RTSI vs. GLD
Compare and contrast key facts about RTS Index (RTSI) 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: RTSI or GLD.
Correlation
The correlation between RTSI and GLD is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RTSI vs. GLD - Performance Comparison
Key characteristics
RTSI:
-0.26
GLD:
2.32
RTSI:
-0.20
GLD:
3.02
RTSI:
0.98
GLD:
1.39
RTSI:
-0.11
GLD:
4.41
RTSI:
-0.37
GLD:
11.94
RTSI:
20.38%
GLD:
3.00%
RTSI:
29.06%
GLD:
15.43%
RTSI:
-93.26%
GLD:
-45.56%
RTSI:
-56.98%
GLD:
-0.60%
Returns By Period
In the year-to-date period, RTSI achieves a 19.81% return, which is significantly higher than GLD's 18.29% return. Over the past 10 years, RTSI has underperformed GLD with an annualized return of 0.98%, while GLD has yielded a comparatively higher 9.41% annualized return.
RTSI
19.81%
-6.47%
16.02%
-7.57%
0.39%
0.98%
GLD
18.29%
6.45%
16.67%
34.63%
13.46%
9.41%
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Risk-Adjusted Performance
RTSI vs. GLD — Risk-Adjusted Performance Rank
RTSI
GLD
RTSI vs. GLD - Risk-Adjusted Performance Comparison
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.
Drawdowns
RTSI vs. GLD - Drawdown Comparison
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.
Volatility
RTSI vs. GLD - Volatility Comparison
RTS Index (RTSI) has a higher volatility of 9.11% compared to SPDR Gold Trust (GLD) at 3.41%. 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.