GLD vs. GDXJ

In the year-to-date period, GLD achieves a 26.73% return, which is significantly lower than GDXJ's 50.48% return. Over the past 10 years, GLD has underperformed GDXJ with an annualized return of 10.39%, while GDXJ has yielded a comparatively higher 11.11% annualized return.

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GLD has a 0.40% expense ratio, which is lower than GDXJ's 0.54% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Trust (GLD) and VanEck Vectors Junior Gold Miners ETF (GDXJ). 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.

The current GLD Sharpe Ratio is 2.39, which is higher than the GDXJ Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GLD and GDXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GLD has not paid dividends to shareholders, while GDXJ's dividend yield for the trailing twelve months is around 1.73%.

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for GLD and GDXJ. For additional features, visit the drawdowns tool.