PortfoliosLab logo
^SGIXGD5L vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SGIXGD5L and GC=F is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

^SGIXGD5L vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gold x5 Leveraged Index (^SGIXGD5L) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
-8.01%
422.75%
^SGIXGD5L
GC=F

Key characteristics

Returns By Period


^SGIXGD5L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GC=F

YTD

26.29%

1M

11.86%

6M

23.05%

1Y

43.52%

5Y*

12.55%

10Y*

9.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^SGIXGD5L vs. GC=F — Risk-Adjusted Performance Rank

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

^SGIXGD5L
The Risk-Adjusted Performance Rank of ^SGIXGD5L is 7575
Overall Rank
The Sharpe Ratio Rank of ^SGIXGD5L is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SGIXGD5L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ^SGIXGD5L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^SGIXGD5L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ^SGIXGD5L is 8383
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 9494
Overall Rank
The Sharpe Ratio Rank of GC=F is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^SGIXGD5L vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gold x5 Leveraged Index (^SGIXGD5L) and Gold (GC=F). 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.



Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.12
2.31
^SGIXGD5L
GC=F

Drawdowns

^SGIXGD5L vs. GC=F - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-94.68%
-2.66%
^SGIXGD5L
GC=F

Volatility

^SGIXGD5L vs. GC=F - Volatility Comparison

The current volatility for The Gold x5 Leveraged Index (^SGIXGD5L) is 0.00%, while Gold (GC=F) has a volatility of 9.54%. This indicates that ^SGIXGD5L experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay0
9.54%
^SGIXGD5L
GC=F