ISBG vs. GLD

Last updated Jul 12, 2026

ISBG (IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF) and GLD (SPDR Gold Shares) are both exchange-traded funds - ISBG is a Cryptocurrency fund actively managed by Quantify Funds, while GLD is a Gold fund tracking the LBMA Gold Price PM. ISBG is actively managed, while GLD is passively managed. A 0.73 correlation means they provide meaningful diversification when combined. ISBG charges 1.14%/yr vs 0.40%/yr for GLD.

Performance

ISBG vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF (ISBG) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ISBG

• 1D: 0.42%
• 1M: -8.58%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GLD

• 1D: -0.31%
• 1M: -2.41%
• 6M: -9.04%
• YTD: -4.87%
• 1Y: 21.95%
• 3Y*: 28.08%
• 5Y*: 17.38%
• 10Y*: 11.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISBG vs. GLD - Yearly Performance Comparison

	2026 (YTD)
ISBG IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF	-49.30%
GLD SPDR Gold Shares	-13.77%

Correlation

The correlation between ISBG and GLD is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 21, 2026	0.73

Return for Risk

ISBG vs. GLD — Risk / Return Rank

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

ISBG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GLD

GLD Risk / Return Rank: 26
GLD Sharpe Ratio Rank: 28
GLD Sortino Ratio Rank: 26
GLD Omega Ratio Rank: 31
GLD Calmar Ratio Rank: 23
GLD Martin Ratio Rank: 22

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.

ISBG vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF (ISBG) and SPDR Gold Shares (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.

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.

	ISBG	GLD	Difference
Sharpe ratio: Return per unit of total volatility	—	0.84	—
Sortino ratio: Return per unit of downside risk	—	1.20	—
Omega ratio: Gain probability vs. loss probability	—	1.17	—
Calmar ratio: Return relative to maximum drawdown	—	0.89	—
Martin ratio: Return relative to average drawdown	—	2.19	—

Drawdowns

ISBG vs. GLD - Drawdown Comparison

The maximum ISBG drawdown since its inception was -59.16%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for ISBG and GLD.

Drawdown Indicators

	ISBG	GLD	Difference
Max Drawdown Largest peak-to-trough decline	-59.16%	-45.56%	-13.60%
Max Drawdown (1Y) Largest decline over 1 year	—	-26.21%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-26.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-26.21%	—
Current Drawdown Current decline from peak	-53.64%	-23.97%	-29.67%
Average Drawdown Average peak-to-trough decline	-29.33%	-16.18%	-13.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	10.56%	—

Volatility

Volatility by Period

	ISBG	GLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.27%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	74.06%	27.78%	+46.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.06%	18.34%	+55.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.06%	16.08%	+57.98%

ISBG vs. GLD - Expense Ratio Comparison

ISBG has a 1.14% expense ratio, which is higher than GLD's 0.40% expense ratio.

Dividends

ISBG vs. GLD - Dividend Comparison

ISBG's dividend yield for the trailing twelve months is around 13.94%, while GLD has not paid dividends to shareholders.

Position	TTM
GLD SPDR Gold Shares	0.00%
ISBG IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF	13.94%

Frequently Asked Questions

Can I hold both ISBG and GLD in my portfolio?

ISBG and GLD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ISBG or GLD?

On fees, GLD is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISBG or GLD?

GLD is cheaper with a 0.40% expense ratio, compared with 1.14% for ISBG.

Which ETF pays a higher dividend yield, ISBG or GLD?

ISBG has the higher dividend yield at 13.94%, compared with 0.00% for GLD.

What is the main difference between ISBG and GLD?

ISBG is categorized as Cryptocurrency, while GLD is Gold. They also come from different issuers: Quantify Funds and State Street. Their fees differ too: 1.14% for ISBG and 0.40% for GLD.