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GLD vs. VVGM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. VVGM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLD is traded in USD, while VVGM.DE is traded in EUR. To make them comparable, the VVGM.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLD achieves a -2.52% return, which is significantly lower than VVGM.DE's -0.61% return.


GLD

1D
3.13%
1M
-10.77%
YTD
-2.52%
6M
-1.76%
1Y
25.28%
3Y*
28.54%
5Y*
17.06%
10Y*
12.16%

VVGM.DE

1D
0.74%
1M
1.00%
YTD
-0.61%
6M
-0.06%
1Y
7.98%
3Y*
13.25%
5Y*
6.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. VVGM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GLD
SPDR Gold Shares
-2.52%63.68%26.66%12.69%-0.77%-4.15%5.15%
VVGM.DE
VanEck Morningstar Global Wide Moat UCITS ETF
-0.61%26.06%9.49%10.47%-11.33%14.97%17.22%

Correlation

The correlation between GLD and VVGM.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.26

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2020

0.22

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Return for Risk

GLD vs. VVGM.DE — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2929
Overall Rank
GLD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2828
Sortino Ratio Rank
GLD Omega Ratio Rank: 3434
Omega Ratio Rank
GLD Calmar Ratio Rank: 2626
Calmar Ratio Rank
GLD Martin Ratio Rank: 2727
Martin Ratio Rank

VVGM.DE
VVGM.DE Risk / Return Rank: 1919
Overall Rank
VVGM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VVGM.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
VVGM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
VVGM.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
VVGM.DE Martin Ratio Rank: 2020
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. VVGM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE). 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.


GLDVVGM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.19

1.13

+0.07

Calmar ratioReturn relative to maximum drawdown

1.04

0.74

+0.30

Martin ratioReturn relative to average drawdown

3.02

2.44

+0.58

GLD vs. VVGM.DE - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.93, which is higher than the VVGM.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of GLD and VVGM.DE, 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. VVGM.DE - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, which is greater than VVGM.DE's maximum drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for GLD and VVGM.DE.


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Drawdown Indicators


GLDVVGM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-24.01%

-21.55%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-12.59%

-11.87%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-14.94%

-9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-24.01%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

Current Drawdown

Current decline from peak

-22.10%

-5.87%

-16.23%

Average Drawdown

Average peak-to-trough decline

-16.16%

-5.36%

-10.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

3.80%

+4.58%

Volatility

GLD vs. VVGM.DE - Volatility Comparison

SPDR Gold Shares (GLD) has a higher volatility of 7.77% compared to VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) at 4.56%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than VVGM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDVVGM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

4.56%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

11.40%

+12.70%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

13.79%

+13.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

15.55%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

15.51%

+0.57%

GLD vs. VVGM.DE - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than VVGM.DE's 0.52% expense ratio.


Dividends

GLD vs. VVGM.DE - Dividend Comparison

Neither GLD nor VVGM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLD and VVGM.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLD is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLD is cheaper with a 0.40% expense ratio, compared with 0.52% for VVGM.DE.

GLD is categorized as Gold, while VVGM.DE is Global Equities. GLD tracks LBMA Gold Price PM, while VVGM.DE tracks Morningstar Global Wide Moat Focus. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.40% for GLD and 0.52% for VVGM.DE.

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