SPDR Gold Shares (GLD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SPDR Gold Shares (GLD): 1Y return 16.3%, Sharpe ratio 0.65, volatility 28.8%, max drawdown -26.4%. 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: -3.5%, Sharpe: -3.27, Volatility: 24.1%, Max Drawdown: -4.2%
- YTD
- Return: -0.5%, Sharpe: 0.13, Volatility: 30.8%, Max Drawdown: -26.4%
- 1Y
- Return: 16.3%, Sharpe: 0.65, Volatility: 28.8%, Max Drawdown: -26.4%
- 5Y
- Return: 134.9%, Sharpe: 0.99, Volatility: 18.5%, Max Drawdown: -26.4%
- 10Y
- Return: 214.4%, Sharpe: 0.77, Volatility: 16.1%, Max Drawdown: -26.4%
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.