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GLD vs. XLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLD vs. XLU - Performance Comparison

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

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GLD vs. XLU - 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%
XLU
Utilities Select Sector SPDR Fund
8.25%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%

Returns By Period

The year-to-date returns for both stocks are quite close, with GLD having a 8.57% return and XLU slightly lower at 8.25%. Over the past 10 years, GLD has outperformed XLU with an annualized return of 13.92%, while XLU has yielded a comparatively lower 9.74% 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%

XLU

1D
-0.07%
1M
-3.18%
YTD
8.25%
6M
6.77%
1Y
19.71%
3Y*
14.12%
5Y*
10.80%
10Y*
9.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLD vs. XLU - Expense Ratio Comparison

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


Return for Risk

GLD vs. XLU — 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

XLU
XLU Risk / Return Rank: 7171
Overall Rank
XLU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 7171
Sortino Ratio Rank
XLU Omega Ratio Rank: 6767
Omega Ratio Rank
XLU Calmar Ratio Rank: 8484
Calmar Ratio Rank
XLU 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. XLU - Risk-Adjusted Trends Comparison

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


GLDXLUDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.25

+0.53

Sortino ratio

Return per unit of downside risk

2.21

1.71

+0.51

Omega ratio

Gain probability vs. loss probability

1.33

1.23

+0.10

Calmar ratio

Return relative to maximum drawdown

2.68

2.29

+0.39

Martin ratio

Return relative to average drawdown

9.90

5.51

+4.39

GLD vs. XLU - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 1.79, which is higher than the XLU Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of GLD and XLU, 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


GLDXLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.25

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

0.63

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.51

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.41

+0.21

Correlation

The correlation between GLD and XLU is 0.11, 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. XLU - Dividend Comparison

GLD has not paid dividends to shareholders, while XLU's dividend yield for the trailing twelve months is around 2.59%.


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%
XLU
Utilities Select Sector SPDR Fund
2.59%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Drawdowns

GLD vs. XLU - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for GLD and XLU.


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Drawdown Indicators


GLDXLUDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-51.98%

+6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-19.21%

-9.18%

-10.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

-25.26%

+4.23%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

-36.07%

+14.07%

Current Drawdown

Current decline from peak

-13.23%

-3.18%

-10.05%

Average Drawdown

Average peak-to-trough decline

-16.17%

-10.26%

-5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

3.82%

+1.38%

Volatility

GLD vs. XLU - Volatility Comparison

SPDR Gold Shares (GLD) has a higher volatility of 11.06% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.06%

5.09%

+5.97%

Volatility (6M)

Calculated over the trailing 6-month period

24.30%

10.35%

+13.95%

Volatility (1Y)

Calculated over the trailing 1-year period

27.80%

15.82%

+11.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

17.18%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

19.21%

-3.34%