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USMF vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USMF vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Multifactor Fund (USMF) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USMF achieves a 6.65% return, which is significantly higher than GLD's 0.06% return.


USMF

1D
1.25%
1M
5.30%
YTD
6.65%
6M
6.40%
1Y
9.68%
3Y*
13.99%
5Y*
8.31%
10Y*

GLD

1D
2.59%
1M
-4.97%
YTD
0.06%
6M
0.19%
1Y
25.38%
3Y*
29.73%
5Y*
18.31%
10Y*
12.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USMF vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USMF
WisdomTree US Multifactor Fund
6.65%4.60%19.65%13.47%-8.82%21.26%12.01%24.06%-4.72%11.27%
GLD
SPDR Gold Shares
0.06%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%0.80%

Correlation

The correlation between USMF and GLD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.15

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

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.09

The correlation between USMF and GLD shifts across timeframes, from 0.09 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USMF vs. GLD — Risk / Return Rank

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

USMF
USMF Risk / Return Rank: 2828
Overall Rank
USMF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
USMF Sortino Ratio Rank: 2525
Sortino Ratio Rank
USMF Omega Ratio Rank: 2424
Omega Ratio Rank
USMF Calmar Ratio Rank: 3232
Calmar Ratio Rank
USMF Martin Ratio Rank: 3232
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2727
Overall Rank
GLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2626
Sortino Ratio Rank
GLD Omega Ratio Rank: 3131
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
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.

USMF vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) 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.


USMFGLDDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratioReturn relative to maximum drawdown

1.50

1.04

+0.46

Martin ratioReturn relative to average drawdown

4.47

2.97

+1.50

USMF vs. GLD - Sharpe Ratio Comparison

The current USMF Sharpe Ratio is 0.86, which is comparable to the GLD Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of USMF and GLD, 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

USMF vs. GLD - Drawdown Comparison

The maximum USMF drawdown since its inception was -36.24%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for USMF and GLD.


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Drawdown Indicators


USMFGLDDifference

Max Drawdown

Largest peak-to-trough decline

-36.24%

-45.56%

+9.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-24.46%

+17.99%

Max Drawdown (3Y)

Largest decline over 3 years

-15.39%

-24.46%

+9.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.10%

-24.46%

+6.36%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

Current Drawdown

Current decline from peak

0.00%

-20.03%

+20.03%

Average Drawdown

Average peak-to-trough decline

-4.15%

-16.16%

+12.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

8.59%

-6.42%

Volatility

USMF vs. GLD - Volatility Comparison

The current volatility for WisdomTree US Multifactor Fund (USMF) is 4.10%, while SPDR Gold Shares (GLD) has a volatility of 8.37%. This indicates that USMF 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


USMFGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

8.37%

-4.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

24.21%

-16.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

27.49%

-16.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.34%

18.26%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

16.10%

+0.87%

USMF vs. GLD - Expense Ratio Comparison

USMF has a 0.28% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

USMF vs. GLD - Dividend Comparison

USMF's dividend yield for the trailing twelve months is around 1.29%, while GLD has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USMF
WisdomTree US Multifactor Fund
1.29%1.37%1.22%1.33%1.74%1.42%1.34%1.38%1.45%0.67%

Frequently Asked Questions


USMF and GLD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLD has higher volatility (8.37%) compared to USMF (4.10%). In terms of maximum drawdown, USMF dropped -36.24% vs GLD's -45.56%.

On 5-year performance, GLD leads with 18.31% vs 8.31% for USMF. On fees, USMF is cheaper at 0.28% per year. On volatility, USMF has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLD has performed better with a 18.31% return vs 8.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USMF is cheaper with a 0.28% expense ratio, compared with 0.40% for GLD.

USMF has the higher dividend yield at 1.29%, compared with 0.00% for GLD.

USMF is categorized as Mid Cap Blend Equities, while GLD is Gold. USMF tracks WisdomTree US Multifactor Index, while GLD tracks LBMA Gold Price PM. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.28% for USMF and 0.40% for GLD.

GLD currently has the higher Sharpe Ratio (0.93 vs 0.86), 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

Find the right allocation for USMF and GLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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