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GLD vs. SPEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. SPEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and SPDR Portfolio Emerging Markets ETF (SPEM). 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 lower than SPEM's 11.32% return. Over the past 10 years, GLD has outperformed SPEM with an annualized return of 12.15%, while SPEM has yielded a comparatively lower 9.63% 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%

SPEM

1D
0.87%
1M
-0.13%
YTD
11.32%
6M
13.11%
1Y
27.73%
3Y*
17.37%
5Y*
5.60%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. SPEM - 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%
SPEM
SPDR Portfolio Emerging Markets ETF
11.32%25.63%11.40%10.51%-17.90%1.51%14.55%19.69%-13.26%34.82%

Correlation

The correlation between GLD and SPEM is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.35

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

0.31

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

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2007

0.20

The correlation between GLD and SPEM shifts across timeframes, from 0.20 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GLD vs. SPEM — 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

SPEM
SPEM Risk / Return Rank: 5252
Overall Rank
SPEM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SPEM Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPEM Omega Ratio Rank: 5353
Omega Ratio Rank
SPEM Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPEM Martin Ratio Rank: 5454
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. SPEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and SPDR Portfolio Emerging Markets ETF (SPEM). 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.


GLDSPEMDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

0.98

2.28

-1.30

Martin ratioReturn relative to average drawdown

2.81

8.16

-5.35

GLD vs. SPEM - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.87, which is lower than the SPEM Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of GLD and SPEM, 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. SPEM - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum SPEM drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for GLD and SPEM.


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Drawdown Indicators


GLDSPEMDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-64.41%

+18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-11.36%

-13.10%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-17.62%

-6.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-31.75%

+7.29%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-36.06%

+11.60%

Current Drawdown

Current decline from peak

-22.05%

-2.40%

-19.65%

Average Drawdown

Average peak-to-trough decline

-16.16%

-14.73%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

3.17%

+5.32%

Volatility

GLD vs. SPEM - Volatility Comparison

SPDR Gold Shares (GLD) has a higher volatility of 7.79% compared to SPDR Portfolio Emerging Markets ETF (SPEM) at 6.87%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than SPEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDSPEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

6.87%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

14.21%

+9.89%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

16.67%

+10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

17.26%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

18.83%

-2.75%

GLD vs. SPEM - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is higher than SPEM's 0.11% expense ratio.


Dividends

GLD vs. SPEM - Dividend Comparison

GLD has not paid dividends to shareholders, while SPEM's dividend yield for the trailing twelve months is around 2.49%.


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%
SPEM
SPDR Portfolio Emerging Markets ETF
2.49%2.77%2.78%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%

Frequently Asked Questions


GLD and SPEM have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLD has higher volatility (7.79%) compared to SPEM (6.87%). In terms of maximum drawdown, GLD dropped -45.56% vs SPEM's -64.41%.

On 10-year performance, GLD leads with 12.15% vs 9.63% for SPEM. On fees, SPEM is cheaper at 0.11% per year. On volatility, SPEM has been the lower-risk option at 6.87%. 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 9.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPEM is cheaper with a 0.11% expense ratio, compared with 0.40% for GLD.

SPEM has the higher dividend yield at 2.49%, compared with 0.00% for GLD.

GLD is categorized as Gold, while SPEM is Emerging Markets Equities. GLD tracks LBMA Gold Price PM, while SPEM tracks S&P Emerging Markets BMI. Their fees differ too: 0.40% for GLD and 0.11% for SPEM.

SPEM currently has the higher Sharpe Ratio (1.55 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 SPEM

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