XAUUSD=X vs. GLD

The year-to-date returns for both stocks are quite close, with XAUUSD=X having a 26.64% return and GLD slightly lower at 26.30%. Both investments have delivered pretty close results over the past 10 years, with XAUUSD=X having a 10.66% annualized return and GLD not far behind at 10.22%.

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This table presents a comparison of risk-adjusted performance metrics for Gold Spot US Dollar (XAUUSD=X) and SPDR Gold Trust (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.

The current XAUUSD=X Sharpe Ratio is 2.21, which is comparable to the GLD Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of XAUUSD=X and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum XAUUSD=X drawdown since its inception was -69.75%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for XAUUSD=X and GLD. For additional features, visit the drawdowns tool.

The current volatility for Gold Spot US Dollar (XAUUSD=X) is 6.98%, while SPDR Gold Trust (GLD) has a volatility of 8.10%. This indicates that XAUUSD=X 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.