YGLD vs. GLDI
YGLD (Simplify Gold Strategy PLUS Income ETF) and GLDI (Credit Suisse X-Links Gold Shares Covered Call ETN) are both exchange-traded funds - YGLD is a Gold fund actively managed by Simplify, while GLDI is a Precious Metals fund tracking the Credit Suisse NASDAQ Gold FLOWS 103 Index. YGLD is actively managed, while GLDI is passively managed. Over the past year, YGLD returned 23.02% vs 21.23% for GLDI. A 0.79 correlation means they provide meaningful diversification when combined. YGLD charges 0.50%/yr vs 0.65%/yr for GLDI.
Performance
YGLD vs. GLDI - Performance Comparison
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Returns By Period
In the year-to-date period, YGLD achieves a -7.24% return, which is significantly lower than GLDI's 2.06% return.
YGLD
- 1D
- -1.34%
- 1M
- -2.29%
- YTD
- -7.24%
- 6M
- -7.14%
- 1Y
- 23.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLDI
- 1D
- -0.81%
- 1M
- 0.90%
- YTD
- 2.06%
- 6M
- 4.42%
- 1Y
- 21.23%
- 3Y*
- 19.54%
- 5Y*
- 11.15%
- 10Y*
- 8.99%
YGLD vs. GLDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YGLD Simplify Gold Strategy PLUS Income ETF | -7.24% | 96.82% | -4.17% |
GLDI Credit Suisse X-Links Gold Shares Covered Call ETN | 2.06% | 34.25% | 0.55% |
Correlation
The correlation between YGLD and GLDI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | 0.79 |
The correlation between YGLD and GLDI has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
YGLD vs. GLDI — Risk / Return Rank
YGLD
GLDI
YGLD vs. GLDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Gold Strategy PLUS Income ETF (YGLD) and Credit Suisse X-Links Gold Shares Covered Call ETN (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.
| YGLD | GLDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.30 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.55 | -0.88 |
| Martin ratioReturn relative to average drawdown | 1.55 | 6.07 | -4.52 |
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
| YGLD | GLDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.46 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.99 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.37 | +0.81 |
Drawdowns
YGLD vs. GLDI - Drawdown Comparison
The maximum YGLD drawdown since its inception was -34.23%, which is greater than GLDI's maximum drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for YGLD and GLDI.
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Drawdown Indicators
| YGLD | GLDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.23% | -32.26% | -1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -34.23% | -13.73% | -20.50% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.73% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.94% | — |
Current DrawdownCurrent decline from peak | -33.06% | -7.37% | -25.69% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -14.00% | +6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.86% | 3.50% | +11.36% |
Volatility
YGLD vs. GLDI - Volatility Comparison
Simplify Gold Strategy PLUS Income ETF (YGLD) has a higher volatility of 8.70% compared to Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) at 3.88%. This indicates that YGLD's price experiences larger fluctuations and is considered to be riskier 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
| YGLD | GLDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 3.88% | +4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 34.68% | 12.87% | +21.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.43% | 14.57% | +25.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.10% | 11.31% | +27.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.10% | 11.35% | +27.75% |
YGLD vs. GLDI - Expense Ratio Comparison
YGLD has a 0.50% expense ratio, which is lower than GLDI's 0.65% expense ratio.
Dividends
YGLD vs. GLDI - Dividend Comparison
YGLD's dividend yield for the trailing twelve months is around 19.23%, less than GLDI's 22.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDI Credit Suisse X-Links Gold Shares Covered Call ETN | 22.37% | 16.15% | 10.45% | 10.02% | 13.73% | 10.65% | 14.25% | 7.25% | 5.33% | 7.77% | 17.26% | 10.07% |
YGLD Simplify Gold Strategy PLUS Income ETF | 19.23% | 12.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YGLD and GLDI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YGLD has higher volatility (8.70%) compared to GLDI (3.88%). In terms of maximum drawdown, YGLD dropped -34.23% vs GLDI's -32.26%.
On 1-year performance, YGLD leads with 23.02% vs 21.23% for GLDI. On fees, YGLD is cheaper at 0.50% per year. On volatility, GLDI has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, YGLD has performed better with a 23.02% return vs 21.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
YGLD is cheaper with a 0.50% expense ratio, compared with 0.65% for GLDI.
GLDI has the higher dividend yield at 22.37%, compared with 19.23% for YGLD.
YGLD is categorized as Gold, while GLDI is Precious Metals. They also come from different issuers: Simplify and Credit Suisse. Their fees differ too: 0.50% for YGLD and 0.65% for GLDI.
GLDI currently has the higher Sharpe Ratio (1.46 vs 0.57), 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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