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GLDI vs. MLPB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDI vs. MLPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). 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 -4.45% return, which is significantly lower than MLPB's 17.00% return. Both investments have delivered pretty close results over the past 10 years, with GLDI having a 7.83% annualized return and MLPB not far ahead at 8.03%.


GLDI

1D
-1.62%
1M
-7.19%
YTD
-4.45%
6M
-5.42%
1Y
11.67%
3Y*
17.47%
5Y*
10.96%
10Y*
7.83%

MLPB

1D
2.04%
1M
-6.13%
YTD
17.00%
6M
16.53%
1Y
18.65%
3Y*
21.94%
5Y*
18.51%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDI vs. MLPB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
-4.45%34.25%17.76%8.93%-1.11%-3.42%23.50%14.40%-0.54%8.94%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
17.00%7.40%25.53%22.01%30.22%39.42%-30.80%5.69%-8.79%-9.71%

Correlation

The correlation between GLDI and MLPB 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 (3Y)
Calculated over the trailing 3-year period

0.09

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

0.14

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

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2015

0.09

The correlation between GLDI and MLPB shifts across timeframes, from -0.08 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLDI vs. MLPB — Risk / Return Rank

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

GLDI
GLDI Risk / Return Rank: 2121
Overall Rank
GLDI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 1919
Sortino Ratio Rank
GLDI Omega Ratio Rank: 2323
Omega Ratio Rank
GLDI Calmar Ratio Rank: 1919
Calmar Ratio Rank
GLDI Martin Ratio Rank: 2323
Martin Ratio Rank

MLPB
MLPB Risk / Return Rank: 3939
Overall Rank
MLPB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 4040
Sortino Ratio Rank
MLPB Omega Ratio Rank: 3737
Omega Ratio Rank
MLPB Calmar Ratio Rank: 4141
Calmar Ratio Rank
MLPB Martin Ratio Rank: 3737
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. MLPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). 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.


GLDIMLPBDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratioReturn relative to maximum drawdown

0.83

1.93

-1.11

Martin ratioReturn relative to average drawdown

2.73

5.43

-2.71

GLDI vs. MLPB - Sharpe Ratio Comparison

The current GLDI Sharpe Ratio is 0.73, which is lower than the MLPB Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GLDI and MLPB, 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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Drawdowns

GLDI vs. MLPB - Drawdown Comparison

The maximum GLDI drawdown since its inception was -32.26%, smaller than the maximum MLPB drawdown of -71.93%. Use the drawdown chart below to compare losses from any high point for GLDI and MLPB.


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Drawdown Indicators


GLDIMLPBDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

-71.93%

+39.67%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-9.68%

-4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-16.49%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

-20.41%

+6.27%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-71.93%

+56.99%

Current Drawdown

Current decline from peak

-13.28%

-6.86%

-6.42%

Average Drawdown

Average peak-to-trough decline

-13.99%

-14.78%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

3.44%

+0.86%

Volatility

GLDI vs. MLPB - Volatility Comparison

UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) has a higher volatility of 7.18% compared to ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) at 5.33%. This indicates that GLDI's price experiences larger fluctuations and is considered to be riskier than MLPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDIMLPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

5.33%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.58%

10.30%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

13.70%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.58%

19.90%

-8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

27.16%

-15.64%

GLDI vs. MLPB - Expense Ratio Comparison

GLDI has a 0.65% expense ratio, which is lower than MLPB's 0.85% expense ratio.


Dividends

GLDI vs. MLPB - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 26.67%, more than MLPB's 5.99% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
26.67%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.99%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%0.00%

Frequently Asked Questions


GLDI and MLPB 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 (7.18%) compared to MLPB (5.33%). In terms of maximum drawdown, GLDI dropped -32.26% vs MLPB's -71.93%.

On 10-year performance, MLPB leads with 8.03% vs 7.83% for GLDI. On fees, GLDI is cheaper at 0.65% per year. On volatility, MLPB has been the lower-risk option at 5.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MLPB has performed better with a 8.03% return vs 7.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDI is cheaper with a 0.65% expense ratio, compared with 0.85% for MLPB.

GLDI has the higher dividend yield at 26.67%, compared with 5.99% for MLPB.

GLDI is categorized as Gold, while MLPB is MLPs. GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index, while MLPB tracks Alerian MLP Infrastructure Index. Their fees differ too: 0.65% for GLDI and 0.85% for MLPB.

MLPB currently has the higher Sharpe Ratio (1.37 vs 0.73), 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

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