FXC vs. GLD — Risk / Return Rank

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

FXC
FXC Risk / Return Rank: 33
Overall Rank
FXC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 33
Sortino Ratio Rank
FXC Omega Ratio Rank: 33
Omega Ratio Rank
FXC Calmar Ratio Rank: 44
Calmar Ratio Rank
FXC Martin Ratio Rank: 11
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2222
Overall Rank
GLD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2121
Sortino Ratio Rank
GLD Omega Ratio Rank: 2424
Omega Ratio Rank
GLD Calmar Ratio Rank: 2020
Calmar Ratio Rank
GLD Martin Ratio Rank: 2020
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.

FXC vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Canadian Dollar Trust (FXC) 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.


FXCGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

0.89

1.17

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.62

0.87

-1.50

Martin ratioReturn relative to average drawdown

-1.44

2.35

-3.79

FXC vs. GLD - Sharpe Ratio Comparison

The current FXC Sharpe Ratio is -0.69, which is lower than the GLD Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of FXC 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

FXC vs. GLD - Drawdown Comparison

The maximum FXC drawdown since its inception was -35.39%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for FXC and GLD.


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Drawdown Indicators


FXCGLDDifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-45.56%

+10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.99%

-24.46%

+19.47%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-24.46%

+17.12%

Max Drawdown (5Y)

Largest decline over 5 years

-11.93%

-24.46%

+12.53%

Max Drawdown (10Y)

Largest decline over 10 years

-15.46%

-24.46%

+9.00%

Current Drawdown

Current decline from peak

-30.39%

-23.91%

-6.48%

Average Drawdown

Average peak-to-trough decline

-19.94%

-16.17%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

9.10%

-6.94%

Volatility

FXC vs. GLD - Volatility Comparison

The current volatility for Invesco CurrencyShares® Canadian Dollar Trust (FXC) is 1.10%, while SPDR Gold Shares (GLD) has a volatility of 8.18%. This indicates that FXC 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


FXCGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

8.18%

-7.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

24.38%

-21.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.50%

27.57%

-23.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

18.24%

-11.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.62%

16.04%

-9.42%

FXC vs. GLD - Expense Ratio Comparison

Both FXC and GLD have an expense ratio of 0.40%.


Dividends

FXC vs. GLD - Dividend Comparison

FXC's dividend yield for the trailing twelve months is around 0.27%, while GLD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.27%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%
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


FXC and GLD have a correlation of 0.37, 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 FXC (1.10%). In terms of maximum drawdown, FXC dropped -35.39% vs GLD's -45.56%.

On 10-year performance, GLD leads with 11.59% vs -0.37% for FXC. Both ETFs have the same 0.40% expense ratio. On volatility, FXC has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GLD has performed better with a 11.59% return vs -0.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXC and GLD have the same expense ratio: 0.40% per year.

FXC has the higher dividend yield at 0.27%, compared with 0.00% for GLD.

FXC is categorized as Currency, while GLD is Gold. FXC tracks Canadian Dollar, while GLD tracks LBMA Gold Price PM. They also come from different issuers: Invesco and State Street.

GLD currently has the higher Sharpe Ratio (0.78 vs -0.69), 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.

Portfolio Optimizer

Find the right allocation for FXC and GLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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