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GLDI vs. SAAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDI vs. SAAA.L - 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 iShares Global AAA-AA Government Bond UCITS ETF (Dist) (SAAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GLDI achieves a -4.45% return, which is significantly lower than SAAA.L's -1.16% return. Over the past 10 years, GLDI has outperformed SAAA.L with an annualized return of 7.83%, while SAAA.L has yielded a comparatively lower -0.45% annualized return.


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%

SAAA.L

1D
-0.16%
1M
-0.87%
YTD
-1.16%
6M
-1.33%
1Y
-0.17%
3Y*
3.07%
5Y*
-3.03%
10Y*
-0.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDI vs. SAAA.L - 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%
SAAA.L
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
-1.16%10.73%-5.07%7.72%-20.87%-7.78%11.42%5.67%-3.07%9.40%

Correlation

The correlation between GLDI and SAAA.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.37

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

0.40

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

0.39

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

0.39

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Return for Risk

GLDI vs. SAAA.L — 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

SAAA.L
SAAA.L Risk / Return Rank: 1515
Overall Rank
SAAA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SAAA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
SAAA.L Omega Ratio Rank: 1414
Omega Ratio Rank
SAAA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
SAAA.L Martin Ratio Rank: 1515
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. SAAA.L - 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 iShares Global AAA-AA Government Bond UCITS ETF (Dist) (SAAA.L). 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.


GLDISAAA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.16

1.00

+0.16

Calmar ratioReturn relative to maximum drawdown

0.83

-0.03

+0.86

Martin ratioReturn relative to average drawdown

2.73

-0.07

+2.80

GLDI vs. SAAA.L - Sharpe Ratio Comparison

The current GLDI Sharpe Ratio is 0.73, which is higher than the SAAA.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of GLDI and SAAA.L, 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. SAAA.L - Drawdown Comparison

The maximum GLDI drawdown since its inception was -32.26%, smaller than the maximum SAAA.L drawdown of -52.90%. Use the drawdown chart below to compare losses from any high point for GLDI and SAAA.L.


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Drawdown Indicators


GLDISAAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

-52.90%

+20.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-5.38%

-8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-10.14%

-4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

-31.16%

+17.02%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-33.47%

+18.53%

Current Drawdown

Current decline from peak

-13.28%

-42.32%

+29.04%

Average Drawdown

Average peak-to-trough decline

-13.99%

-40.47%

+26.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

2.20%

+2.10%

Volatility

GLDI vs. SAAA.L - Volatility Comparison

UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) has a higher volatility of 7.18% compared to iShares Global AAA-AA Government Bond UCITS ETF (Dist) (SAAA.L) at 1.96%. This indicates that GLDI's price experiences larger fluctuations and is considered to be riskier than SAAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDISAAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

1.96%

+5.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.58%

5.63%

+8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

7.23%

+8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.58%

9.28%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

8.40%

+3.12%

GLDI vs. SAAA.L - Expense Ratio Comparison

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


Dividends

GLDI vs. SAAA.L - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 26.67%, more than SAAA.L's 2.67% 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%
SAAA.L
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
2.67%2.48%2.34%1.57%0.76%0.48%0.61%0.89%0.87%0.81%0.83%1.06%

Frequently Asked Questions


GLDI and SAAA.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SAAA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

GLDI is categorized as Gold, while SAAA.L is Global Bonds. GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index, while SAAA.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.65% for GLDI and 0.20% for SAAA.L.

Portfolio Optimizer

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