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GLDI vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDI vs. CSHP - 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 iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLDI achieves a 2.06% return, which is significantly higher than CSHP's 1.63% return.


GLDI

1D
-0.81%
1M
0.90%
YTD
2.06%
6M
4.42%
1Y
21.23%
3Y*
19.54%
5Y*
11.15%
10Y*
8.99%

CSHP

1D
0.02%
1M
0.27%
YTD
1.63%
6M
1.93%
1Y
3.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDI vs. CSHP - Yearly Performance Comparison


Correlation

The correlation between GLDI and CSHP is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2024

0.01

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Return for Risk

GLDI vs. CSHP — Risk / Return Rank

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

GLDI
GLDI Risk / Return Rank: 3838
Overall Rank
GLDI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLDI Omega Ratio Rank: 4747
Omega Ratio Rank
GLDI Calmar Ratio Rank: 3131
Calmar Ratio Rank
GLDI Martin Ratio Rank: 3838
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 100100
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 100100
Sortino Ratio Rank
CSHP Omega Ratio Rank: 100100
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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. CSHP - 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 iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


GLDICSHPDifference
Sharpe ratioReturn per unit of total volatility

-10.44

Sortino ratioReturn per unit of downside risk

-29.36

Omega ratioGain probability vs. loss probability

1.30

7.44

-6.14

Calmar ratioReturn relative to maximum drawdown

1.55

65.71

-64.15

Martin ratioReturn relative to average drawdown

6.07

432.16

-426.09

GLDI vs. CSHP - Sharpe Ratio Comparison

The current GLDI Sharpe Ratio is 1.46, which is lower than the CSHP Sharpe Ratio of 11.91. The chart below compares the historical Sharpe Ratios of GLDI and CSHP, 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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Sharpe Ratios by Period


GLDICSHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

11.91

-10.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

10.75

-10.39

Drawdowns

GLDI vs. CSHP - Drawdown Comparison

The maximum GLDI drawdown since its inception was -32.26%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for GLDI and CSHP.


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Drawdown Indicators


GLDICSHPDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

-0.08%

-32.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-0.06%

-13.67%

Max Drawdown (3Y)

Largest decline over 3 years

-13.73%

Max Drawdown (5Y)

Largest decline over 5 years

-14.07%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-7.37%

0.00%

-7.37%

Average Drawdown

Average peak-to-trough decline

-14.00%

-0.00%

-14.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

0.01%

+3.49%

Volatility

GLDI vs. CSHP - Volatility Comparison

Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) has a higher volatility of 3.88% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.07%. This indicates that GLDI's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDICSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

0.07%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

0.24%

+12.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

0.33%

+14.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.31%

0.40%

+10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.35%

0.40%

+10.95%

GLDI vs. CSHP - Expense Ratio Comparison

GLDI has a 0.65% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

GLDI vs. CSHP - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 22.37%, more than CSHP's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.92%5.39%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
22.37%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%

Frequently Asked Questions


GLDI and CSHP have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDI has higher volatility (3.88%) compared to CSHP (0.07%). In terms of maximum drawdown, GLDI dropped -32.26% vs CSHP's -0.08%.

On 1-year performance, GLDI leads with 21.23% vs 3.96% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GLDI has performed better with a 21.23% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.65% for GLDI.

GLDI has the higher dividend yield at 22.37%, compared with 3.92% for CSHP.

GLDI is categorized as Precious Metals, while CSHP is Ultrashort Bond. They also come from different issuers: Credit Suisse and iShares. Their fees differ too: 0.65% for GLDI and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.91 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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