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GLD vs. GLDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. GLDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLD achieves a -7.67% return, which is significantly lower than GLDI's -7.25% return. Over the past 10 years, GLD has outperformed GLDI with an annualized return of 11.25%, while GLDI has yielded a comparatively lower 7.51% annualized return.


GLD

1D
-3.02%
1M
-11.58%
YTD
-7.67%
6M
-11.17%
1Y
19.51%
3Y*
27.10%
5Y*
17.04%
10Y*
11.25%

GLDI

1D
-2.92%
1M
-9.91%
YTD
-7.25%
6M
-8.23%
1Y
9.97%
3Y*
16.32%
5Y*
10.24%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. GLDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-7.67%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
-7.25%34.25%17.76%8.93%-1.11%-3.42%23.50%14.40%-0.54%8.94%

Correlation

The correlation between GLD and GLDI is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.84

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

0.87

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2013

0.85

The correlation between GLD and GLDI has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

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Return for Risk

GLD vs. GLDI — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2121
Overall Rank
GLD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2020
Sortino Ratio Rank
GLD Omega Ratio Rank: 2323
Omega Ratio Rank
GLD Calmar Ratio Rank: 1818
Calmar Ratio Rank
GLD Martin Ratio Rank: 1919
Martin Ratio Rank

GLDI
GLDI Risk / Return Rank: 1919
Overall Rank
GLDI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 1717
Sortino Ratio Rank
GLDI Omega Ratio Rank: 2121
Omega Ratio Rank
GLDI Calmar Ratio Rank: 1717
Calmar Ratio Rank
GLDI 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.

GLD vs. GLDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI). 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.


GLDGLDIDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.02

Calmar ratioReturn relative to maximum drawdown

0.75

0.63

+0.11

Martin ratioReturn relative to average drawdown

2.12

2.27

-0.15

GLD vs. GLDI - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.71, which is comparable to the GLDI Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of GLD and GLDI, 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

GLD vs. GLDI - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, which is greater than GLDI's maximum drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for GLD and GLDI.


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Drawdown Indicators


GLDGLDIDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-32.26%

-13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-26.21%

-15.81%

-10.40%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-15.81%

-10.40%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-15.81%

-10.40%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

-15.81%

-10.40%

Current Drawdown

Current decline from peak

-26.21%

-15.81%

-10.40%

Average Drawdown

Average peak-to-trough decline

-16.17%

-13.99%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.24%

4.40%

+4.84%

Volatility

GLD vs. GLDI - Volatility Comparison

SPDR Gold Shares (GLD) has a higher volatility of 8.58% compared to UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) at 7.64%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than GLDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDGLDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

7.64%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

24.57%

14.87%

+9.70%

Volatility (1Y)

Calculated over the trailing 1-year period

27.75%

16.26%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

11.65%

+6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

11.55%

+4.52%

GLD vs. GLDI - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than GLDI's 0.65% expense ratio.


Dividends

GLD vs. GLDI - Dividend Comparison

GLD has not paid dividends to shareholders, while GLDI's dividend yield for the trailing twelve months is around 27.47%.


PositionTTM20252024202320222021202020192018201720162015
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%
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
27.47%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%

Frequently Asked Questions


GLD and GLDI 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.

GLD has higher volatility (8.58%) compared to GLDI (7.64%). In terms of maximum drawdown, GLD dropped -45.56% vs GLDI's -32.26%.

On 10-year performance, GLD leads with 11.25% vs 7.51% for GLDI. On fees, GLD is cheaper at 0.40% per year. On volatility, GLDI has been the lower-risk option at 7.64%. 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 11.25% return vs 7.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLD is cheaper with a 0.40% expense ratio, compared with 0.65% for GLDI.

GLDI has the higher dividend yield at 27.47%, compared with 0.00% for GLD.

GLD tracks LBMA Gold Price PM, while GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index. They also come from different issuers: State Street and UBS. Their fees differ too: 0.40% for GLD and 0.65% for GLDI.

GLD currently has the higher Sharpe Ratio (0.71 vs 0.62), 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

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