GLD vs. SPY

In the year-to-date period, GLD achieves a 25.38% return, which is significantly higher than SPY's 1.46% return. Over the past 10 years, GLD has underperformed SPY with an annualized return of 10.14%, while SPY has yielded a comparatively higher 12.71% annualized return.

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GLD has a 0.40% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Trust (GLD) and SPDR S&P 500 ETF (SPY). 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 1.98, which is higher than the SPY Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of GLD and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GLD has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GLD and SPY. For additional features, visit the drawdowns tool.

SPDR Gold Trust (GLD) has a higher volatility of 8.16% compared to SPDR S&P 500 ETF (SPY) at 4.66%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.