SPY vs. GLD

In the year-to-date period, SPY achieves a 0.58% return, which is significantly lower than GLD's 25.47% return. Over the past 10 years, SPY has outperformed GLD with an annualized return of 12.71%, while GLD has yielded a comparatively lower 10.29% annualized return.

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SPY has a 0.09% expense ratio, which is lower than GLD's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) 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 SPY Sharpe Ratio is 0.61, which is lower than the GLD Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SPY 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.

SPY's dividend yield for the trailing twelve months is around 1.22%, while GLD has not paid dividends to shareholders.

The maximum SPY drawdown since its inception was -55.19%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for SPY and GLD.

The current volatility for SPDR S&P 500 ETF (SPY) is 4.86%, while SPDR Gold Trust (GLD) has a volatility of 7.92%. This indicates that SPY 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.