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 -0.03%/yr vs 17.47%/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 0.24% return, which is significantly higher than GLD's -0.02% return.
TUSD-USD
- 1D
- -0.00%
- 1M
- 0.08%
- YTD
- 0.24%
- 6M
- 2.05%
- 1Y
- -1.09%
- 3Y*
- -0.03%
- 5Y*
- -0.03%
- 10Y*
- —
GLD
- 1D
- -3.65%
- 1M
- -8.06%
- YTD
- -0.02%
- 6M
- 2.54%
- 1Y
- 28.10%
- 3Y*
- 29.53%
- 5Y*
- 17.47%
- 10Y*
- 12.80%
TUSD-USD vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TUSD-USD TrueUSD | 0.24% | -2.00% | 0.96% | 0.74% | 0.10% | -0.06% | -0.33% | -1.19% | 0.31% |
GLD SPDR Gold Shares | -0.02% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -4.17% |
Correlation
The correlation between TUSD-USD and GLD is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 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.
| TUSD-USD | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 1.40 | -1.49 |
| Martin ratioReturn relative to average drawdown | -0.13 | 3.56 | -3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TUSD-USD | GLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 1.05 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.97 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.59 | -0.60 |
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% | -20.10% | +6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -13.32% | -20.10% | +6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -13.32% | -21.03% | +7.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.00% | — |
Current DrawdownCurrent decline from peak | -9.05% | -20.10% | +11.05% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -16.16% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 7.91% | -3.03% |
Volatility
TUSD-USD vs. GLD - Volatility Comparison
The current volatility for TrueUSD (TUSD-USD) is 0.28%, while SPDR Gold Shares (GLD) has a volatility of 5.66%. 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 | 0.28% | 5.66% | -5.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 23.47% | -10.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 26.86% | -4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 18.07% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 16.00% | -0.78% |
Frequently Asked Questions
TUSD-USD and GLD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLD has higher volatility (5.66%) compared to TUSD-USD (0.28%). In terms of maximum drawdown, TUSD-USD dropped -13.32% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (1.05 vs -0.04), 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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