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GLDI.L vs. GLCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

GLDI.L vs. GLCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about IncomeShares Gold+ Yield ETP (GLDI.L) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO).

GLDI.L and GLCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLDI.L is an actively managed fund by Leverage Shares. It was launched on Jul 22, 2024. GLCC.TO is an actively managed fund by Global X. It was launched on Apr 11, 2011.

Performance

GLDI.L vs. GLCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Gold+ Yield ETP (GLDI.L) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). The values are adjusted to include any dividend payments, if applicable.

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GLDI.L vs. GLCC.TO - Yearly Performance Comparison

2026 (YTD)20252024
GLDI.L
IncomeShares Gold+ Yield ETP		2.69%61.04%6.19%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF		4.62%148.81%-8.01%
Different Trading Currencies

GLDI.L is traded in USD, while GLCC.TO is traded in CAD. To make them comparable, the GLCC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLDI.L achieves a 2.69% return, which is significantly lower than GLCC.TO's 4.62% return.

GLDI.L

1D
2.61%
1M
-9.91%
YTD
2.69%
6M
13.27%
1Y
37.93%
3Y*
—
5Y*
—
10Y*
—

GLCC.TO

1D
6.06%
1M
-20.00%
YTD
4.62%
6M
21.05%
1Y
92.55%
3Y*
42.22%
5Y*
22.79%
10Y*
16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

IncomeShares Gold+ Yield ETP

Global X Gold Producer Equity Covered Call ETF

Often compared with GLDI.L:
GLDI.L vs. GLDGLDI.L vs. MAGD.LGLDI.L vs. UDIGLDI.L vs. GLDIGLDI.L vs. GLDYGLDI.L vs. JEPIGLDI.L vs. SPY
Often compared with GLCC.TO:
GLCC.TO vs. AMAX.TOGLCC.TO vs. DXMO.TOGLCC.TO vs. BCCCGLCC.TO vs. WAF.AXGLCC.TO vs. IGLDGLCC.TO vs. 4GLD.DEGLCC.TO vs. BANK.TO

GLDI.L vs. GLCC.TO - Expense Ratio Comparison

GLDI.L has a 0.35% expense ratio, which is lower than GLCC.TO's 0.79% expense ratio.

GLCC.TO
Global X Gold Producer Equity Covered Call ETF
GLDI.L
IncomeShares Gold+ Yield ETP

Return for Risk

GLDI.L vs. GLCC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GLDI.L
GLDI.L Risk / Return Rank: 8282
Overall Rank
GLDI.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GLDI.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
GLDI.L Omega Ratio Rank: 8282
Omega Ratio Rank
GLDI.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
GLDI.L Martin Ratio Rank: 8282
Martin Ratio Rank
GLCC.TO
GLCC.TO Risk / Return Rank: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
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.

GLDI.L vs. GLCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold+ Yield ETP (GLDI.L) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). 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.

GLDI.LGLCC.TODifference

Sharpe ratio

Return per unit of total volatility

1.71

2.16

-0.44

Sortino ratio

Return per unit of downside risk

2.09

2.42

-0.33

Omega ratio

Gain probability vs. loss probability

1.32

1.36

-0.04

Calmar ratio

Return relative to maximum drawdown

2.27

3.19

-0.92

Martin ratio

Return relative to average drawdown

8.90

12.15

-3.25

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLDI.L vs. GLCC.TO - Sharpe Ratio Comparison

The current GLDI.L Sharpe Ratio is 1.71, which is comparable to the GLCC.TO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of GLDI.L and GLCC.TO, 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

GLDI.LGLCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

2.16

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.68

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.50

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.09

0.00

+2.09

Correlation

The correlation between GLDI.L and GLCC.TO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GLDI.L vs. GLCC.TO - Dividend Comparison

GLDI.L's dividend yield for the trailing twelve months is around 11.85%, more than GLCC.TO's 6.21% yield.

TTM20252024202320222021202020192018201720162015
GLDI.L
IncomeShares Gold+ Yield ETP		11.85%9.15%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF		6.21%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%

Drawdowns

GLDI.L vs. GLCC.TO - Drawdown Comparison

The maximum GLDI.L drawdown since its inception was -16.47%, smaller than the maximum GLCC.TO drawdown of -78.75%. Use the drawdown chart below to compare losses from any high point for GLDI.L and GLCC.TO.

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Drawdown Indicators

GLDI.LGLCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-71.12%

+54.65%

Max Drawdown (1Y)

Largest decline over 1 year

-16.47%

-28.86%

+12.39%

Max Drawdown (5Y)

Largest decline over 5 years

—

-37.60%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.83%

—

Current Drawdown

Current decline from peak

-12.11%

-18.48%

+6.37%

Average Drawdown

Average peak-to-trough decline

-2.52%

-34.62%

+32.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

7.54%

-3.33%

Volatility

GLDI.L vs. GLCC.TO - Volatility Comparison

The current volatility for IncomeShares Gold+ Yield ETP (GLDI.L) is 10.65%, while Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a volatility of 17.43%. This indicates that GLDI.L experiences smaller price fluctuations and is considered to be less risky than GLCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GLDI.LGLCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.65%

17.43%

-6.78%

Volatility (6M)

Calculated over the trailing 6-month period

19.26%

35.52%

-16.26%

Volatility (1Y)

Calculated over the trailing 1-year period

22.08%

43.15%

-21.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

33.75%

-14.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

33.99%

-15.15%