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GLDM vs. UGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDM vs. UGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) and ProShares Ultra Gold (UGL). 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 0.06% return, which is significantly higher than UGL's -7.82% return.


GLDM

1D
-3.67%
1M
-8.00%
YTD
0.06%
6M
2.68%
1Y
28.49%
3Y*
29.91%
5Y*
17.81%
10Y*

UGL

1D
-7.30%
1M
-16.13%
YTD
-7.82%
6M
-3.83%
1Y
42.59%
3Y*
49.47%
5Y*
25.50%
10Y*
17.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDM vs. UGL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
0.06%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.84%
UGL
ProShares Ultra Gold
-7.82%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%1.14%

Correlation

The correlation between GLDM and UGL is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

0.99

The correlation between GLDM and UGL has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

GLDM vs. UGL — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 3030
Overall Rank
GLDM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2828
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3333
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3030
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2727
Martin Ratio Rank

UGL
UGL Risk / Return Rank: 2424
Overall Rank
UGL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2424
Sortino Ratio Rank
UGL Omega Ratio Rank: 2828
Omega Ratio Rank
UGL Calmar Ratio Rank: 2323
Calmar Ratio Rank
UGL Martin Ratio Rank: 2121
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. UGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) and ProShares Ultra Gold (UGL). 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.


GLDMUGLDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

1.43

1.06

+0.37

Martin ratioReturn relative to average drawdown

3.63

2.56

+1.08

GLDM vs. UGL - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 1.07, which is higher than the UGL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of GLDM and UGL, 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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Sharpe Ratios by Period


GLDMUGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.80

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.70

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.38

+0.61

Drawdowns

GLDM vs. UGL - Drawdown Comparison

The maximum GLDM drawdown since its inception was -21.63%, smaller than the maximum UGL drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for GLDM and UGL.


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Drawdown Indicators


GLDMUGLDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-75.93%

+54.30%

Max Drawdown (1Y)

Largest decline over 1 year

-20.00%

-40.22%

+20.22%

Max Drawdown (3Y)

Largest decline over 3 years

-20.00%

-40.22%

+20.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-40.23%

+19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

Current Drawdown

Current decline from peak

-20.00%

-40.22%

+20.22%

Average Drawdown

Average peak-to-trough decline

-6.23%

-43.63%

+37.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.86%

16.70%

-8.84%

Volatility

GLDM vs. UGL - Volatility Comparison

The current volatility for SPDR Gold MiniShares Trust (GLDM) is 5.65%, while ProShares Ultra Gold (UGL) has a volatility of 11.42%. This indicates that GLDM experiences smaller price fluctuations and is considered to be less risky than UGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDMUGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

11.42%

-5.77%

Volatility (6M)

Calculated over the trailing 6-month period

23.31%

47.43%

-24.12%

Volatility (1Y)

Calculated over the trailing 1-year period

26.65%

53.42%

-26.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

36.32%

-18.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

32.42%

-15.52%

GLDM vs. UGL - Expense Ratio Comparison

GLDM has a 0.10% expense ratio, which is lower than UGL's 0.95% expense ratio.


Dividends

GLDM vs. UGL - Dividend Comparison

Neither GLDM nor UGL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, GLDM and UGL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UGL has higher volatility (11.42%) compared to GLDM (5.65%). In terms of maximum drawdown, GLDM dropped -21.63% vs UGL's -75.93%.

On 5-year performance, UGL leads with 25.50% vs 17.81% for GLDM. On fees, GLDM is cheaper at 0.10% per year. On volatility, GLDM has been the lower-risk option at 5.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGL has performed better with a 25.50% return vs 17.81%. 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 0.95% for UGL.

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

GLDM is categorized as Gold, while UGL is Leveraged Commodities. GLDM tracks LBMA Gold Price PM, while UGL tracks Bloomberg Gold Subindex (200%). They also come from different issuers: State Street and ProShares. Their fees differ too: 0.10% for GLDM and 0.95% for UGL.

GLDM currently has the higher Sharpe Ratio (1.07 vs 0.80), 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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