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TSPY vs. GLDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSPY vs. GLDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSPY achieves a 6.81% return, which is significantly higher than GLDI's -2.64% return.


TSPY

1D
0.91%
1M
-0.08%
YTD
6.81%
6M
6.94%
1Y
23.35%
3Y*
5Y*
10Y*

GLDI

1D
0.42%
1M
-6.93%
YTD
-2.64%
6M
-2.08%
1Y
14.82%
3Y*
17.80%
5Y*
10.20%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSPY vs. GLDI - Yearly Performance Comparison


Correlation

The correlation between TSPY and GLDI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2024

0.13

The correlation between TSPY and GLDI shifts across timeframes, from 0.13 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TSPY vs. GLDI — Risk / Return Rank

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

TSPY
TSPY Risk / Return Rank: 6666
Overall Rank
TSPY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TSPY Sortino Ratio Rank: 6868
Sortino Ratio Rank
TSPY Omega Ratio Rank: 7171
Omega Ratio Rank
TSPY Calmar Ratio Rank: 5656
Calmar Ratio Rank
TSPY Martin Ratio Rank: 6767
Martin Ratio Rank

GLDI
GLDI Risk / Return Rank: 2929
Overall Rank
GLDI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDI Omega Ratio Rank: 3333
Omega Ratio Rank
GLDI Calmar Ratio Rank: 2525
Calmar Ratio Rank
GLDI Martin Ratio Rank: 3030
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.

TSPY vs. GLDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). 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.


TSPYGLDIDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.36

1.20

+0.16

Calmar ratioReturn relative to maximum drawdown

2.44

1.05

+1.38

Martin ratioReturn relative to average drawdown

10.57

3.77

+6.80

TSPY vs. GLDI - Sharpe Ratio Comparison

The current TSPY Sharpe Ratio is 1.94, which is higher than the GLDI Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of TSPY and GLDI, 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

TSPY vs. GLDI - Drawdown Comparison

The maximum TSPY drawdown since its inception was -18.02%, smaller than the maximum GLDI drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for TSPY and GLDI.


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Drawdown Indicators


TSPYGLDIDifference

Max Drawdown

Largest peak-to-trough decline

-18.02%

-32.26%

+14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-14.14%

+4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-2.32%

-11.63%

+9.31%

Average Drawdown

Average peak-to-trough decline

-2.52%

-13.99%

+11.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

3.94%

-1.73%

Volatility

TSPY vs. GLDI - Volatility Comparison

The current volatility for TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) is 4.11%, while Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) has a volatility of 6.70%. This indicates that TSPY experiences smaller price fluctuations and is considered to be less risky than GLDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSPYGLDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

6.70%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

14.24%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

15.75%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

11.61%

+4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

11.50%

+4.63%

TSPY vs. GLDI - Expense Ratio Comparison

TSPY has a 0.68% expense ratio, which is higher than GLDI's 0.65% expense ratio.


Dividends

TSPY vs. GLDI - Dividend Comparison

TSPY's dividend yield for the trailing twelve months is around 13.98%, less than GLDI's 23.45% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
23.45%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
TSPY
TappAlpha S&P 500 Growth & Daily Income ETF
13.98%13.69%3.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSPY and GLDI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDI has higher volatility (6.70%) compared to TSPY (4.11%). In terms of maximum drawdown, TSPY dropped -18.02% vs GLDI's -32.26%.

On 1-year performance, TSPY leads with 23.35% vs 14.82% for GLDI. On fees, GLDI is cheaper at 0.65% per year. On volatility, TSPY has been the lower-risk option at 4.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TSPY has performed better with a 23.35% return vs 14.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDI is cheaper with a 0.65% expense ratio, compared with 0.68% for TSPY.

GLDI has the higher dividend yield at 23.45%, compared with 13.98% for TSPY.

TSPY is categorized as Derivative Income, while GLDI is Precious Metals. They also come from different issuers: TappAlpha and Credit Suisse. Their fees differ too: 0.68% for TSPY and 0.65% for GLDI.

TSPY currently has the higher Sharpe Ratio (1.94 vs 0.95), 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

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