SPDR Gold Shares (GLD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SPDR Gold Shares (GLD): 1Y return 1.5%, Sharpe ratio 0.19, volatility 27.9%, 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: -3.2%, Sharpe: -2.18, Volatility: 17.4%, Max Drawdown: -4.7%
- YTD
- Return: -7.0%, Sharpe: -0.14, Volatility: 29.5%, Max Drawdown: -26.4%
- 1Y
- Return: 1.5%, Sharpe: 0.19, Volatility: 27.9%, Max Drawdown: -26.4%
- 5Y
- Return: 121.2%, Sharpe: 0.92, Volatility: 18.6%, Max Drawdown: -26.4%
- 10Y
- Return: 203.2%, Sharpe: 0.74, Volatility: 16.2%, 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.