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

Correlation

The correlation between GLD and SLV is 0.80, 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.


-0.50.00.51.00.8

Performance

GLD vs. SLV - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.99%
3.48%
GLD
SLV

Key characteristics

Sharpe Ratio

GLD:

2.27

SLV:

1.09

Sortino Ratio

GLD:

2.95

SLV:

1.65

Omega Ratio

GLD:

1.39

SLV:

1.20

Calmar Ratio

GLD:

4.20

SLV:

0.59

Martin Ratio

GLD:

11.37

SLV:

4.24

Ulcer Index

GLD:

3.00%

SLV:

7.95%

Daily Std Dev

GLD:

15.04%

SLV:

30.82%

Max Drawdown

GLD:

-45.56%

SLV:

-76.28%

Current Drawdown

GLD:

-3.20%

SLV:

-41.58%

Returns By Period

In the year-to-date period, GLD achieves a 2.95% return, which is significantly lower than SLV's 4.86% return. Over the past 10 years, GLD has outperformed SLV with an annualized return of 7.24%, while SLV has yielded a comparatively lower 4.67% annualized return.


GLD

YTD

2.95%

1M

2.96%

6M

12.39%

1Y

32.64%

5Y*

11.22%

10Y*

7.24%

SLV

YTD

4.86%

1M

2.56%

6M

3.68%

1Y

33.58%

5Y*

10.68%

10Y*

4.67%

*Annualized

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. SLV - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than SLV's 0.50% expense ratio.


SLV
iShares Silver Trust
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
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%

Risk-Adjusted Performance

GLD vs. SLV — Risk-Adjusted Performance Rank

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

GLD
The Risk-Adjusted Performance Rank of GLD is 8383
Overall Rank
The Sharpe Ratio Rank of GLD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 8080
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 8080
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 7777
Martin Ratio Rank

SLV
The Risk-Adjusted Performance Rank of SLV is 3939
Overall Rank
The Sharpe Ratio Rank of SLV is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLD vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Trust (GLD) and iShares Silver Trust (SLV). 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 2.27, compared to the broader market0.002.004.002.271.09
The chart of Sortino ratio for GLD, currently valued at 2.95, compared to the broader market0.005.0010.002.951.65
The chart of Omega ratio for GLD, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.20
The chart of Calmar ratio for GLD, currently valued at 4.20, compared to the broader market0.005.0010.0015.0020.004.200.59
The chart of Martin ratio for GLD, currently valued at 11.37, compared to the broader market0.0020.0040.0060.0080.00100.0011.374.24
GLD
SLV

The current GLD Sharpe Ratio is 2.27, which is higher than the SLV Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GLD and SLV, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.27
1.09
GLD
SLV

Dividends

GLD vs. SLV - Dividend Comparison

Neither GLD nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLD vs. SLV - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for GLD and SLV. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.20%
-41.58%
GLD
SLV

Volatility

GLD vs. SLV - Volatility Comparison

The current volatility for SPDR Gold Trust (GLD) is 3.71%, while iShares Silver Trust (SLV) has a volatility of 6.75%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.71%
6.75%
GLD
SLV
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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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