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GLD vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLD vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

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GLD vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
8.57%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
XLF
Financial Select Sector SPDR Fund
-9.40%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

Returns By Period

In the year-to-date period, GLD achieves a 8.57% return, which is significantly higher than XLF's -9.40% return. Over the past 10 years, GLD has outperformed XLF with an annualized return of 13.92%, while XLF has yielded a comparatively lower 12.44% annualized return.


GLD

1D
3.79%
1M
-11.05%
YTD
8.57%
6M
21.05%
1Y
49.33%
3Y*
32.92%
5Y*
21.58%
10Y*
13.92%

XLF

1D
2.09%
1M
-3.51%
YTD
-9.40%
6M
-7.56%
1Y
0.65%
3Y*
17.25%
5Y*
9.34%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLD vs. XLF - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is higher than XLF's 0.13% expense ratio.


Return for Risk

GLD vs. XLF — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 8787
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLD Omega Ratio Rank: 8686
Omega Ratio Rank
GLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLD Martin Ratio Rank: 8787
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1414
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1313
Sortino Ratio Rank
XLF Omega Ratio Rank: 1313
Omega Ratio Rank
XLF Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLF Martin Ratio Rank: 1515
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. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and Financial Select Sector SPDR Fund (XLF). 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.


GLDXLFDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.03

+1.75

Sortino ratio

Return per unit of downside risk

2.21

0.18

+2.04

Omega ratio

Gain probability vs. loss probability

1.33

1.02

+0.31

Calmar ratio

Return relative to maximum drawdown

2.68

0.13

+2.55

Martin ratio

Return relative to average drawdown

9.90

0.38

+9.52

GLD vs. XLF - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 1.79, which is higher than the XLF Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of GLD and XLF, 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


GLDXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.03

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

0.50

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.56

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.20

+0.42

Correlation

The correlation between GLD and XLF is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GLD vs. XLF - Dividend Comparison

GLD has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.60%.


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%
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%

Drawdowns

GLD vs. XLF - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for GLD and XLF.


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Drawdown Indicators


GLDXLFDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-82.69%

+37.13%

Max Drawdown (1Y)

Largest decline over 1 year

-19.21%

-14.79%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

-25.81%

+4.78%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

-42.86%

+20.86%

Current Drawdown

Current decline from peak

-13.23%

-12.01%

-1.22%

Average Drawdown

Average peak-to-trough decline

-16.17%

-20.10%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

4.90%

+0.30%

Volatility

GLD vs. XLF - Volatility Comparison

SPDR Gold Shares (GLD) has a higher volatility of 11.06% compared to Financial Select Sector SPDR Fund (XLF) at 4.75%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.06%

4.75%

+6.31%

Volatility (6M)

Calculated over the trailing 6-month period

24.30%

11.45%

+12.85%

Volatility (1Y)

Calculated over the trailing 1-year period

27.80%

19.29%

+8.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

18.69%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

22.19%

-6.32%