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GLDM vs. CMBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDM vs. CMBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) and iShares CMBS ETF (CMBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLDM achieves a -2.40% return, which is significantly lower than CMBS's 0.25% return.


GLDM

1D
0.11%
1M
-9.52%
YTD
-2.40%
6M
-2.09%
1Y
22.58%
3Y*
29.27%
5Y*
17.41%
10Y*

CMBS

1D
-0.23%
1M
0.07%
YTD
0.25%
6M
0.56%
1Y
4.12%
3Y*
5.34%
5Y*
0.70%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDM vs. CMBS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%
CMBS
iShares CMBS ETF
0.25%7.67%4.27%5.06%-11.21%-1.82%7.86%7.94%2.63%

Correlation

The correlation between GLDM and CMBS is 0.04, 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

0.04

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

0.09

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.23

The correlation between GLDM and CMBS shifts across timeframes, from 0.04 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GLDM vs. CMBS — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
Martin Ratio Rank

CMBS
CMBS Risk / Return Rank: 3535
Overall Rank
CMBS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CMBS Sortino Ratio Rank: 3737
Sortino Ratio Rank
CMBS Omega Ratio Rank: 3333
Omega Ratio Rank
CMBS Calmar Ratio Rank: 3838
Calmar Ratio Rank
CMBS Martin Ratio Rank: 3434
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.

GLDM vs. CMBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) and iShares CMBS ETF (CMBS). 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.


GLDMCMBSDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.00

1.67

-0.67

Martin ratioReturn relative to average drawdown

2.87

4.46

-1.59

GLDM vs. CMBS - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 0.90, which is comparable to the CMBS Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of GLDM and CMBS, 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

GLDM vs. CMBS - Drawdown Comparison

The maximum GLDM drawdown since its inception was -24.35%, which is greater than CMBS's maximum drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for GLDM and CMBS.


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Drawdown Indicators


GLDMCMBSDifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

-15.87%

-8.48%

Max Drawdown (1Y)

Largest decline over 1 year

-24.35%

-2.44%

-21.91%

Max Drawdown (3Y)

Largest decline over 3 years

-24.35%

-3.29%

-21.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-15.87%

-8.48%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

Current Drawdown

Current decline from peak

-21.96%

-1.67%

-20.29%

Average Drawdown

Average peak-to-trough decline

-6.27%

-2.95%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

0.91%

+7.53%

Volatility

GLDM vs. CMBS - Volatility Comparison

SPDR Gold MiniShares Trust (GLDM) has a higher volatility of 7.73% compared to iShares CMBS ETF (CMBS) at 1.10%. This indicates that GLDM's price experiences larger fluctuations and is considered to be riskier than CMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDMCMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

1.10%

+6.63%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

2.81%

+21.12%

Volatility (1Y)

Calculated over the trailing 1-year period

27.15%

3.64%

+23.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

5.31%

+12.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

5.77%

+11.21%

GLDM vs. CMBS - Expense Ratio Comparison

GLDM has a 0.10% expense ratio, which is lower than CMBS's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GLDM vs. CMBS - Dividend Comparison

GLDM has not paid dividends to shareholders, while CMBS's dividend yield for the trailing twelve months is around 3.58%.


PositionTTM20252024202320222021202020192018201720162015
CMBS
iShares CMBS ETF
3.58%3.45%3.31%2.97%2.65%2.46%2.83%2.74%2.70%2.50%2.29%2.31%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLDM and CMBS have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDM has higher volatility (7.73%) compared to CMBS (1.10%). In terms of maximum drawdown, GLDM dropped -24.35% vs CMBS's -15.87%.

On 5-year performance, GLDM leads with 17.41% vs 0.70% for CMBS. On fees, GLDM is cheaper at 0.10% per year. On volatility, CMBS has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLDM has performed better with a 17.41% return vs 0.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDM is cheaper with a 0.10% expense ratio, compared with 0.25% for CMBS.

CMBS has the higher dividend yield at 3.58%, compared with 0.00% for GLDM.

GLDM is categorized as Gold, while CMBS is Mortgage Backed Securities. GLDM tracks LBMA Gold Price PM, while CMBS tracks Barclays Capital U.S. CMBS (ERISA Only) Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.10% for GLDM and 0.25% for CMBS.

CMBS currently has the higher Sharpe Ratio (1.12 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.

Portfolio Optimizer

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