SPDR Gold Shares (GLD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SPDR Gold Shares (GLD): 1Y return 51.7%, Sharpe ratio 1.67, volatility 26.2%, max drawdown -14.0%. A ETF in the Commodity asset class. Compare GLD with other assets and invest through your own broker with pfolio.
SPDR Gold Shares (GLD) Overview
- Type: ETF
- Asset Class: Commodity
- Region: Americas
- Country: US (Developed)
- Currency: USD
GLD Performance
- MTD
- Return: -11.9%, Sharpe: -7.43, Volatility: 29.8%, Max Drawdown: -13.0%
- YTD
- Return: 7.6%, Sharpe: 1.03, Volatility: 40.0%, Max Drawdown: -14.0%
- 1Y
- Return: 51.7%, Sharpe: 1.67, Volatility: 26.2%, Max Drawdown: -14.0%
- 5Y
- Return: 161.2%, Sharpe: 1.17, Volatility: 17.1%, Max Drawdown: -21.0%
- 10Y
- Return: 255.9%, Sharpe: 0.87, Volatility: 15.4%, Max Drawdown: -22.0%
Frequently Asked Questions
- What is SPDR Gold Shares (GLD)?
- SPDR Gold Shares (GLD) is a ETF in the Commodity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does GLD compare to other assets?
- You can compare GLD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GLD through pfolio?
- pfolio helps you build diversified portfolios that may include GLD. You invest through your own broker — pfolio provides the analytics.