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GLD vs. GOEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. GOEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and Global X Gold Explorers ETF (GOEX). 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 -2.47% return, which is significantly higher than GOEX's -10.45% return. Both investments have delivered pretty close results over the past 10 years, with GLD having a 12.15% annualized return and GOEX not far ahead at 12.61%.


GLD

1D
0.06%
1M
-9.52%
YTD
-2.47%
6M
-2.25%
1Y
22.21%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%

GOEX

1D
3.21%
1M
-17.89%
YTD
-10.45%
6M
-9.61%
1Y
52.15%
3Y*
44.52%
5Y*
17.19%
10Y*
12.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. GOEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-2.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
GOEX
Global X Gold Explorers ETF
-10.45%179.50%19.38%1.99%-14.63%-14.45%34.98%36.73%-14.84%12.61%

Correlation

The correlation between GLD and GOEX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.79

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

0.78

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

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2010

0.74

The correlation between GLD and GOEX has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

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Return for Risk

GLD vs. GOEX — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
Martin Ratio Rank

GOEX
GOEX Risk / Return Rank: 3232
Overall Rank
GOEX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GOEX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GOEX Omega Ratio Rank: 3535
Omega Ratio Rank
GOEX Calmar Ratio Rank: 3131
Calmar Ratio Rank
GOEX Martin Ratio Rank: 3030
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. GOEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and Global X Gold Explorers ETF (GOEX). 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.


GLDGOEXDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.02

Calmar ratioReturn relative to maximum drawdown

0.98

1.37

-0.39

Martin ratioReturn relative to average drawdown

2.81

3.79

-0.98

GLD vs. GOEX - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.87, which is comparable to the GOEX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of GLD and GOEX, 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. GOEX - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum GOEX drawdown of -88.83%. Use the drawdown chart below to compare losses from any high point for GLD and GOEX.


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Drawdown Indicators


GLDGOEXDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-88.83%

+43.27%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-39.64%

+15.18%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-39.64%

+15.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-47.16%

+22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-53.66%

+29.20%

Current Drawdown

Current decline from peak

-22.05%

-33.91%

+11.86%

Average Drawdown

Average peak-to-trough decline

-16.16%

-63.52%

+47.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

14.30%

-5.81%

Volatility

GLD vs. GOEX - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 7.79%, while Global X Gold Explorers ETF (GOEX) has a volatility of 17.04%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than GOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDGOEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

17.04%

-9.25%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

41.66%

-17.56%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

50.58%

-23.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

39.35%

-21.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

40.12%

-24.04%

GLD vs. GOEX - Expense Ratio Comparison

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


Dividends

GLD vs. GOEX - Dividend Comparison

GLD has not paid dividends to shareholders, while GOEX's dividend yield for the trailing twelve months is around 2.32%.


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%
GOEX
Global X Gold Explorers ETF
2.32%2.08%2.46%0.05%1.04%2.35%2.62%1.60%0.00%0.00%38.91%11.70%

Frequently Asked Questions


GLD and GOEX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOEX has higher volatility (17.04%) compared to GLD (7.79%). In terms of maximum drawdown, GLD dropped -45.56% vs GOEX's -88.83%.

On 10-year performance, GOEX leads with 12.61% vs 12.15% for GLD. On fees, GLD is cheaper at 0.40% per year. On volatility, GLD has been the lower-risk option at 7.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GOEX has performed better with a 12.61% return vs 12.15%. 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 GOEX.

GOEX has the higher dividend yield at 2.32%, compared with 0.00% for GLD.

GLD tracks LBMA Gold Price PM, while GOEX tracks Solactive Global Gold Explorers & Developers Total Return. They also come from different issuers: State Street and Global X. Their fees differ too: 0.40% for GLD and 0.65% for GOEX.

GOEX currently has the higher Sharpe Ratio (1.07 vs 0.87), 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 GLD and GOEX

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