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GLD vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. VGLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and Vanguard Long-Term Treasury ETF (VGLT). 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 VGLT's 0.03% return. Over the past 10 years, GLD has outperformed VGLT with an annualized return of 12.15%, while VGLT has yielded a comparatively lower -1.21% 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%

VGLT

1D
-0.27%
1M
1.19%
YTD
0.03%
6M
0.49%
1Y
4.27%
3Y*
-0.30%
5Y*
-5.52%
10Y*
-1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. VGLT - 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%
VGLT
Vanguard Long-Term Treasury ETF
0.03%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%

Correlation

The correlation between GLD and VGLT 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

0.19

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

0.25

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

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.23

The correlation between GLD and VGLT shifts across timeframes, from 0.19 (3 years) to 0.31 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLD vs. VGLT — 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

VGLT
VGLT Risk / Return Rank: 1515
Overall Rank
VGLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1414
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1616
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. VGLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and Vanguard Long-Term Treasury ETF (VGLT). 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.


GLDVGLTDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.18

1.07

+0.12

Calmar ratioReturn relative to maximum drawdown

0.98

0.47

+0.51

Martin ratioReturn relative to average drawdown

2.81

1.19

+1.62

GLD vs. VGLT - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.87, which is higher than the VGLT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of GLD and VGLT, 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. VGLT - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, roughly equal to the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for GLD and VGLT.


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Drawdown Indicators


GLDVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-46.18%

+0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-7.01%

-17.45%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-17.68%

-6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-40.98%

+16.52%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-46.18%

+21.72%

Current Drawdown

Current decline from peak

-22.05%

-36.55%

+14.50%

Average Drawdown

Average peak-to-trough decline

-16.16%

-15.09%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

2.78%

+5.71%

Volatility

GLD vs. VGLT - Volatility Comparison

SPDR Gold Shares (GLD) has a higher volatility of 7.79% compared to Vanguard Long-Term Treasury ETF (VGLT) at 2.69%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

2.69%

+5.10%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

6.09%

+18.01%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

8.78%

+18.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

14.57%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

13.82%

+2.26%

GLD vs. VGLT - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is higher than VGLT's 0.03% expense ratio.


Dividends

GLD vs. VGLT - Dividend Comparison

GLD has not paid dividends to shareholders, while VGLT's dividend yield for the trailing twelve months is around 4.59%.


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%
VGLT
Vanguard Long-Term Treasury ETF
4.59%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Frequently Asked Questions


GLD and VGLT 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 (7.79%) compared to VGLT (2.69%). In terms of maximum drawdown, GLD dropped -45.56% vs VGLT's -46.18%.

On 10-year performance, GLD leads with 12.15% vs -1.21% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, VGLT has been the lower-risk option at 2.69%. 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 -1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGLT is cheaper with a 0.03% expense ratio, compared with 0.40% for GLD.

VGLT has the higher dividend yield at 4.59%, compared with 0.00% for GLD.

GLD is categorized as Gold, while VGLT is Government Bonds. GLD tracks LBMA Gold Price PM, while VGLT tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.40% for GLD and 0.03% for VGLT.

GLD currently has the higher Sharpe Ratio (0.87 vs 0.38), 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 VGLT

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