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GLDI vs. SDEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDI vs. SDEM - 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 Global X MSCI SuperDividend Emerging Markets ETF (SDEM). 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 -2.64% return, which is significantly lower than SDEM's 11.17% return. Over the past 10 years, GLDI has outperformed SDEM with an annualized return of 8.20%, while SDEM has yielded a comparatively lower 5.26% annualized return.


GLDI

1D
0.42%
1M
-6.93%
YTD
-2.64%
6M
-2.08%
1Y
14.82%
3Y*
17.80%
5Y*
10.20%
10Y*
8.20%

SDEM

1D
0.93%
1M
0.85%
YTD
11.17%
6M
12.41%
1Y
28.12%
3Y*
19.18%
5Y*
4.51%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDI vs. SDEM - 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%
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
11.17%32.01%4.02%12.64%-21.53%2.11%-11.13%17.56%-17.40%16.57%

Correlation

The correlation between GLDI and SDEM is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.34

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

0.32

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

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2015

0.20

The correlation between GLDI and SDEM shifts across timeframes, from 0.20 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GLDI vs. SDEM — 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

SDEM
SDEM Risk / Return Rank: 6969
Overall Rank
SDEM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SDEM Sortino Ratio Rank: 7272
Sortino Ratio Rank
SDEM Omega Ratio Rank: 6767
Omega Ratio Rank
SDEM Calmar Ratio Rank: 7171
Calmar Ratio Rank
SDEM Martin Ratio Rank: 6464
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. SDEM - 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 Global X MSCI SuperDividend Emerging Markets ETF (SDEM). 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.


GLDISDEMDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

1.05

3.13

-2.08

Martin ratioReturn relative to average drawdown

3.77

10.28

-6.51

GLDI vs. SDEM - Sharpe Ratio Comparison

The current GLDI Sharpe Ratio is 0.95, which is lower than the SDEM Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of GLDI and SDEM, 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. SDEM - Drawdown Comparison

The maximum GLDI drawdown since its inception was -32.26%, smaller than the maximum SDEM drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for GLDI and SDEM.


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Drawdown Indicators


GLDISDEMDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

-47.38%

+15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-9.03%

-5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-12.34%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

-36.25%

+22.11%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-47.38%

+32.44%

Current Drawdown

Current decline from peak

-11.63%

-3.49%

-8.14%

Average Drawdown

Average peak-to-trough decline

-13.99%

-20.66%

+6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

2.74%

+1.20%

Volatility

GLDI vs. SDEM - Volatility Comparison

Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) has a higher volatility of 6.70% compared to Global X MSCI SuperDividend Emerging Markets ETF (SDEM) at 4.90%. This indicates that GLDI's price experiences larger fluctuations and is considered to be riskier than SDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDISDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

4.90%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

11.48%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

13.91%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

17.47%

-5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

19.22%

-7.72%

GLDI vs. SDEM - Expense Ratio Comparison

GLDI has a 0.65% expense ratio, which is lower than SDEM's 0.67% expense ratio.


Dividends

GLDI vs. SDEM - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 23.45%, more than SDEM's 4.99% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
4.99%5.27%7.28%7.50%8.86%8.14%6.30%6.47%6.55%5.01%5.06%6.14%

Frequently Asked Questions


GLDI and SDEM have a correlation of 0.34, 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 SDEM (4.90%). In terms of maximum drawdown, GLDI dropped -32.26% vs SDEM's -47.38%.

On 10-year performance, GLDI leads with 8.20% vs 5.26% for SDEM. On fees, GLDI is cheaper at 0.65% per year. On volatility, SDEM has been the lower-risk option at 4.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GLDI has performed better with a 8.20% return vs 5.26%. 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 0.67% for SDEM.

GLDI has the higher dividend yield at 23.45%, compared with 4.99% for SDEM.

GLDI is categorized as Precious Metals, while SDEM is Emerging Markets Equities. GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index, while SDEM tracks MSCI Emerging Markets Top 50 Dividend. They also come from different issuers: Credit Suisse and Global X. Their fees differ too: 0.65% for GLDI and 0.67% for SDEM.

SDEM currently has the higher Sharpe Ratio (2.03 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

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