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QUAL vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUAL vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality Factor ETF (QUAL) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUAL achieves a 9.44% return, which is significantly higher than GLDM's -2.40% return.


QUAL

1D
0.47%
1M
2.14%
YTD
9.44%
6M
9.29%
1Y
22.87%
3Y*
19.30%
5Y*
11.97%
10Y*
14.46%

GLDM

1D
0.11%
1M
-9.52%
YTD
-2.40%
6M
-2.09%
1Y
22.58%
3Y*
29.27%
5Y*
17.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUAL vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QUAL
iShares MSCI USA Quality Factor ETF
9.44%12.65%22.29%30.88%-20.50%26.94%17.04%33.89%-7.08%
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between QUAL and GLDM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.16

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.08

The correlation between QUAL and GLDM shifts across timeframes, from 0.08 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QUAL vs. GLDM — Risk / Return Rank

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

QUAL
QUAL Risk / Return Rank: 5959
Overall Rank
QUAL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 6060
Sortino Ratio Rank
QUAL Omega Ratio Rank: 5656
Omega Ratio Rank
QUAL Calmar Ratio Rank: 5353
Calmar Ratio Rank
QUAL Martin Ratio Rank: 6767
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
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.

QUAL vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Factor ETF (QUAL) and SPDR Gold MiniShares Trust (GLDM). 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.


QUALGLDMDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratioReturn relative to maximum drawdown

2.32

1.00

+1.33

Martin ratioReturn relative to average drawdown

10.60

2.87

+7.73

QUAL vs. GLDM - Sharpe Ratio Comparison

The current QUAL Sharpe Ratio is 1.74, which is higher than the GLDM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of QUAL and GLDM, 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

QUAL vs. GLDM - Drawdown Comparison

The maximum QUAL drawdown since its inception was -34.06%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for QUAL and GLDM.


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Drawdown Indicators


QUALGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-34.06%

-24.35%

-9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-24.35%

+15.32%

Max Drawdown (3Y)

Largest decline over 3 years

-18.00%

-24.35%

+6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-24.35%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

Current Drawdown

Current decline from peak

-0.19%

-21.96%

+21.77%

Average Drawdown

Average peak-to-trough decline

-4.10%

-6.27%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

8.44%

-6.45%

Volatility

QUAL vs. GLDM - Volatility Comparison

The current volatility for iShares MSCI USA Quality Factor ETF (QUAL) is 3.63%, while SPDR Gold MiniShares Trust (GLDM) has a volatility of 7.73%. This indicates that QUAL experiences smaller price fluctuations and is considered to be less risky than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUALGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

7.73%

-4.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

23.93%

-14.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

27.15%

-15.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

18.13%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

16.98%

+1.13%

QUAL vs. GLDM - Expense Ratio Comparison

QUAL has a 0.15% expense ratio, which is higher than GLDM's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QUAL vs. GLDM - Dividend Comparison

QUAL's dividend yield for the trailing twelve months is around 0.87%, while GLDM has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUAL
iShares MSCI USA Quality Factor ETF
0.87%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%

Frequently Asked Questions


QUAL and GLDM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDM has higher volatility (7.73%) compared to QUAL (3.63%). In terms of maximum drawdown, QUAL dropped -34.06% vs GLDM's -24.35%.

On 5-year performance, GLDM leads with 17.41% vs 11.97% for QUAL. On fees, GLDM is cheaper at 0.10% per year. On volatility, QUAL has been the lower-risk option at 3.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLDM has performed better with a 17.41% return vs 11.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDM is cheaper with a 0.10% expense ratio, compared with 0.15% for QUAL.

QUAL has the higher dividend yield at 0.87%, compared with 0.00% for GLDM.

QUAL is categorized as Large Cap Blend Equities, while GLDM is Gold. QUAL tracks MSCI USA Sector Neutral Quality Index, while GLDM tracks LBMA Gold Price PM. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for QUAL and 0.10% for GLDM.

QUAL currently has the higher Sharpe Ratio (1.74 vs 0.90), 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 QUAL and GLDM

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