GLD vs. TLT

In the year-to-date period, GLD achieves a 23.09% return, which is significantly higher than TLT's -0.08% return. Over the past 10 years, GLD has outperformed TLT with an annualized return of 9.93%, while TLT has yielded a comparatively lower -0.78% annualized return.

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GLD has a 0.40% expense ratio, which is higher than TLT's 0.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Trust (GLD) and iShares 20+ Year Treasury Bond ETF (TLT). 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 1.88, which is higher than the TLT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of GLD and TLT, 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 TLT's dividend yield for the trailing twelve months is around 4.40%.

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for GLD and TLT. For additional features, visit the drawdowns tool.

SPDR Gold Trust (GLD) has a higher volatility of 8.55% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.75%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.