VICE vs. GLD
VICE (AdvisorShares Vice ETF) and GLD (SPDR Gold Shares) are both exchange-traded funds - VICE is a Consumer Discretionary Equities fund actively managed by AdvisorShares, while GLD is a Gold fund tracking the LBMA Gold Price PM. VICE is actively managed, while GLD is passively managed. Over the past 5 years, VICE returned 1.67%/yr vs 16.95%/yr for GLD. Their 0.07 correlation means their historical movements had little consistent relationship. VICE charges 0.99%/yr vs 0.40%/yr for GLD.
Performance
VICE vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, VICE achieves a 4.78% return, which is significantly higher than GLD's -6.25% return.
VICE
- 1D
- -0.28%
- 1M
- -0.77%
- 6M
- 2.71%
- YTD
- 4.78%
- 1Y
- -4.25%
- 3Y*
- 5.90%
- 5Y*
- 1.67%
- 10Y*
- —
- ALL TIME*
- 4.50%
GLD
- 1D
- -1.49%
- 1M
- -1.74%
- 6M
- -16.50%
- YTD
- -6.25%
- 1Y
- 20.20%
- 3Y*
- 27.22%
- 5Y*
- 16.95%
- 10Y*
- 11.05%
- ALL TIME*
- 10.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.38B | $2.40B | $2.72B | |
| $15.61K | $15.90K | $15.22K |
VICE vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VICE AdvisorShares Vice ETF | 4.78% | 1.56% | 18.27% | 3.01% | -18.28% | 8.50% | 22.45% | 20.05% | -16.93% | 4.19% |
GLD SPDR Gold Shares | -6.25% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 4.66% |
Correlation
The correlation between VICE and GLD is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017 | 0.07 |
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Return for Risk
VICE vs. GLD — Risk / Return Rank
VICE
GLD
VICE vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Vice ETF (VICE) 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.
| VICE | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.17 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.86 | -1.24 |
| Martin ratioReturn relative to average drawdown | -0.63 | 1.86 | -2.49 |
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Drawdowns
VICE vs. GLD - Drawdown Comparison
The maximum VICE drawdown since its inception was -38.27%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for VICE and GLD.
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Drawdown Indicators
| VICE | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.27% | -45.56% | +7.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -26.40% | +12.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | -26.40% | +9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -29.92% | -26.40% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.40% | — |
Current DrawdownCurrent decline from peak | -7.11% | -25.08% | +17.97% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -16.21% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 12.18% | -4.01% |
Volatility
VICE vs. GLD - Volatility Comparison
The current volatility for AdvisorShares Vice ETF (VICE) is 4.42%, while SPDR Gold Shares (GLD) has a volatility of 6.40%. This indicates that VICE 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
| VICE | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 6.40% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 23.52% | -13.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 28.13% | -14.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 18.49% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.12% | 16.14% | +2.98% |
VICE vs. GLD - Expense Ratio Comparison
VICE has a 0.99% expense ratio, which is higher than GLD's 0.40% expense ratio.
Dividends
VICE vs. GLD - Dividend Comparison
VICE's dividend yield for the trailing twelve months is around 0.75%, while GLD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VICE AdvisorShares Vice ETF | 0.75% | 0.79% | 1.46% | 1.69% | 0.96% | 0.99% | 0.00% | 2.47% | 1.72% | 0.17% |
Frequently Asked Questions
VICE and GLD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLD has higher volatility (6.40%) compared to VICE (4.42%). In terms of maximum drawdown, VICE dropped -38.27% vs GLD's -45.56%.
On 5-year performance, GLD leads with 16.95% vs 1.67% for VICE. On fees, GLD is cheaper at 0.40% per year. On volatility, VICE has been the lower-risk option at 4.42%. 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 16.95% return vs 1.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GLD is cheaper with a 0.40% expense ratio, compared with 0.99% for VICE.
VICE has the higher dividend yield at 0.75%, compared with 0.00% for GLD.
VICE is categorized as Consumer Discretionary Equities, while GLD is Gold. They also come from different issuers: AdvisorShares and State Street. Their fees differ too: 0.99% for VICE and 0.40% for GLD.
GLD currently has the higher Sharpe Ratio (0.81 vs -0.37), 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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