GLD vs. PHYS

The year-to-date returns for both stocks are quite close, with GLD having a 27.23% return and PHYS slightly lower at 26.37%. Both investments have delivered pretty close results over the past 10 years, with GLD having a 10.35% annualized return and PHYS not far behind at 9.87%.

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This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Trust (GLD) and Sprott Physical Gold Trust (PHYS). 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 2.57, which is comparable to the PHYS Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of GLD and PHYS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither GLD nor PHYS has paid dividends to shareholders.

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for GLD and PHYS. For additional features, visit the drawdowns tool.

SPDR Gold Trust (GLD) and Sprott Physical Gold Trust (PHYS) have volatilities of 8.17% and 8.19%, 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.