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UOCT vs. GLDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UOCT vs. GLDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Ultra Buffer ETF October (UOCT) and UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (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, UOCT achieves a 5.12% return, which is significantly higher than GLDI's -2.88% return.


UOCT

1D
0.00%
1M
0.61%
YTD
5.12%
6M
5.12%
1Y
14.04%
3Y*
11.35%
5Y*
8.22%
10Y*

GLDI

1D
-0.50%
1M
-5.67%
YTD
-2.88%
6M
-3.64%
1Y
14.20%
3Y*
18.11%
5Y*
11.32%
10Y*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UOCT vs. GLDI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UOCT
Innovator U.S. Equity Ultra Buffer ETF October
5.12%10.67%8.98%18.66%-4.33%5.83%8.00%10.89%-6.38%
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
-2.88%34.25%17.76%8.93%-1.11%-3.42%23.50%14.40%7.49%

Correlation

The correlation between UOCT and GLDI is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2018

0.09

Over the past year, UOCT and GLDI have become more correlated (0.30) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

UOCT vs. GLDI — Risk / Return Rank

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

UOCT
UOCT Risk / Return Rank: 8080
Overall Rank
UOCT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
UOCT Sortino Ratio Rank: 8383
Sortino Ratio Rank
UOCT Omega Ratio Rank: 8585
Omega Ratio Rank
UOCT Calmar Ratio Rank: 6969
Calmar Ratio Rank
UOCT Martin Ratio Rank: 8383
Martin Ratio Rank

GLDI
GLDI Risk / Return Rank: 2525
Overall Rank
GLDI Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 2222
Sortino Ratio Rank
GLDI Omega Ratio Rank: 2828
Omega Ratio Rank
GLDI Calmar Ratio Rank: 2222
Calmar Ratio Rank
GLDI Martin Ratio Rank: 2626
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.

UOCT vs. GLDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF October (UOCT) and UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (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.


UOCTGLDIDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+2.29

Omega ratioGain probability vs. loss probability

1.49

1.19

+0.30

Calmar ratioReturn relative to maximum drawdown

3.33

1.01

+2.32

Martin ratioReturn relative to average drawdown

16.21

3.38

+12.83

UOCT vs. GLDI - Sharpe Ratio Comparison

The current UOCT Sharpe Ratio is 2.49, which is higher than the GLDI Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of UOCT 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

UOCT vs. GLDI - Drawdown Comparison

The maximum UOCT drawdown since its inception was -13.68%, smaller than the maximum GLDI drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for UOCT and GLDI.


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Drawdown Indicators


UOCTGLDIDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-32.26%

+18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.24%

-14.14%

+9.90%

Max Drawdown (3Y)

Largest decline over 3 years

-9.21%

-14.14%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-9.21%

-14.14%

+4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-0.21%

-11.85%

+11.64%

Average Drawdown

Average peak-to-trough decline

-1.52%

-13.99%

+12.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

4.21%

-3.34%

Volatility

UOCT vs. GLDI - Volatility Comparison

The current volatility for Innovator U.S. Equity Ultra Buffer ETF October (UOCT) is 1.61%, while UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033 (GLDI) has a volatility of 7.07%. This indicates that UOCT 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


UOCTGLDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

7.07%

-5.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

14.49%

-10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

5.68%

15.94%

-10.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

11.55%

-4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

11.53%

-3.88%

UOCT vs. GLDI - Expense Ratio Comparison

UOCT has a 0.79% expense ratio, which is higher than GLDI's 0.65% expense ratio.


Dividends

UOCT vs. GLDI - Dividend Comparison

UOCT has not paid dividends to shareholders, while GLDI's dividend yield for the trailing twelve months is around 26.24%.


PositionTTM20252024202320222021202020192018201720162015
GLDI
UBS AG ETRACS Gold Shares Covered Call ETNs due February 2, 2033
26.24%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
UOCT
Innovator U.S. Equity Ultra Buffer ETF October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.33%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UOCT and GLDI have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDI has higher volatility (7.07%) compared to UOCT (1.61%). In terms of maximum drawdown, UOCT dropped -13.68% vs GLDI's -32.26%.

On 5-year performance, GLDI leads with 11.32% vs 8.22% for UOCT. On fees, GLDI is cheaper at 0.65% per year. On volatility, UOCT has been the lower-risk option at 1.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLDI has performed better with a 11.32% return vs 8.22%. 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 0.79% for UOCT.

GLDI has the higher dividend yield at 26.24%, compared with 0.00% for UOCT.

UOCT is categorized as Defined Outcome, while GLDI is Gold. UOCT tracks S&P 500 Index, while GLDI tracks Credit Suisse NASDAQ Gold FLOWS 103 Index. They also come from different issuers: Innovator and UBS. Their fees differ too: 0.79% for UOCT and 0.65% for GLDI.

UOCT currently has the higher Sharpe Ratio (2.49 vs 0.90), 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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