PortfoliosLab logoPortfoliosLab logo
GLDM vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDM vs. IBIT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GLDM achieves a -2.40% return, which is significantly higher than IBIT's -27.41% return.


GLDM

1D
0.11%
1M
-7.40%
YTD
-2.40%
6M
-2.09%
1Y
22.58%
3Y*
29.27%
5Y*
17.41%
10Y*

IBIT

1D
-0.03%
1M
-19.59%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDM vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%29.59%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between GLDM and IBIT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.14

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLDM vs. IBIT — 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

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - Risk-Adjusted Trends Comparison

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


GLDMIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.19

0.85

+0.33

Calmar ratioReturn relative to maximum drawdown

1.00

-0.78

+1.78

Martin ratioReturn relative to average drawdown

2.87

-1.37

+4.24

GLDM vs. IBIT - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 0.90, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of GLDM and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GLDM vs. IBIT - Drawdown Comparison

The maximum GLDM drawdown since its inception was -24.35%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for GLDM and IBIT.


Loading charts...

Drawdown Indicators


GLDMIBITDifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

-52.11%

+27.76%

Max Drawdown (1Y)

Largest decline over 1 year

-24.35%

-52.11%

+27.76%

Max Drawdown (3Y)

Largest decline over 3 years

-24.35%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

Current Drawdown

Current decline from peak

-21.96%

-49.45%

+27.49%

Average Drawdown

Average peak-to-trough decline

-6.27%

-16.53%

+10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

29.64%

-21.20%

Volatility

GLDM vs. IBIT - Volatility Comparison

The current volatility for SPDR Gold MiniShares Trust (GLDM) is 7.73%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that GLDM experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLDMIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

12.07%

-4.34%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

34.45%

-10.52%

Volatility (1Y)

Calculated over the trailing 1-year period

27.15%

44.10%

-16.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

50.26%

-32.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

50.26%

-33.28%

GLDM vs. IBIT - Expense Ratio Comparison

GLDM has a 0.10% expense ratio, which is lower than IBIT'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. IBIT - Dividend Comparison

Neither GLDM nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLDM and IBIT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to GLDM (7.73%). In terms of maximum drawdown, GLDM dropped -24.35% vs IBIT's -52.11%.

On 1-year performance, GLDM leads with 22.58% vs -39.67% for IBIT. On fees, GLDM is cheaper at 0.10% per year. On volatility, GLDM has been the lower-risk option at 7.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GLDM has performed better with a 22.58% return vs -39.67%. 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 IBIT.

GLDM and IBIT have nearly identical dividend yields, around 0.00%.

GLDM is categorized as Gold, while IBIT is Cryptocurrency. GLDM tracks LBMA Gold Price PM, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: State Street and iShares. Their fees differ too: 0.10% for GLDM and 0.25% for IBIT.

GLDM currently has the higher Sharpe Ratio (0.90 vs -0.92), 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

Find the right allocation for GLDM and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer