GLL vs. VDC
GLL (ProShares UltraShort Gold) and VDC (Vanguard Consumer Staples ETF) are both exchange-traded funds - GLL is a Leveraged Commodities fund tracking the Bloomberg Gold (-200%), while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. Over the past 10 years, GLL returned -22.08%/yr vs 8.03%/yr for VDC. At a correlation of -0.05, they often move in opposite directions. GLL charges 0.95%/yr vs 0.09%/yr for VDC.
Performance
GLL vs. VDC - Performance Comparison
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Returns By Period
In the year-to-date period, GLL achieves a -5.47% return, which is significantly lower than VDC's 10.55% return. Over the past 10 years, GLL has underperformed VDC with an annualized return of -22.08%, while VDC has yielded a comparatively higher 8.03% annualized return.
GLL
- 1D
- 0.00%
- 1M
- 21.41%
- YTD
- -5.47%
- 6M
- -6.08%
- 1Y
- -40.15%
- 3Y*
- -39.64%
- 5Y*
- -27.61%
- 10Y*
- -22.08%
VDC
- 1D
- 0.65%
- 1M
- 0.43%
- YTD
- 10.55%
- 6M
- 8.59%
- 1Y
- 8.56%
- 3Y*
- 9.05%
- 5Y*
- 7.16%
- 10Y*
- 8.03%
GLL vs. VDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLL ProShares UltraShort Gold | -5.47% | -62.81% | -33.33% | -14.91% | -2.12% | 1.66% | -41.47% | -26.95% | 5.39% | -23.67% |
VDC Vanguard Consumer Staples ETF | 10.55% | 2.17% | 13.30% | 2.38% | -1.79% | 17.64% | 10.86% | 26.11% | -7.79% | 11.85% |
Correlation
The correlation between GLL and VDC is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2008 | -0.05 |
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Return for Risk
GLL vs. VDC — Risk / Return Rank
GLL
VDC
GLL vs. VDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Gold (GLL) and Vanguard Consumer Staples ETF (VDC). 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.
| GLL | VDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.11 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 0.79 | -1.43 |
| Martin ratioReturn relative to average drawdown | -0.98 | 1.60 | -2.58 |
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Drawdowns
GLL vs. VDC - Drawdown Comparison
The maximum GLL drawdown since its inception was -99.24%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for GLL and VDC.
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Drawdown Indicators
| GLL | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.24% | -34.24% | -65.00% |
Max Drawdown (1Y)Largest decline over 1 year | -65.10% | -9.28% | -55.82% |
Max Drawdown (3Y)Largest decline over 3 years | -87.95% | -11.78% | -76.17% |
Max Drawdown (5Y)Largest decline over 5 years | -89.76% | -16.55% | -73.21% |
Max Drawdown (10Y)Largest decline over 10 years | -95.76% | -25.31% | -70.45% |
Current DrawdownCurrent decline from peak | -98.83% | -4.37% | -94.46% |
Average DrawdownAverage peak-to-trough decline | -85.13% | -3.73% | -81.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.47% | 4.57% | +37.90% |
Volatility
GLL vs. VDC - Volatility Comparison
ProShares UltraShort Gold (GLL) has a higher volatility of 15.23% compared to Vanguard Consumer Staples ETF (VDC) at 4.62%. This indicates that GLL's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLL | VDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.23% | 4.62% | +10.61% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 10.02% | +36.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.94% | 12.57% | +41.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.34% | 13.17% | +23.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.38% | 14.66% | +17.72% |
GLL vs. VDC - Expense Ratio Comparison
GLL has a 0.95% expense ratio, which is higher than VDC's 0.09% expense ratio.
Dividends
GLL vs. VDC - Dividend Comparison
GLL has not paid dividends to shareholders, while VDC's dividend yield for the trailing twelve months is around 2.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLL ProShares UltraShort Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.08% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
Frequently Asked Questions
GLL and VDC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLL has higher volatility (15.23%) compared to VDC (4.62%). In terms of maximum drawdown, GLL dropped -99.24% vs VDC's -34.24%.
On 10-year performance, VDC leads with 8.03% vs -22.08% for GLL. On fees, VDC is cheaper at 0.09% per year. On volatility, VDC has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VDC has performed better with a 8.03% return vs -22.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDC is cheaper with a 0.09% expense ratio, compared with 0.95% for GLL.
VDC has the higher dividend yield at 2.08%, compared with 0.00% for GLL.
GLL is categorized as Leveraged Commodities, while VDC is Consumer Staples Equities. GLL tracks Bloomberg Gold (-200%), while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: ProShares and Vanguard. Their fees differ too: 0.95% for GLL and 0.09% for VDC.
VDC currently has the higher Sharpe Ratio (0.58 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.
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