GC=F vs. VT

Last updated Jun 9, 2026

GC=F (Gold Futures) is an asset, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. At a correlation of -0.05, they often move in opposite directions.

Performance

GC=F vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Futures (GC=F) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VT

• 1D: 0.52%
• 1M: -0.45%
• YTD: 9.77%
• 6M: 10.59%
• 1Y: 25.47%
• 3Y*: 19.82%
• 5Y*: 10.54%
• 10Y*: 12.61%

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

GC=F vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.91%
VT Vanguard Total World Stock ETF	9.77%	22.43%	16.49%	22.02%	-14.07%

Correlation

The correlation between GC=F and VT is -0.05, 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 (All Time) Calculated using the full available price history since Feb 1, 2022	-0.05

Return for Risk

GC=F vs. VT — Risk / Return Rank

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

VT

VT Risk / Return Rank: 65
VT Sharpe Ratio Rank: 65
VT Sortino Ratio Rank: 64
VT Omega Ratio Rank: 66
VT Calmar Ratio Rank: 59
VT Martin Ratio Rank: 69

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.

GC=F vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Futures (GC=F) and Vanguard Total World Stock ETF (VT). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GC=F	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.96	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.43	—

Drawdowns

Drawdown Indicators

	GC=F	VT	Difference
Max Drawdown Largest peak-to-trough decline	—	-50.27%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.67%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.51%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.24%	—
Current Drawdown Current decline from peak	—	-3.06%	—
Average Drawdown Average peak-to-trough decline	—	-7.02%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.19%	—

Volatility

Volatility by Period

	GC=F	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.55%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.10%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.10%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.26%	—

Frequently Asked Questions

Can I hold both GC=F and VT in my portfolio?

GC=F and VT have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.