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GLD vs. SH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. SH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and ProShares Short S&P500 (SH). 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 -7.04% return, which is significantly lower than SH's -6.34% return. Over the past 10 years, GLD has outperformed SH with an annualized return of 11.22%, while SH has yielded a comparatively lower -12.42% annualized return.


GLD

1D
0.95%
1M
-5.20%
6M
-12.55%
YTD
-7.04%
1Y
19.77%
3Y*
26.12%
5Y*
16.81%
10Y*
11.22%

SH

1D
1.06%
1M
-0.04%
6M
-5.31%
YTD
-6.34%
1Y
-11.74%
3Y*
-10.93%
5Y*
-8.28%
10Y*
-12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. SH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-7.04%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
SH
ProShares Short S&P500
-6.34%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%4.93%-17.36%

Correlation

The correlation between GLD and SH is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.30

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

-0.17

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

-0.13

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2006

-0.06

Over the past year, the inverse relationship between GLD and SH has strengthened: their correlation has moved from -0.06 to -0.30, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

GLD vs. SH — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2323
Overall Rank
GLD Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2323
Sortino Ratio Rank
GLD Omega Ratio Rank: 2626
Omega Ratio Rank
GLD Calmar Ratio Rank: 2121
Calmar Ratio Rank
GLD Martin Ratio Rank: 2020
Martin Ratio Rank

SH
SH Risk / Return Rank: 22
Overall Rank
SH Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SH Sortino Ratio Rank: 22
Sortino Ratio Rank
SH Omega Ratio Rank: 33
Omega Ratio Rank
SH Calmar Ratio Rank: 33
Calmar Ratio Rank
SH Martin Ratio Rank: 22
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. SH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and ProShares Short S&P500 (SH). 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.


GLDSHDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.37

Omega ratioGain probability vs. loss probability

1.15

0.85

+0.30

Calmar ratioReturn relative to maximum drawdown

0.75

-0.73

+1.49

Martin ratioReturn relative to average drawdown

1.78

-1.37

+3.14

GLD vs. SH - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.71, which is higher than the SH Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of GLD and SH, 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. SH - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum SH drawdown of -94.66%. Use the drawdown chart below to compare losses from any high point for GLD and SH.


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Drawdown Indicators


GLDSHDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-94.66%

+49.10%

Max Drawdown (1Y)

Largest decline over 1 year

-26.40%

-16.06%

-10.34%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

-38.82%

+12.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.40%

-44.53%

+18.13%

Max Drawdown (10Y)

Largest decline over 10 years

-26.40%

-74.80%

+48.40%

Current Drawdown

Current decline from peak

-25.71%

-94.53%

+68.82%

Average Drawdown

Average peak-to-trough decline

-16.19%

-67.87%

+51.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.16%

8.61%

+2.55%

Volatility

GLD vs. SH - Volatility Comparison

SPDR Gold Shares (GLD) has a higher volatility of 6.70% compared to ProShares Short S&P500 (SH) at 3.48%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

3.48%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

24.20%

10.00%

+14.20%

Volatility (1Y)

Calculated over the trailing 1-year period

28.01%

12.55%

+15.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

16.96%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

18.00%

-1.89%

GLD vs. SH - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than SH's 0.89% expense ratio.


Dividends

GLD vs. SH - Dividend Comparison

GLD has not paid dividends to shareholders, while SH's dividend yield for the trailing twelve months is around 4.17%.


PositionTTM202520242023202220212020201920182017
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SH
ProShares Short S&P500
4.17%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%

Frequently Asked Questions


GLD and SH have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLD has higher volatility (6.70%) compared to SH (3.48%). In terms of maximum drawdown, GLD dropped -45.56% vs SH's -94.66%.

On 10-year performance, GLD leads with 11.22% vs -12.42% for SH. On fees, GLD is cheaper at 0.40% per year. On volatility, SH has been the lower-risk option at 3.48%. 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 11.22% return vs -12.42%. 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 0.89% for SH.

SH has the higher dividend yield at 4.17%, compared with 0.00% for GLD.

GLD is categorized as Gold, while SH is Inverse Equities. GLD tracks LBMA Gold Price PM, while SH tracks S&P 500 Index (-100% daily). They also come from different issuers: State Street and ProShares. Their fees differ too: 0.40% for GLD and 0.89% for SH.

GLD currently has the higher Sharpe Ratio (0.71 vs -0.94), 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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