GLDI vs. SCHD
GLDI (UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - GLDI is a Gold fund tracking the Credit Suisse NASDAQ Gold FLOWS 103 Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, GLDI returned 8.00%/yr vs 12.68%/yr for SCHD. At a 0.04 correlation, their price movements are largely independent. GLDI charges 0.65%/yr vs 0.06%/yr for SCHD.
Performance
GLDI vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, GLDI achieves a -2.88% return, which is significantly lower than SCHD's 17.24% return. Over the past 10 years, GLDI has underperformed SCHD with an annualized return of 8.00%, while SCHD has yielded a comparatively higher 12.68% annualized return.
GLDI
- 1D
- -0.50%
- 1M
- -5.67%
- YTD
- -2.88%
- 6M
- -3.64%
- 1Y
- 14.20%
- 3Y*
- 18.11%
- 5Y*
- 11.32%
- 10Y*
- 8.00%
SCHD
- 1D
- 0.09%
- 1M
- -2.86%
- YTD
- 17.24%
- 6M
- 16.44%
- 1Y
- 24.06%
- 3Y*
- 14.45%
- 5Y*
- 8.77%
- 10Y*
- 12.68%
GLDI vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLDI UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 | -2.88% | 34.25% | 17.76% | 8.93% | -1.11% | -3.42% | 23.50% | 14.40% | -0.54% | 8.94% |
SCHD Schwab U.S. Dividend Equity ETF | 17.24% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between GLDI and SCHD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2013 | 0.04 |
The correlation between GLDI and SCHD shifts across timeframes, from 0.04 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GLDI vs. SCHD — Risk / Return Rank
GLDI
SCHD
GLDI vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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.
| GLDI | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 5.24 | -4.23 |
| Martin ratioReturn relative to average drawdown | 3.38 | 12.71 | -9.33 |
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Drawdowns
GLDI vs. SCHD - Drawdown Comparison
The maximum GLDI drawdown since its inception was -32.26%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GLDI and SCHD.
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Drawdown Indicators
| GLDI | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.26% | -33.37% | +1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -14.14% | -4.61% | -9.53% |
Max Drawdown (3Y)Largest decline over 3 years | -14.14% | -16.13% | +1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -14.14% | -16.85% | +2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -14.94% | -33.37% | +18.43% |
Current DrawdownCurrent decline from peak | -11.85% | -2.86% | -8.99% |
Average DrawdownAverage peak-to-trough decline | -13.99% | -3.31% | -10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 1.90% | +2.31% |
Volatility
GLDI vs. SCHD - Volatility Comparison
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) has a higher volatility of 7.07% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that GLDI's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLDI | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 3.58% | +3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 7.74% | +6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 11.09% | +4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.55% | 14.36% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.53% | 16.73% | -5.20% |
GLDI vs. SCHD - Expense Ratio Comparison
GLDI has a 0.65% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Dividends
GLDI vs. SCHD - Dividend Comparison
GLDI's dividend yield for the trailing twelve months is around 26.24%, more than SCHD's 3.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDI UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 | 26.24% | 16.15% | 10.45% | 10.02% | 13.73% | 10.65% | 14.25% | 7.25% | 5.33% | 7.77% | 17.26% | 10.07% |
SCHD Schwab U.S. Dividend Equity ETF | 3.31% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
GLDI and SCHD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLDI has higher volatility (7.07%) compared to SCHD (3.58%). In terms of maximum drawdown, GLDI dropped -32.26% vs SCHD's -33.37%.
On 10-year performance, SCHD leads with 12.68% vs 8.00% for GLDI. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SCHD has performed better with a 12.68% return vs 8.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHD is cheaper with a 0.06% expense ratio, compared with 0.65% for GLDI.
GLDI has the higher dividend yield at 26.24%, compared with 3.31% for SCHD.
GLDI is categorized as Gold, while SCHD is Dividend. GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: UBS and Charles Schwab. Their fees differ too: 0.65% for GLDI and 0.06% for SCHD.
SCHD currently has the higher Sharpe Ratio (2.18 vs 0.90), 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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