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GLD vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and United States Commodity Index Fund (USCI). 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 -4.87% return, which is significantly lower than USCI's 23.68% return. Over the past 10 years, GLD has outperformed USCI with an annualized return of 11.48%, while USCI has yielded a comparatively lower 8.41% annualized return.


GLD

1D
-0.31%
1M
-2.41%
6M
-9.04%
YTD
-4.87%
1Y
21.95%
3Y*
28.08%
5Y*
17.38%
10Y*
11.48%

USCI

1D
-0.50%
1M
-0.05%
6M
22.70%
YTD
23.68%
1Y
28.10%
3Y*
20.39%
5Y*
19.25%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-4.87%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
USCI
United States Commodity Index Fund
23.68%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Correlation

The correlation between GLD and USCI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.28

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

0.31

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

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2010

0.33

The correlation between GLD and USCI shifts across timeframes, from 0.19 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GLD vs. USCI — 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: 2828
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2626
Sortino Ratio Rank
GLD Omega Ratio Rank: 3131
Omega Ratio Rank
GLD Calmar Ratio Rank: 2323
Calmar Ratio Rank
GLD Martin Ratio Rank: 2222
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 6565
Overall Rank
USCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
USCI Omega Ratio Rank: 6262
Omega Ratio Rank
USCI Calmar Ratio Rank: 6767
Calmar Ratio Rank
USCI Martin Ratio Rank: 6161
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. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and United States Commodity Index Fund (USCI). 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.


GLDUSCIDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratioReturn relative to maximum drawdown

0.89

2.67

-1.78

Martin ratioReturn relative to average drawdown

2.19

8.50

-6.30

GLD vs. USCI - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.84, which is lower than the USCI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of GLD and USCI, 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. USCI - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for GLD and USCI.


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Drawdown Indicators


GLDUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-66.41%

+20.85%

Max Drawdown (1Y)

Largest decline over 1 year

-26.21%

-11.19%

-15.02%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-12.01%

-14.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-18.84%

-7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

-45.82%

+19.61%

Current Drawdown

Current decline from peak

-23.97%

-6.52%

-17.45%

Average Drawdown

Average peak-to-trough decline

-16.18%

-29.37%

+13.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.56%

3.51%

+7.05%

Volatility

GLD vs. USCI - Volatility Comparison

SPDR Gold Shares (GLD) has a higher volatility of 8.27% compared to United States Commodity Index Fund (USCI) at 4.94%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

4.94%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

24.05%

14.42%

+9.63%

Volatility (1Y)

Calculated over the trailing 1-year period

27.78%

16.91%

+10.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

18.40%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

15.88%

+0.20%

GLD vs. USCI - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than USCI's 1.03% expense ratio.


Dividends

GLD vs. USCI - Dividend Comparison

Neither GLD nor USCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLD and USCI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLD has higher volatility (8.27%) compared to USCI (4.94%). In terms of maximum drawdown, GLD dropped -45.56% vs USCI's -66.41%.

On 10-year performance, GLD leads with 11.48% vs 8.41% for USCI. On fees, GLD is cheaper at 0.40% per year. On volatility, USCI has been the lower-risk option at 4.94%. 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 11.48% return vs 8.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLD is cheaper with a 0.40% expense ratio, compared with 1.03% for USCI.

GLD and USCI have nearly identical dividend yields, around 0.00%.

GLD is categorized as Gold, while USCI is Commodities. GLD tracks LBMA Gold Price PM, while USCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: State Street and United States Commodity Funds. Their fees differ too: 0.40% for GLD and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (1.77 vs 0.84), 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 USCI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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