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GLTR vs. GARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLTR vs. GARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Precious Metals Basket Shares ETF (GLTR) and iShares MSCI USA Quality GARP ETF (GARP). 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 -4.66% return, which is significantly lower than GARP's 16.96% return.


GLTR

1D
0.30%
1M
-9.08%
YTD
-4.66%
6M
0.76%
1Y
38.86%
3Y*
29.97%
5Y*
14.04%
10Y*
12.08%

GARP

1D
0.21%
1M
3.69%
YTD
16.96%
6M
17.70%
1Y
38.39%
3Y*
31.05%
5Y*
18.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLTR vs. GARP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GLTR
abrdn Physical Precious Metals Basket Shares ETF
-4.66%87.25%20.63%2.01%-0.25%-9.60%24.58%
GARP
iShares MSCI USA Quality GARP ETF
16.96%21.49%37.42%42.86%-26.75%27.99%26.51%

Correlation

The correlation between GLTR and GARP is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.20

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2020

0.20

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Return for Risk

GLTR vs. GARP — Risk / Return Rank

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

GLTR
GLTR Risk / Return Rank: 3030
Overall Rank
GLTR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLTR Omega Ratio Rank: 3838
Omega Ratio Rank
GLTR Calmar Ratio Rank: 2727
Calmar Ratio Rank
GLTR Martin Ratio Rank: 2525
Martin Ratio Rank

GARP
GARP Risk / Return Rank: 6464
Overall Rank
GARP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GARP Sortino Ratio Rank: 6363
Sortino Ratio Rank
GARP Omega Ratio Rank: 6363
Omega Ratio Rank
GARP Calmar Ratio Rank: 6161
Calmar Ratio Rank
GARP Martin Ratio Rank: 6565
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. GARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Precious Metals Basket Shares ETF (GLTR) and iShares MSCI USA Quality GARP ETF (GARP). 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.


GLTRGARPDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.22

1.33

-0.11

Calmar ratioReturn relative to maximum drawdown

1.17

2.65

-1.48

Martin ratioReturn relative to average drawdown

2.88

10.37

-7.49

GLTR vs. GARP - Sharpe Ratio Comparison

The current GLTR Sharpe Ratio is 1.04, which is lower than the GARP Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of GLTR and GARP, 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

GLTR vs. GARP - Drawdown Comparison

The maximum GLTR drawdown since its inception was -55.70%, which is greater than GARP's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for GLTR and GARP.


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Drawdown Indicators


GLTRGARPDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-31.34%

-24.36%

Max Drawdown (1Y)

Largest decline over 1 year

-34.09%

-13.69%

-20.40%

Max Drawdown (3Y)

Largest decline over 3 years

-34.09%

-23.73%

-10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-34.09%

-30.61%

-3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.09%

Current Drawdown

Current decline from peak

-31.27%

-4.27%

-27.00%

Average Drawdown

Average peak-to-trough decline

-28.82%

-7.35%

-21.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.86%

3.49%

+10.37%

Volatility

GLTR vs. GARP - Volatility Comparison

abrdn Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 10.43% compared to iShares MSCI USA Quality GARP ETF (GARP) at 7.61%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than GARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTRGARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.43%

7.61%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

36.24%

15.12%

+21.12%

Volatility (1Y)

Calculated over the trailing 1-year period

38.40%

18.79%

+19.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.87%

22.11%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

23.95%

-3.31%

GLTR vs. GARP - Expense Ratio Comparison

GLTR has a 0.60% expense ratio, which is higher than GARP's 0.15% expense ratio.


Dividends

GLTR vs. GARP - Dividend Comparison

GLTR has not paid dividends to shareholders, while GARP's dividend yield for the trailing twelve months is around 0.26%.


PositionTTM202520242023202220212020
GARP
iShares MSCI USA Quality GARP ETF
0.26%0.31%0.38%0.75%1.85%0.67%0.75%
GLTR
abrdn Physical Precious Metals Basket Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLTR and GARP have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLTR has higher volatility (10.43%) compared to GARP (7.61%). In terms of maximum drawdown, GLTR dropped -55.70% vs GARP's -31.34%.

On 5-year performance, GARP leads with 18.96% vs 14.04% for GLTR. On fees, GARP is cheaper at 0.15% per year. On volatility, GARP has been the lower-risk option at 7.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GARP has performed better with a 18.96% return vs 14.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GARP is cheaper with a 0.15% expense ratio, compared with 0.60% for GLTR.

GARP has the higher dividend yield at 0.26%, compared with 0.00% for GLTR.

GLTR is categorized as Precious Metals, while GARP is Large Cap Growth Equities. GLTR tracks ETFS Physical Precious Metals Basket Index, while GARP tracks MSCI USA Quality GARP Select Index. They also come from different issuers: abrdn and iShares. Their fees differ too: 0.60% for GLTR and 0.15% for GARP.

GARP currently has the higher Sharpe Ratio (1.93 vs 1.04), 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

Find the right allocation for GLTR and GARP

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