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GLD vs. NUGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. NUGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and Direxion Daily Gold Miners Bull 2X Shares (NUGT). 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 NUGT's -27.03% return. Over the past 10 years, GLD has outperformed NUGT with an annualized return of 12.15%, while NUGT has yielded a comparatively lower -9.77% annualized return.


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%

NUGT

1D
5.72%
1M
-30.06%
YTD
-27.03%
6M
-26.67%
1Y
63.65%
3Y*
55.24%
5Y*
13.62%
10Y*
-9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. NUGT - 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%
NUGT
Direxion Daily Gold Miners Bull 2X Shares
-27.03%425.05%2.89%2.60%-32.10%-26.31%-60.16%100.73%-44.52%3.73%

Correlation

The correlation between GLD and NUGT is 0.80, 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

0.80

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

0.80

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

0.80

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

0.78

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2010

0.76

The correlation between GLD and NUGT has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

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Return for Risk

GLD vs. NUGT — 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

NUGT
NUGT Risk / Return Rank: 2727
Overall Rank
NUGT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NUGT Sortino Ratio Rank: 2929
Sortino Ratio Rank
NUGT Omega Ratio Rank: 3333
Omega Ratio Rank
NUGT Calmar Ratio Rank: 2626
Calmar Ratio Rank
NUGT Martin Ratio Rank: 2424
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. NUGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and Direxion Daily Gold Miners Bull 2X Shares (NUGT). 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.


GLDNUGTDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.18

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

0.98

1.10

-0.12

Martin ratioReturn relative to average drawdown

2.81

2.75

+0.06

GLD vs. NUGT - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.87, which is comparable to the NUGT Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GLD and NUGT, 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. NUGT - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum NUGT drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for GLD and NUGT.


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Drawdown Indicators


GLDNUGTDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-99.97%

+54.41%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-63.43%

+38.97%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-63.43%

+38.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-73.72%

+49.26%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-96.91%

+72.45%

Current Drawdown

Current decline from peak

-22.05%

-99.83%

+77.78%

Average Drawdown

Average peak-to-trough decline

-16.16%

-91.52%

+75.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

25.30%

-16.81%

Volatility

GLD vs. NUGT - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 7.79%, while Direxion Daily Gold Miners Bull 2X Shares (NUGT) has a volatility of 34.50%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than NUGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDNUGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

34.50%

-26.71%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

78.60%

-54.50%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

92.79%

-65.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

72.64%

-54.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

88.12%

-72.04%

GLD vs. NUGT - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than NUGT's 1.23% expense ratio.


Dividends

GLD vs. NUGT - Dividend Comparison

GLD has not paid dividends to shareholders, while NUGT's dividend yield for the trailing twelve months is around 0.41%.


PositionTTM20252024202320222021202020192018
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NUGT
Direxion Daily Gold Miners Bull 2X Shares
0.41%0.22%1.79%1.67%0.70%0.00%0.00%0.63%0.57%

Frequently Asked Questions


GLD and NUGT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUGT has higher volatility (34.50%) compared to GLD (7.79%). In terms of maximum drawdown, GLD dropped -45.56% vs NUGT's -99.97%.

On 10-year performance, GLD leads with 12.15% vs -9.77% for NUGT. 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, GLD has performed better with a 12.15% return vs -9.77%. 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 1.23% for NUGT.

NUGT has the higher dividend yield at 0.41%, compared with 0.00% for GLD.

GLD is categorized as Gold, while NUGT is Leveraged Equities. GLD tracks LBMA Gold Price PM, while NUGT tracks NYSE Arca Gold Miners Index (300%). They also come from different issuers: State Street and Direxion. Their fees differ too: 0.40% for GLD and 1.23% for NUGT.

GLD currently has the higher Sharpe Ratio (0.87 vs 0.75), 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 NUGT

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