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PWB vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PWB vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Large Cap Growth ETF (PWB) 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, PWB achieves a 30.14% return, which is significantly higher than GLD's 0.06% return. Over the past 10 years, PWB has outperformed GLD with an annualized return of 18.77%, while GLD has yielded a comparatively lower 12.33% annualized return.


PWB

1D
3.30%
1M
7.93%
YTD
30.14%
6M
31.70%
1Y
48.14%
3Y*
33.67%
5Y*
18.60%
10Y*
18.77%

GLD

1D
2.59%
1M
-4.97%
YTD
0.06%
6M
0.19%
1Y
25.38%
3Y*
29.73%
5Y*
18.31%
10Y*
12.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWB vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWB
Invesco Dynamic Large Cap Growth ETF
30.14%24.94%31.04%30.61%-25.81%19.58%31.89%24.68%0.88%30.71%
GLD
SPDR Gold Shares
0.06%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between PWB and GLD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.15

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

0.11

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

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2005

0.07

The correlation between PWB and GLD shifts across timeframes, from 0.07 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PWB vs. GLD — Risk / Return Rank

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

PWB
PWB Risk / Return Rank: 8181
Overall Rank
PWB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PWB Sortino Ratio Rank: 7777
Sortino Ratio Rank
PWB Omega Ratio Rank: 7777
Omega Ratio Rank
PWB Calmar Ratio Rank: 8282
Calmar Ratio Rank
PWB Martin Ratio Rank: 8787
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2727
Overall Rank
GLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2626
Sortino Ratio Rank
GLD Omega Ratio Rank: 3131
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
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.

PWB vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Large Cap Growth ETF (PWB) 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.


PWBGLDDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.41

1.19

+0.22

Calmar ratioReturn relative to maximum drawdown

4.00

1.04

+2.95

Martin ratioReturn relative to average drawdown

16.69

2.97

+13.72

PWB vs. GLD - Sharpe Ratio Comparison

The current PWB Sharpe Ratio is 2.42, which is higher than the GLD Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PWB 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

PWB vs. GLD - Drawdown Comparison

The maximum PWB drawdown since its inception was -52.58%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for PWB and GLD.


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Drawdown Indicators


PWBGLDDifference

Max Drawdown

Largest peak-to-trough decline

-52.58%

-45.56%

-7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-24.46%

+12.35%

Max Drawdown (3Y)

Largest decline over 3 years

-22.10%

-24.46%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

-24.46%

-6.95%

Max Drawdown (10Y)

Largest decline over 10 years

-32.36%

-24.46%

-7.90%

Current Drawdown

Current decline from peak

0.00%

-20.03%

+20.03%

Average Drawdown

Average peak-to-trough decline

-8.23%

-16.16%

+7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

8.59%

-5.70%

Volatility

PWB vs. GLD - Volatility Comparison

Invesco Dynamic Large Cap Growth ETF (PWB) has a higher volatility of 9.23% compared to SPDR Gold Shares (GLD) at 8.37%. This indicates that PWB's price experiences larger fluctuations and is considered to be riskier 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


PWBGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

8.37%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.98%

24.21%

-7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

27.49%

-7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.28%

18.26%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

16.10%

+4.76%

PWB vs. GLD - Expense Ratio Comparison

PWB has a 0.56% expense ratio, which is higher than GLD's 0.40% expense ratio.


Dividends

PWB vs. GLD - Dividend Comparison

Neither PWB nor GLD has 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%
PWB
Invesco Dynamic Large Cap Growth ETF
0.00%0.00%0.08%0.37%0.31%0.04%0.21%0.58%0.97%0.54%0.82%0.67%

Frequently Asked Questions


PWB and GLD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWB has higher volatility (9.23%) compared to GLD (8.37%). In terms of maximum drawdown, PWB dropped -52.58% vs GLD's -45.56%.

On 10-year performance, PWB leads with 18.77% vs 12.33% for GLD. On fees, GLD is cheaper at 0.40% per year. On volatility, GLD has been the lower-risk option at 8.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PWB has performed better with a 18.77% return vs 12.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLD is cheaper with a 0.40% expense ratio, compared with 0.56% for PWB.

PWB and GLD have nearly identical dividend yields, around 0.00%.

PWB is categorized as Large Cap Growth Equities, while GLD is Gold. PWB tracks Dynamic Large Cap Growth Intellidex Index, while GLD tracks LBMA Gold Price PM. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.56% for PWB and 0.40% for GLD.

PWB currently has the higher Sharpe Ratio (2.42 vs 0.93), 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 PWB and GLD

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