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GLDI vs. BGLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDI vs. BGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD). The values are adjusted to include any dividend payments, if applicable.

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GLDI vs. BGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
1.47%34.25%17.76%8.93%-1.11%-2.45%
BGLD
FT Vest Gold Strategy Quarterly Buffer ETF
0.18%33.03%21.80%13.24%-2.42%-5.57%

Returns By Period

In the year-to-date period, GLDI achieves a 1.47% return, which is significantly higher than BGLD's 0.18% return.


GLDI

1D
3.40%
1M
-7.27%
YTD
1.47%
6M
9.54%
1Y
25.68%
3Y*
19.06%
5Y*
12.36%
10Y*
9.15%

BGLD

1D
2.63%
1M
-6.42%
YTD
0.18%
6M
2.66%
1Y
16.42%
3Y*
20.21%
5Y*
12.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDI vs. BGLD - Expense Ratio Comparison

GLDI has a 0.65% expense ratio, which is lower than BGLD's 0.91% expense ratio.


Return for Risk

GLDI vs. BGLD — Risk / Return Rank

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

GLDI
GLDI Risk / Return Rank: 8787
Overall Rank
GLDI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLDI Omega Ratio Rank: 9292
Omega Ratio Rank
GLDI Calmar Ratio Rank: 7575
Calmar Ratio Rank
GLDI Martin Ratio Rank: 8989
Martin Ratio Rank

BGLD
BGLD Risk / Return Rank: 7474
Overall Rank
BGLD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BGLD Sortino Ratio Rank: 7777
Sortino Ratio Rank
BGLD Omega Ratio Rank: 7676
Omega Ratio Rank
BGLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
BGLD Martin Ratio Rank: 7777
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 vs. BGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD). 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.


GLDIBGLDDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.37

+0.50

Sortino ratio

Return per unit of downside risk

2.39

1.89

+0.49

Omega ratio

Gain probability vs. loss probability

1.39

1.28

+0.11

Calmar ratio

Return relative to maximum drawdown

1.87

1.51

+0.36

Martin ratio

Return relative to average drawdown

10.83

7.80

+3.03

GLDI vs. BGLD - Sharpe Ratio Comparison

The current GLDI Sharpe Ratio is 1.86, which is higher than the BGLD Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GLDI and BGLD, 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


GLDIBGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.37

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

1.24

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.09

-0.72

Correlation

The correlation between GLDI and BGLD is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLDI vs. BGLD - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 20.58%, less than BGLD's 44.24% yield.


TTM20252024202320222021202020192018201720162015
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
20.58%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
BGLD
FT Vest Gold Strategy Quarterly Buffer ETF
44.24%44.32%25.04%10.49%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLDI vs. BGLD - Drawdown Comparison

The maximum GLDI drawdown since its inception was -32.26%, which is greater than BGLD's maximum drawdown of -16.19%. Use the drawdown chart below to compare losses from any high point for GLDI and BGLD.


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Drawdown Indicators


GLDIBGLDDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

-16.19%

-16.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-11.11%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-14.07%

-16.19%

+2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-7.90%

-7.35%

-0.55%

Average Drawdown

Average peak-to-trough decline

-14.11%

-3.54%

-10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.15%

+0.22%

Volatility

GLDI vs. BGLD - Volatility Comparison

Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) has a higher volatility of 9.68% compared to FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) at 6.83%. This indicates that GLDI's price experiences larger fluctuations and is considered to be riskier than BGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDIBGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.68%

6.83%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

9.28%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

12.06%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

9.88%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.23%

9.87%

+1.36%