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GLTR vs. EFG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GLTR vs. EFG

Last updated Jun 9, 2026

GLTR (Aberdeen Standard Physical Precious Metals Basket Shares ETF) and EFG (iShares MSCI EAFE Growth ETF) are both exchange-traded funds - GLTR is a Precious Metals fund tracking the ETFS Physical Precious Metals Basket Index, while EFG is a Foreign Large Cap Equities fund tracking the MSCI EAFE Growth Index. Both are passively managed. Over the past 10 years, GLTR returned 12.31%/yr vs 8.09%/yr for EFG. At a 0.27 correlation, their price movements are largely independent. GLTR charges 0.60%/yr vs 0.40%/yr for EFG.

Performance

GLTR vs. EFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and iShares MSCI EAFE Growth ETF (EFG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLTR achieves a -3.01% return, which is significantly lower than EFG's 6.44% return. Over the past 10 years, GLTR has outperformed EFG with an annualized return of 12.31%, while EFG has yielded a comparatively lower 8.09% annualized return.

GLTR

1D
0.02%
1M
-11.67%
YTD
-3.01%
6M
6.38%
1Y
45.14%
3Y*
30.24%
5Y*
14.39%
10Y*
12.31%

EFG

1D
1.13%
1M
-1.06%
YTD
6.44%
6M
7.52%
1Y
11.82%
3Y*
10.54%
5Y*
3.87%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLTR vs. EFG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF		-3.01%87.25%20.63%2.01%-0.25%-9.60%29.52%20.96%-2.85%12.94%
EFG
iShares MSCI EAFE Growth ETF		6.44%20.70%1.53%17.55%-23.12%11.01%17.85%27.47%-12.93%28.86%

Correlation

The correlation between GLTR and EFG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.38

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

0.37

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

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2010

0.27

The correlation between GLTR and EFG shifts across timeframes, from 0.27 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Aberdeen Standard Physical Precious Metals Basket Shares ETF

iShares MSCI EAFE Growth ETF

Often compared with GLTR:
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Often compared with EFG:
EFG vs. EFAEFG vs. SPYEFG vs. VIGIEFG vs. IDMOEFG vs. JIGEFG vs. IXUSEFG vs. VUG

Return for Risk

GLTR vs. EFG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GLTR
GLTR Risk / Return Rank: 3434
Overall Rank
GLTR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLTR Omega Ratio Rank: 4343
Omega Ratio Rank
GLTR Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLTR Martin Ratio Rank: 2727
Martin Ratio Rank
EFG
EFG Risk / Return Rank: 2323
Overall Rank
EFG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EFG Sortino Ratio Rank: 2222
Sortino Ratio Rank
EFG Omega Ratio Rank: 2121
Omega Ratio Rank
EFG Calmar Ratio Rank: 2222
Calmar Ratio Rank
EFG Martin Ratio Rank: 2727
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.

GLTR vs. EFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and iShares MSCI EAFE Growth ETF (EFG). 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.

GLTREFGDifference
Sharpe ratioReturn per unit of total volatility
1.19
0.68

+0.51

Sortino ratioReturn per unit of downside risk
1.52
1.07

+0.45

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

1.51

0.93

+0.58

Martin ratioReturn relative to average drawdown

3.41

3.41

0.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLTR vs. EFG - Sharpe Ratio Comparison

The current GLTR Sharpe Ratio is 1.19, which is higher than the EFG Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of GLTR and EFG, 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

GLTREFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.68

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.21

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.46

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.29

+0.02

Drawdowns

GLTR vs. EFG - Drawdown Comparison

The maximum GLTR drawdown since its inception was -55.70%, roughly equal to the maximum EFG drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for GLTR and EFG.

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Drawdown Indicators

GLTREFGDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-58.40%

+2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-30.10%

-12.78%

-17.32%

Max Drawdown (3Y)

Largest decline over 3 years

-30.10%

-16.87%

-13.23%

Max Drawdown (5Y)

Largest decline over 5 years

-30.10%

-35.78%

+5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-30.10%

-35.78%

+5.68%

Current Drawdown

Current decline from peak

-30.08%

-2.28%

-27.80%

Average Drawdown

Average peak-to-trough decline

-28.83%

-12.15%

-16.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.25%

3.47%

+9.78%

Volatility

GLTR vs. EFG - Volatility Comparison

Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 9.50% compared to iShares MSCI EAFE Growth ETF (EFG) at 5.78%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than EFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GLTREFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

5.78%

+3.72%

Volatility (6M)

Calculated over the trailing 6-month period

35.83%

14.82%

+21.01%

Volatility (1Y)

Calculated over the trailing 1-year period

38.04%

17.48%

+20.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.75%

18.18%

+5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

17.73%

+2.84%

GLTR vs. EFG - Expense Ratio Comparison

GLTR has a 0.60% expense ratio, which is higher than EFG's 0.40% expense ratio.

Dividends

GLTR vs. EFG - Dividend Comparison

GLTR has not paid dividends to shareholders, while EFG's dividend yield for the trailing twelve months is around 2.37%.

PositionTTM20252024202320222021202020192018201720162015
EFG
iShares MSCI EAFE Growth ETF		2.37%2.53%1.64%1.63%1.27%1.54%0.85%1.69%1.98%1.56%2.20%1.75%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

GLTR and EFG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLTR has higher volatility (9.50%) compared to EFG (5.78%). In terms of maximum drawdown, GLTR dropped -55.70% vs EFG's -58.40%.

On 10-year performance, GLTR leads with 12.31% vs 8.09% for EFG. On fees, EFG is cheaper at 0.40% per year. On volatility, EFG has been the lower-risk option at 5.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GLTR has performed better with a 12.31% return vs 8.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFG is cheaper with a 0.40% expense ratio, compared with 0.60% for GLTR.

EFG has the higher dividend yield at 2.37%, compared with 0.00% for GLTR.

GLTR is categorized as Precious Metals, while EFG is Foreign Large Cap Equities. GLTR tracks ETFS Physical Precious Metals Basket Index, while EFG tracks MSCI EAFE Growth Index. They also come from different issuers: Aberdeen and iShares. Their fees differ too: 0.60% for GLTR and 0.40% for EFG.

GLTR currently has the higher Sharpe Ratio (1.19 vs 0.68), 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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