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GLL vs. RAAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLL vs. RAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Gold (GLL) and VanEck Inflation Allocation ETF (RAAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLL achieves a -4.93% return, which is significantly lower than RAAX's 15.23% return.


GLL

1D
1.30%
1M
14.51%
YTD
-4.93%
6M
0.89%
1Y
-42.21%
3Y*
-40.08%
5Y*
-29.04%
10Y*
-21.56%

RAAX

1D
0.55%
1M
-3.36%
YTD
15.23%
6M
13.95%
1Y
29.98%
3Y*
21.10%
5Y*
13.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLL vs. RAAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLL
ProShares UltraShort Gold
-4.93%-62.81%-33.33%-14.91%-2.12%1.66%-41.47%-26.95%10.81%
RAAX
VanEck Inflation Allocation ETF
15.23%26.74%12.50%6.71%1.51%21.56%-8.27%6.14%-2.41%

Correlation

The correlation between GLL and RAAX is -0.70, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.70

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

-0.62

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

-0.55

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

-0.51

The correlation between GLL and RAAX shifts across timeframes, from -0.70 (1 year) to -0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GLL vs. RAAX — Risk / Return Rank

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

GLL
GLL Risk / Return Rank: 33
Overall Rank
GLL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 33
Sortino Ratio Rank
GLL Omega Ratio Rank: 33
Omega Ratio Rank
GLL Calmar Ratio Rank: 33
Calmar Ratio Rank
GLL Martin Ratio Rank: 44
Martin Ratio Rank

RAAX
RAAX Risk / Return Rank: 7171
Overall Rank
RAAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RAAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
RAAX Omega Ratio Rank: 6767
Omega Ratio Rank
RAAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
RAAX Martin Ratio Rank: 7676
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.

GLL vs. RAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Gold (GLL) and VanEck Inflation Allocation ETF (RAAX). 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.


GLLRAAXDifference
Sharpe ratioReturn per unit of total volatility

-2.89

Sortino ratioReturn per unit of downside risk

-3.93

Omega ratioGain probability vs. loss probability

0.87

1.38

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.65

4.20

-4.85

Martin ratioReturn relative to average drawdown

-0.98

14.15

-15.13

GLL vs. RAAX - Sharpe Ratio Comparison

The current GLL Sharpe Ratio is -0.78, which is lower than the RAAX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of GLL and RAAX, 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

GLL vs. RAAX - Drawdown Comparison

The maximum GLL drawdown since its inception was -99.24%, which is greater than RAAX's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for GLL and RAAX.


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Drawdown Indicators


GLLRAAXDifference

Max Drawdown

Largest peak-to-trough decline

-99.24%

-33.91%

-65.33%

Max Drawdown (1Y)

Largest decline over 1 year

-65.10%

-7.17%

-57.93%

Max Drawdown (3Y)

Largest decline over 3 years

-87.95%

-11.59%

-76.36%

Max Drawdown (5Y)

Largest decline over 5 years

-89.76%

-23.55%

-66.21%

Max Drawdown (10Y)

Largest decline over 10 years

-95.76%

Current Drawdown

Current decline from peak

-98.82%

-5.74%

-93.08%

Average Drawdown

Average peak-to-trough decline

-85.15%

-6.77%

-78.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.00%

2.13%

+40.87%

Volatility

GLL vs. RAAX - Volatility Comparison

ProShares UltraShort Gold (GLL) has a higher volatility of 15.88% compared to VanEck Inflation Allocation ETF (RAAX) at 4.69%. This indicates that GLL's price experiences larger fluctuations and is considered to be riskier than RAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLLRAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.88%

4.69%

+11.19%

Volatility (6M)

Calculated over the trailing 6-month period

46.76%

12.28%

+34.48%

Volatility (1Y)

Calculated over the trailing 1-year period

54.33%

14.28%

+40.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.36%

15.66%

+20.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.42%

15.78%

+16.64%

GLL vs. RAAX - Expense Ratio Comparison

GLL has a 0.95% expense ratio, which is higher than RAAX's 0.78% expense ratio.


Dividends

GLL vs. RAAX - Dividend Comparison

GLL has not paid dividends to shareholders, while RAAX's dividend yield for the trailing twelve months is around 2.03%.


PositionTTM20252024202320222021202020192018
GLL
ProShares UltraShort Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RAAX
VanEck Inflation Allocation ETF
2.03%2.34%1.91%3.66%1.53%8.72%6.27%2.37%0.56%

Frequently Asked Questions


GLL and RAAX have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLL has higher volatility (15.88%) compared to RAAX (4.69%). In terms of maximum drawdown, GLL dropped -99.24% vs RAAX's -33.91%.

On 5-year performance, RAAX leads with 13.22% vs -29.04% for GLL. On fees, RAAX is cheaper at 0.78% per year. On volatility, RAAX has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RAAX has performed better with a 13.22% return vs -29.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RAAX is cheaper with a 0.78% expense ratio, compared with 0.95% for GLL.

RAAX has the higher dividend yield at 2.03%, compared with 0.00% for GLL.

GLL is categorized as Leveraged Commodities, while RAAX is Diversified Portfolio. They also come from different issuers: ProShares and VanEck. Their fees differ too: 0.95% for GLL and 0.78% for RAAX.

RAAX currently has the higher Sharpe Ratio (2.11 vs -0.78), 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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