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GLDM vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

GLDM vs. USD=X - Performance Comparison

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

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Returns By Period


GLDM

1D
0.11%
1M
-10.20%
YTD
-2.40%
6M
-2.09%
1Y
24.17%
3Y*
29.27%
5Y*
17.41%
10Y*

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDM vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

GLDM vs. USD=X — 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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) and USD Cash (USD=X). 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.


GLDMUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.00

Martin ratioReturn relative to average drawdown

2.87

GLDM vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

GLDM vs. USD=X - Drawdown Comparison

The maximum GLDM drawdown since its inception was -24.35%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GLDM and USD=X.


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Drawdown Indicators


GLDMUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

0.00%

-24.35%

Max Drawdown (1Y)

Largest decline over 1 year

-24.35%

0.00%

-24.35%

Max Drawdown (3Y)

Largest decline over 3 years

-24.35%

0.00%

-24.35%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

0.00%

-24.35%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-21.96%

0.00%

-21.96%

Average Drawdown

Average peak-to-trough decline

-6.27%

0.00%

-6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

0.00%

+8.44%

Volatility

GLDM vs. USD=X - Volatility Comparison

SPDR Gold MiniShares Trust (GLDM) has a higher volatility of 7.73% compared to USD Cash (USD=X) at 0.00%. This indicates that GLDM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDMUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

0.00%

+7.73%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

0.00%

+23.93%

Volatility (1Y)

Calculated over the trailing 1-year period

27.15%

0.00%

+27.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

0.00%

+18.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

0.00%

+16.98%

Frequently Asked Questions


GLDM has higher volatility (7.73%) compared to USD=X (0.00%). In terms of maximum drawdown, GLDM dropped -24.35% vs USD=X's 0.00%.

Portfolio Optimizer

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