PortfoliosLab logoPortfoliosLab logo
GLDI vs. DXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDI vs. DXJ - 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 WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GLDI achieves a -2.64% return, which is significantly lower than DXJ's 18.74% return. Over the past 10 years, GLDI has underperformed DXJ with an annualized return of 8.20%, while DXJ has yielded a comparatively higher 18.72% annualized return.


GLDI

1D
0.42%
1M
-6.86%
YTD
-2.64%
6M
-2.08%
1Y
13.60%
3Y*
17.80%
5Y*
10.20%
10Y*
8.20%

DXJ

1D
0.74%
1M
-0.37%
YTD
18.74%
6M
19.84%
1Y
54.41%
3Y*
30.91%
5Y*
26.01%
10Y*
18.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDI vs. DXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
-2.64%34.25%17.76%8.93%-1.11%-3.42%23.50%14.40%-0.54%8.94%
DXJ
WisdomTree Japan Hedged Equity Fund
18.74%32.78%29.83%42.04%5.96%17.99%3.94%18.94%-19.78%22.81%

Correlation

The correlation between GLDI and DXJ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2013

-0.08

The correlation between GLDI and DXJ shifts across timeframes, from -0.08 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

GLDI vs. DXJ — Risk / Return Rank

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

GLDI
GLDI Risk / Return Rank: 2929
Overall Rank
GLDI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDI Omega Ratio Rank: 3333
Omega Ratio Rank
GLDI Calmar Ratio Rank: 2525
Calmar Ratio Rank
GLDI Martin Ratio Rank: 3030
Martin Ratio Rank

DXJ
DXJ Risk / Return Rank: 9292
Overall Rank
DXJ Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9292
Omega Ratio Rank
DXJ Calmar Ratio Rank: 9090
Calmar Ratio Rank
DXJ 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 vs. DXJ - 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 WisdomTree Japan Hedged Equity Fund (DXJ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLDIDXJDifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

1.20

1.54

-0.34

Calmar ratioReturn relative to maximum drawdown

1.05

4.88

-3.83

Martin ratioReturn relative to average drawdown

3.77

18.93

-15.16

GLDI vs. DXJ - Sharpe Ratio Comparison

The current GLDI Sharpe Ratio is 0.95, which is lower than the DXJ Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of GLDI and DXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GLDI vs. DXJ - Drawdown Comparison

The maximum GLDI drawdown since its inception was -32.26%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for GLDI and DXJ.


Loading charts...

Drawdown Indicators


GLDIDXJDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

-49.63%

+17.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-10.98%

-3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-22.19%

+8.05%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

-22.19%

+8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-39.14%

+24.20%

Current Drawdown

Current decline from peak

-11.63%

-1.34%

-10.29%

Average Drawdown

Average peak-to-trough decline

-13.99%

-14.32%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

2.83%

+1.11%

Volatility

GLDI vs. DXJ - Volatility Comparison

Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) has a higher volatility of 6.70% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 4.64%. This indicates that GLDI's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLDIDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

4.64%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

13.56%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

17.73%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

19.02%

-7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

20.17%

-8.67%

GLDI vs. DXJ - Expense Ratio Comparison

GLDI has a 0.65% expense ratio, which is higher than DXJ's 0.48% expense ratio.


Dividends

GLDI vs. DXJ - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 23.45%, more than DXJ's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
DXJ
WisdomTree Japan Hedged Equity Fund
1.09%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
23.45%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 DXJ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDI has higher volatility (6.70%) compared to DXJ (4.64%). In terms of maximum drawdown, GLDI dropped -32.26% vs DXJ's -49.63%.

On 10-year performance, DXJ leads with 18.72% vs 8.20% for GLDI. On fees, DXJ is cheaper at 0.48% per year. On volatility, DXJ has been the lower-risk option at 4.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DXJ has performed better with a 18.72% return vs 8.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DXJ is cheaper with a 0.48% expense ratio, compared with 0.65% for GLDI.

GLDI has the higher dividend yield at 23.45%, compared with 1.09% for DXJ.

GLDI is categorized as Precious Metals, while DXJ is Japan Equities. GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index, while DXJ tracks WisdomTree Japan Hedged Equity Index. They also come from different issuers: Credit Suisse and WisdomTree. Their fees differ too: 0.65% for GLDI and 0.48% for DXJ.

DXJ currently has the higher Sharpe Ratio (3.02 vs 0.95), 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.

Portfolio Optimizer

Find the right allocation for GLDI and DXJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer