TUSD-USD vs. GLD
TUSD-USD (TrueUSD) is a cryptocurrency, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, TUSD-USD returned -0.18%/yr vs 17.27%/yr for GLD. At a 0.01 correlation, their price movements are largely independent.
Performance
TUSD-USD vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, TUSD-USD achieves a -0.38% return, which is significantly higher than GLD's -6.77% return.
TUSD-USD
- 1D
- -0.54%
- 1M
- -0.62%
- YTD
- -0.38%
- 6M
- -0.63%
- 1Y
- 0.19%
- 3Y*
- -0.23%
- 5Y*
- -0.18%
- 10Y*
- —
GLD
- 1D
- 0.97%
- 1M
- -10.76%
- YTD
- -6.77%
- 6M
- -10.31%
- 1Y
- 20.30%
- 3Y*
- 27.44%
- 5Y*
- 17.27%
- 10Y*
- 11.30%
TUSD-USD vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TUSD-USD TrueUSD | -0.38% | -2.00% | 0.96% | 0.74% | 0.10% | -0.06% | -0.33% | -1.19% | 1.63% |
GLD SPDR Gold Shares | -6.77% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -3.14% |
Correlation
The correlation between TUSD-USD and GLD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2018 | 0.01 |
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Return for Risk
TUSD-USD vs. GLD — Risk / Return Rank
TUSD-USD
GLD
TUSD-USD vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueUSD (TUSD-USD) 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.
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.
| TUSD-USD | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.16 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 0.78 | -0.76 |
| Martin ratioReturn relative to average drawdown | 0.02 | 2.17 | -2.15 |
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Drawdowns
TUSD-USD vs. GLD - Drawdown Comparison
The maximum TUSD-USD drawdown since its inception was -13.32%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for TUSD-USD and GLD.
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Drawdown Indicators
| TUSD-USD | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.32% | -45.56% | +32.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -26.21% | +12.89% |
Max Drawdown (3Y)Largest decline over 3 years | -13.32% | -26.21% | +12.89% |
Max Drawdown (5Y)Largest decline over 5 years | -13.32% | -26.21% | +12.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -9.61% | -25.50% | +15.89% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -16.17% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 9.38% | -6.53% |
Volatility
TUSD-USD vs. GLD - Volatility Comparison
The current volatility for TrueUSD (TUSD-USD) is 0.55%, while SPDR Gold Shares (GLD) has a volatility of 8.70%. This indicates that TUSD-USD 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
| TUSD-USD | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.55% | 8.70% | -8.15% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 24.48% | -20.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 27.71% | -5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.18% | 18.30% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 16.07% | -0.89% |
Frequently Asked Questions
TUSD-USD and GLD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLD has higher volatility (8.70%) compared to TUSD-USD (0.55%). In terms of maximum drawdown, TUSD-USD dropped -13.32% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.74 vs 0.01), 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.
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