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GLD vs. TQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLD vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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GLD vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
10.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
TQQQ
ProShares UltraPro QQQ
-17.87%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Returns By Period

In the year-to-date period, GLD achieves a 10.47% return, which is significantly higher than TQQQ's -17.87% return. Over the past 10 years, GLD has underperformed TQQQ with an annualized return of 14.11%, while TQQQ has yielded a comparatively higher 35.31% annualized return.


GLD

1D
1.75%
1M
-10.65%
YTD
10.47%
6M
22.97%
1Y
52.25%
3Y*
33.69%
5Y*
22.00%
10Y*
14.11%

TQQQ

1D
3.72%
1M
-12.88%
YTD
-17.87%
6M
-17.28%
1Y
48.52%
3Y*
46.87%
5Y*
13.55%
10Y*
35.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLD vs. TQQQ - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than TQQQ's 0.95% expense ratio.


Return for Risk

GLD vs. TQQQ — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 8585
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
GLD Omega Ratio Rank: 8585
Omega Ratio Rank
GLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
GLD Martin Ratio Rank: 8484
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 4747
Overall Rank
TQQQ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5050
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5353
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 4444
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. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and ProShares UltraPro QQQ (TQQQ). 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.


GLDTQQQDifference

Sharpe ratio

Return per unit of total volatility

1.89

0.72

+1.16

Sortino ratio

Return per unit of downside risk

2.31

1.41

+0.90

Omega ratio

Gain probability vs. loss probability

1.35

1.20

+0.15

Calmar ratio

Return relative to maximum drawdown

2.70

1.41

+1.30

Martin ratio

Return relative to average drawdown

9.90

4.28

+5.61

GLD vs. TQQQ - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 1.89, which is higher than the TQQQ Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GLD and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLDTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.72

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.20

+1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.54

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.65

-0.02

Correlation

The correlation between GLD and TQQQ is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLD vs. TQQQ - Dividend Comparison

GLD has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.73%.


TTM20252024202320222021202020192018201720162015
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%
TQQQ
ProShares UltraPro QQQ
0.73%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Drawdowns

GLD vs. TQQQ - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for GLD and TQQQ.


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Drawdown Indicators


GLDTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-81.66%

+36.10%

Max Drawdown (1Y)

Largest decline over 1 year

-19.21%

-36.97%

+17.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

-81.66%

+60.63%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

-81.66%

+59.66%

Current Drawdown

Current decline from peak

-11.71%

-28.08%

+16.37%

Average Drawdown

Average peak-to-trough decline

-16.17%

-18.66%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

12.13%

-6.88%

Volatility

GLD vs. TQQQ - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 10.48%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 19.74%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.48%

19.74%

-9.26%

Volatility (6M)

Calculated over the trailing 6-month period

24.34%

38.50%

-14.16%

Volatility (1Y)

Calculated over the trailing 1-year period

27.81%

67.35%

-39.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

66.53%

-48.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

65.83%

-49.95%