GLTR vs. GOLI
GLTR (abrdn Physical Precious Metals Basket Shares ETF) and GOLI (Defiance Gold Enhanced Options Income ETF) are both exchange-traded funds - GLTR is a Precious Metals fund tracking the ETFS Physical Precious Metals Basket Index, while GOLI is a Derivative Income fund actively managed by Defiance. GLTR is passively managed, while GOLI is actively managed. Over the past year, GLTR returned 25.79% vs 2.36% for GOLI. A 0.80 correlation means they provide meaningful diversification when combined. GLTR charges 0.60%/yr vs 0.99%/yr for GOLI.
Performance
GLTR vs. GOLI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GLTR achieves a -12.60% return, which is significantly lower than GOLI's -10.70% return.
GLTR
- 1D
- -2.77%
- 1M
- -8.33%
- 6M
- -21.90%
- YTD
- -12.60%
- 1Y
- 25.79%
- 3Y*
- 25.77%
- 5Y*
- 12.74%
- 10Y*
- 10.23%
GOLI
- 1D
- -1.71%
- 1M
- -3.41%
- 6M
- -14.24%
- YTD
- -10.70%
- 1Y
- 2.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLTR vs. GOLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLTR abrdn Physical Precious Metals Basket Shares ETF | -12.60% | 59.60% |
GOLI Defiance Gold Enhanced Options Income ETF | -10.70% | 15.16% |
Correlation
The correlation between GLTR and GOLI is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025 | 0.80 |
The correlation between GLTR and GOLI has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GLTR vs. GOLI — Risk / Return Rank
GLTR
GOLI
GLTR vs. GOLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Precious Metals Basket Shares ETF (GLTR) and Defiance Gold Enhanced Options Income ETF (GOLI). 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.
| GLTR | GOLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.05 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.09 | +0.60 |
| Martin ratioReturn relative to average drawdown | 1.54 | 0.29 | +1.25 |
Loading charts...
Drawdowns
GLTR vs. GOLI - Drawdown Comparison
The maximum GLTR drawdown since its inception was -55.70%, which is greater than GOLI's maximum drawdown of -25.88%. Use the drawdown chart below to compare losses from any high point for GLTR and GOLI.
Loading charts...
Drawdown Indicators
| GLTR | GOLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -25.88% | -29.82% |
Max Drawdown (1Y)Largest decline over 1 year | -37.52% | -25.88% | -11.64% |
Max Drawdown (3Y)Largest decline over 3 years | -37.52% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.52% | — | — |
Current DrawdownCurrent decline from peak | -37.00% | -20.59% | -16.41% |
Average DrawdownAverage peak-to-trough decline | -28.85% | -5.11% | -23.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.79% | 8.28% | +8.51% |
Volatility
GLTR vs. GOLI - Volatility Comparison
The current volatility for abrdn Physical Precious Metals Basket Shares ETF (GLTR) is 9.95%, while Defiance Gold Enhanced Options Income ETF (GOLI) has a volatility of 14.48%. This indicates that GLTR experiences smaller price fluctuations and is considered to be less risky than GOLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GLTR | GOLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.95% | 14.48% | -4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 35.53% | 23.37% | +12.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.31% | 25.07% | +14.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.08% | 23.26% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 23.26% | -2.50% |
GLTR vs. GOLI - Expense Ratio Comparison
GLTR has a 0.60% expense ratio, which is lower than GOLI's 0.99% expense ratio.
Dividends
GLTR vs. GOLI - Dividend Comparison
GLTR has not paid dividends to shareholders, while GOLI's dividend yield for the trailing twelve months is around 51.67%.
| Position | TTM | 2025 |
|---|---|---|
GLTR abrdn Physical Precious Metals Basket Shares ETF | 0.00% | 0.00% |
GOLI Defiance Gold Enhanced Options Income ETF | 51.67% | 37.38% |
Frequently Asked Questions
GLTR and GOLI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOLI has higher volatility (14.48%) compared to GLTR (9.95%). In terms of maximum drawdown, GLTR dropped -55.70% vs GOLI's -25.88%.
On 1-year performance, GLTR leads with 25.79% vs 2.36% for GOLI. On fees, GLTR is cheaper at 0.60% per year. On volatility, GLTR has been the lower-risk option at 9.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GLTR has performed better with a 25.79% return vs 2.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GLTR is cheaper with a 0.60% expense ratio, compared with 0.99% for GOLI.
GOLI has the higher dividend yield at 51.67%, compared with 0.00% for GLTR.
GLTR is categorized as Precious Metals, while GOLI is Derivative Income. They also come from different issuers: abrdn and Defiance. Their fees differ too: 0.60% for GLTR and 0.99% for GOLI.
GLTR currently has the higher Sharpe Ratio (0.66 vs 0.09), 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.
Find the right allocation for GLTR and GOLI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer