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GLTR vs. OUNZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLTR vs. OUNZ - 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 VanEck Merk Gold Trust (OUNZ). 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 1.47% return, which is significantly lower than OUNZ's 3.01% return. Both investments have delivered pretty close results over the past 10 years, with GLTR having a 13.17% annualized return and OUNZ not far ahead at 13.22%.


GLTR

1D
-1.81%
1M
-1.45%
YTD
1.47%
6M
10.73%
1Y
53.06%
3Y*
32.36%
5Y*
15.32%
10Y*
13.17%

OUNZ

1D
-0.97%
1M
-1.63%
YTD
3.01%
6M
5.51%
1Y
32.21%
3Y*
31.27%
5Y*
18.34%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLTR vs. OUNZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
1.47%87.25%20.63%2.01%-0.25%-9.60%29.52%20.96%-2.85%12.94%
OUNZ
VanEck Merk Gold Trust
3.01%63.95%26.75%12.83%-0.51%-4.00%24.71%18.00%-2.06%12.82%

Correlation

The correlation between GLTR and OUNZ is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.92

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since May 19, 2014

0.90

The correlation between GLTR and OUNZ has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

GLTR vs. OUNZ — Risk / Return Rank

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

GLTR
GLTR Risk / Return Rank: 3636
Overall Rank
GLTR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLTR Omega Ratio Rank: 4444
Omega Ratio Rank
GLTR Calmar Ratio Rank: 3636
Calmar Ratio Rank
GLTR Martin Ratio Rank: 2828
Martin Ratio Rank

OUNZ
OUNZ Risk / Return Rank: 3232
Overall Rank
OUNZ Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
OUNZ Sortino Ratio Rank: 2929
Sortino Ratio Rank
OUNZ Omega Ratio Rank: 3636
Omega Ratio Rank
OUNZ Calmar Ratio Rank: 3333
Calmar Ratio Rank
OUNZ Martin Ratio Rank: 2929
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. OUNZ - 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 VanEck Merk Gold Trust (OUNZ). 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.


GLTROUNZDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

1.80

1.69

+0.10

Martin ratioReturn relative to average drawdown

4.13

4.20

-0.06

GLTR vs. OUNZ - Sharpe Ratio Comparison

The current GLTR Sharpe Ratio is 1.42, which is comparable to the OUNZ Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of GLTR and OUNZ, 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


GLTROUNZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.23

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.03

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.83

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.66

-0.34

Drawdowns

GLTR vs. OUNZ - Drawdown Comparison

The maximum GLTR drawdown since its inception was -55.70%, which is greater than OUNZ's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for GLTR and OUNZ.


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Drawdown Indicators


GLTROUNZDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-21.77%

-33.93%

Max Drawdown (1Y)

Largest decline over 1 year

-29.70%

-19.14%

-10.56%

Max Drawdown (3Y)

Largest decline over 3 years

-29.70%

-19.14%

-10.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

-21.01%

-8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

-21.76%

-7.94%

Current Drawdown

Current decline from peak

-26.86%

-17.65%

-9.21%

Average Drawdown

Average peak-to-trough decline

-28.83%

-7.57%

-21.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.88%

7.69%

+5.19%

Volatility

GLTR vs. OUNZ - Volatility Comparison

Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 9.13% compared to VanEck Merk Gold Trust (OUNZ) at 5.52%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than OUNZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLTROUNZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

5.52%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

35.41%

22.98%

+12.43%

Volatility (1Y)

Calculated over the trailing 1-year period

37.58%

26.40%

+11.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.63%

17.91%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

15.96%

+4.54%

GLTR vs. OUNZ - Expense Ratio Comparison

GLTR has a 0.60% expense ratio, which is higher than OUNZ's 0.25% expense ratio.


Dividends

GLTR vs. OUNZ - Dividend Comparison

Neither GLTR nor OUNZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, GLTR and OUNZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GLTR has higher volatility (9.13%) compared to OUNZ (5.52%). In terms of maximum drawdown, GLTR dropped -55.70% vs OUNZ's -21.77%.

On 10-year performance, OUNZ leads with 13.22% vs 13.17% for GLTR. On fees, OUNZ is cheaper at 0.25% per year. On volatility, OUNZ has been the lower-risk option at 5.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OUNZ has performed better with a 13.22% return vs 13.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OUNZ is cheaper with a 0.25% expense ratio, compared with 0.60% for GLTR.

GLTR and OUNZ have nearly identical dividend yields, around 0.00%.

GLTR tracks ETFS Physical Precious Metals Basket Index, while OUNZ tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Aberdeen and Merk. Their fees differ too: 0.60% for GLTR and 0.25% for OUNZ.

GLTR currently has the higher Sharpe Ratio (1.42 vs 1.23), 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

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