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SMLV vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMLV vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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SMLV vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMLV
SPDR SSGA US Small Cap Low Volatility Index ETF
5.10%5.66%16.77%7.52%-7.69%27.67%-1.55%24.10%-6.62%5.68%
GLD
SPDR Gold Shares
8.57%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Returns By Period

In the year-to-date period, SMLV achieves a 5.10% return, which is significantly lower than GLD's 8.57% return. Over the past 10 years, SMLV has underperformed GLD with an annualized return of 9.50%, while GLD has yielded a comparatively higher 13.92% annualized return.


SMLV

1D
1.29%
1M
-2.65%
YTD
5.10%
6M
7.05%
1Y
14.56%
3Y*
12.30%
5Y*
6.79%
10Y*
9.50%

GLD

1D
3.79%
1M
-11.05%
YTD
8.57%
6M
21.05%
1Y
49.33%
3Y*
32.92%
5Y*
21.58%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMLV vs. GLD - Expense Ratio Comparison

SMLV has a 0.12% expense ratio, which is lower than GLD's 0.40% expense ratio.


Return for Risk

SMLV vs. GLD — Risk / Return Rank

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

SMLV
SMLV Risk / Return Rank: 4747
Overall Rank
SMLV Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SMLV Sortino Ratio Rank: 4646
Sortino Ratio Rank
SMLV Omega Ratio Rank: 4242
Omega Ratio Rank
SMLV Calmar Ratio Rank: 5353
Calmar Ratio Rank
SMLV Martin Ratio Rank: 4848
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 8787
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLD Omega Ratio Rank: 8686
Omega Ratio Rank
GLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLD Martin Ratio Rank: 8787
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.

SMLV vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) 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.


SMLVGLDDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.79

-1.00

Sortino ratio

Return per unit of downside risk

1.21

2.21

-1.00

Omega ratio

Gain probability vs. loss probability

1.16

1.33

-0.17

Calmar ratio

Return relative to maximum drawdown

1.31

2.68

-1.37

Martin ratio

Return relative to average drawdown

4.41

9.90

-5.50

SMLV vs. GLD - Sharpe Ratio Comparison

The current SMLV Sharpe Ratio is 0.78, which is lower than the GLD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SMLV 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.


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Sharpe Ratios by Period


SMLVGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.79

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

1.22

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.88

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.62

-0.10

Correlation

The correlation between SMLV and GLD is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SMLV vs. GLD - Dividend Comparison

SMLV's dividend yield for the trailing twelve months is around 2.52%, while GLD has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SMLV
SPDR SSGA US Small Cap Low Volatility Index ETF
2.52%2.74%2.68%2.68%2.40%2.12%2.47%2.62%3.15%7.92%3.04%2.63%
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%

Drawdowns

SMLV vs. GLD - Drawdown Comparison

The maximum SMLV drawdown since its inception was -42.45%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for SMLV and GLD.


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Drawdown Indicators


SMLVGLDDifference

Max Drawdown

Largest peak-to-trough decline

-42.45%

-45.56%

+3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-19.21%

+8.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-21.03%

+0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-42.45%

-22.00%

-20.45%

Current Drawdown

Current decline from peak

-4.33%

-13.23%

+8.90%

Average Drawdown

Average peak-to-trough decline

-5.52%

-16.17%

+10.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

5.20%

-1.89%

Volatility

SMLV vs. GLD - Volatility Comparison

The current volatility for SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) is 4.80%, while SPDR Gold Shares (GLD) has a volatility of 11.06%. This indicates that SMLV experiences smaller price fluctuations and is considered to be less risky 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


SMLVGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

11.06%

-6.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

24.30%

-13.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

27.80%

-9.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

17.74%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.96%

15.87%

+5.09%