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GLTR vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLTR and GLD is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

GLTR vs. GLD - 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 SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
44.58%
84.43%
GLTR
GLD

Key characteristics

Sharpe Ratio

GLTR:

1.13

GLD:

1.82

Sortino Ratio

GLTR:

1.61

GLD:

2.43

Omega Ratio

GLTR:

1.20

GLD:

1.32

Calmar Ratio

GLTR:

0.80

GLD:

3.37

Martin Ratio

GLTR:

5.10

GLD:

9.81

Ulcer Index

GLTR:

4.16%

GLD:

2.79%

Daily Std Dev

GLTR:

18.81%

GLD:

15.00%

Max Drawdown

GLTR:

-55.70%

GLD:

-45.56%

Current Drawdown

GLTR:

-10.11%

GLD:

-7.08%

Returns By Period

In the year-to-date period, GLTR achieves a 20.25% return, which is significantly lower than GLD's 25.16% return. Over the past 10 years, GLTR has underperformed GLD with an annualized return of 5.95%, while GLD has yielded a comparatively higher 7.64% annualized return.


GLTR

YTD

20.25%

1M

-2.75%

6M

6.36%

1Y

19.92%

5Y*

8.23%

10Y*

5.95%

GLD

YTD

25.16%

1M

-0.76%

6M

11.04%

1Y

26.51%

5Y*

11.43%

10Y*

7.64%

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GLTR vs. GLD - Expense Ratio Comparison

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


GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
Expense ratio chart for GLTR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

GLTR vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and SPDR Gold Trust (GLD). 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.


Sharpe ratio
The chart of Sharpe ratio for GLTR, currently valued at 1.13, compared to the broader market0.002.004.001.131.82
The chart of Sortino ratio for GLTR, currently valued at 1.61, compared to the broader market-2.000.002.004.006.008.0010.001.612.43
The chart of Omega ratio for GLTR, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.32
The chart of Calmar ratio for GLTR, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.803.37
The chart of Martin ratio for GLTR, currently valued at 5.10, compared to the broader market0.0020.0040.0060.0080.00100.005.109.81
GLTR
GLD

The current GLTR Sharpe Ratio is 1.13, which is lower than the GLD Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of GLTR and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.13
1.82
GLTR
GLD

Dividends

GLTR vs. GLD - Dividend Comparison

Neither GLTR nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLTR vs. GLD - Drawdown Comparison

The maximum GLTR drawdown since its inception was -55.70%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for GLTR and GLD. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.11%
-7.08%
GLTR
GLD

Volatility

GLTR vs. GLD - Volatility Comparison

Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 5.57% compared to SPDR Gold Trust (GLD) at 5.21%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.57%
5.21%
GLTR
GLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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