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MDY vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDY vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P MidCap 400 ETF (MDY) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDY achieves a 14.41% return, which is significantly higher than GLD's -4.79% return. Both investments have delivered pretty close results over the past 10 years, with MDY having a 11.40% annualized return and GLD not far ahead at 11.59%.


MDY

1D
-1.01%
1M
2.67%
YTD
14.41%
6M
12.36%
1Y
24.68%
3Y*
15.79%
5Y*
8.21%
10Y*
11.40%

GLD

1D
-1.89%
1M
-8.82%
YTD
-4.79%
6M
-8.78%
1Y
21.29%
3Y*
28.41%
5Y*
17.84%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDY vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDY
SPDR S&P MidCap 400 ETF
14.41%7.19%13.64%16.07%-13.28%24.53%13.50%25.78%-11.29%15.93%
GLD
SPDR Gold Shares
-4.79%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between MDY and GLD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.19

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

0.14

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2004

0.08

The correlation between MDY and GLD shifts across timeframes, from 0.06 (10 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MDY vs. GLD — Risk / Return Rank

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

MDY
MDY Risk / Return Rank: 5252
Overall Rank
MDY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MDY Sortino Ratio Rank: 4848
Sortino Ratio Rank
MDY Omega Ratio Rank: 4444
Omega Ratio Rank
MDY Calmar Ratio Rank: 5959
Calmar Ratio Rank
MDY Martin Ratio Rank: 6060
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2222
Overall Rank
GLD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2121
Sortino Ratio Rank
GLD Omega Ratio Rank: 2424
Omega Ratio Rank
GLD Calmar Ratio Rank: 2020
Calmar Ratio Rank
GLD Martin Ratio Rank: 2020
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.

MDY vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P MidCap 400 ETF (MDY) 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.


MDYGLDDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratioReturn relative to maximum drawdown

2.81

0.87

+1.94

Martin ratioReturn relative to average drawdown

10.23

2.35

+7.88

MDY vs. GLD - Sharpe Ratio Comparison

The current MDY Sharpe Ratio is 1.57, which is higher than the GLD Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of MDY and GLD, 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

MDY vs. GLD - Drawdown Comparison

The maximum MDY drawdown since its inception was -55.33%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for MDY and GLD.


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Drawdown Indicators


MDYGLDDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

-45.56%

-9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-24.46%

+15.64%

Max Drawdown (3Y)

Largest decline over 3 years

-24.03%

-24.46%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

-24.46%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-42.22%

-24.46%

-17.76%

Current Drawdown

Current decline from peak

-1.13%

-23.91%

+22.78%

Average Drawdown

Average peak-to-trough decline

-7.02%

-16.17%

+9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

9.10%

-6.68%

Volatility

MDY vs. GLD - Volatility Comparison

The current volatility for SPDR S&P MidCap 400 ETF (MDY) is 4.69%, while SPDR Gold Shares (GLD) has a volatility of 8.18%. This indicates that MDY experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDYGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

8.18%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

24.38%

-12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

27.57%

-11.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.78%

18.24%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

16.04%

+5.14%

MDY vs. GLD - Expense Ratio Comparison

MDY has a 0.23% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

MDY vs. GLD - Dividend Comparison

MDY's dividend yield for the trailing twelve months is around 1.02%, while GLD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDY
SPDR S&P MidCap 400 ETF
1.02%1.15%1.18%1.21%1.37%0.96%1.12%1.34%1.39%1.18%1.31%1.35%

Frequently Asked Questions


MDY and GLD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLD has higher volatility (8.18%) compared to MDY (4.69%). In terms of maximum drawdown, MDY dropped -55.33% vs GLD's -45.56%.

On 10-year performance, GLD leads with 11.59% vs 11.40% for MDY. On fees, MDY is cheaper at 0.23% per year. On volatility, MDY has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GLD has performed better with a 11.59% return vs 11.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MDY is cheaper with a 0.23% expense ratio, compared with 0.40% for GLD.

MDY has the higher dividend yield at 1.02%, compared with 0.00% for GLD.

MDY is categorized as Mid Cap Blend Equities, while GLD is Gold. MDY tracks S&P MidCap 400 Index, while GLD tracks LBMA Gold Price PM. Their fees differ too: 0.23% for MDY and 0.40% for GLD.

MDY currently has the higher Sharpe Ratio (1.57 vs 0.78), 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 MDY and GLD

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