PHYS.TO vs. GLD
Compare and contrast key facts about Sprott Physical Gold Trust (PHYS.TO) and SPDR Gold Trust (GLD).
GLD is a passively managed fund by State Street that tracks the performance of the Gold Bullion. It was launched on Nov 18, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHYS.TO or GLD.
Correlation
The correlation between PHYS.TO and GLD is 0.87, 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.
Performance
PHYS.TO vs. GLD - Performance Comparison
Key characteristics
PHYS.TO:
2.61
GLD:
1.69
PHYS.TO:
3.26
GLD:
2.27
PHYS.TO:
1.46
GLD:
1.30
PHYS.TO:
4.38
GLD:
3.12
PHYS.TO:
13.62
GLD:
8.79
PHYS.TO:
2.67%
GLD:
2.88%
PHYS.TO:
13.93%
GLD:
15.02%
PHYS.TO:
-27.08%
GLD:
-45.56%
PHYS.TO:
-3.69%
GLD:
-6.25%
Returns By Period
In the year-to-date period, PHYS.TO achieves a 37.55% return, which is significantly higher than GLD's 26.28% return.
PHYS.TO
37.55%
2.00%
17.35%
37.03%
12.86%
N/A
GLD
26.28%
-0.86%
12.27%
26.08%
11.16%
7.69%
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Risk-Adjusted Performance
PHYS.TO vs. GLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS.TO) 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.
Dividends
PHYS.TO vs. GLD - Dividend Comparison
Neither PHYS.TO nor GLD has paid dividends to shareholders.
Drawdowns
PHYS.TO vs. GLD - Drawdown Comparison
The maximum PHYS.TO drawdown since its inception was -27.08%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for PHYS.TO and GLD. For additional features, visit the drawdowns tool.
Volatility
PHYS.TO vs. GLD - Volatility Comparison
Sprott Physical Gold Trust (PHYS.TO) and SPDR Gold Trust (GLD) have volatilities of 4.08% and 4.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.