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GLD vs. GLDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLD and GLDM is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

GLD vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Trust (GLD) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
103.00%
106.47%
GLD
GLDM

Key characteristics

Sharpe Ratio

GLD:

1.91

GLDM:

1.96

Sortino Ratio

GLD:

2.53

GLDM:

2.58

Omega Ratio

GLD:

1.33

GLDM:

1.34

Calmar Ratio

GLD:

3.54

GLDM:

3.60

Martin Ratio

GLD:

10.08

GLDM:

10.29

Ulcer Index

GLD:

2.85%

GLDM:

2.83%

Daily Std Dev

GLD:

15.01%

GLDM:

14.88%

Max Drawdown

GLD:

-45.56%

GLDM:

-21.63%

Current Drawdown

GLD:

-5.98%

GLDM:

-5.88%

Returns By Period

The year-to-date returns for both investments are quite close, with GLD having a 26.64% return and GLDM slightly higher at 27.06%.


GLD

YTD

26.64%

1M

-1.03%

6M

12.72%

1Y

27.80%

5Y*

11.67%

10Y*

7.96%

GLDM

YTD

27.06%

1M

-0.97%

6M

12.95%

1Y

28.19%

5Y*

12.04%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GLD vs. GLDM - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is higher than GLDM's 0.18% expense ratio.


GLD
SPDR Gold Trust
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for GLDM: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

GLD vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Trust (GLD) and SPDR Gold MiniShares Trust (GLDM). 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.


Sharpe ratio
The chart of Sharpe ratio for GLD, currently valued at 1.91, compared to the broader market0.002.004.001.911.96
The chart of Sortino ratio for GLD, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.002.532.58
The chart of Omega ratio for GLD, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.34
The chart of Calmar ratio for GLD, currently valued at 3.54, compared to the broader market0.005.0010.0015.003.543.60
The chart of Martin ratio for GLD, currently valued at 10.08, compared to the broader market0.0020.0040.0060.0080.00100.0010.0810.29
GLD
GLDM

The current GLD Sharpe Ratio is 1.91, which is comparable to the GLDM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of GLD and GLDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.91
1.96
GLD
GLDM

Dividends

GLD vs. GLDM - Dividend Comparison

Neither GLD nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLD vs. GLDM - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for GLD and GLDM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.98%
-5.88%
GLD
GLDM

Volatility

GLD vs. GLDM - Volatility Comparison

SPDR Gold Trust (GLD) and SPDR Gold MiniShares Trust (GLDM) have volatilities of 5.21% and 5.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
5.16%
GLD
GLDM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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