RTSI vs. GLD

In the year-to-date period, RTSI achieves a 26.43% return, which is significantly higher than GLD's 23.09% return. Over the past 10 years, RTSI has underperformed GLD with an annualized return of 0.72%, while GLD has yielded a comparatively higher 9.93% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for RTS Index (RTSI) 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.

The current RTSI Sharpe Ratio is -0.21, which is lower than the GLD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of RTSI and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum RTSI drawdown since its inception was -93.26%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for RTSI and GLD. For additional features, visit the drawdowns tool.

RTS Index (RTSI) has a higher volatility of 9.27% compared to SPDR Gold Trust (GLD) at 8.55%. This indicates that RTSI'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.