SPDR Gold Shares (GLD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SPDR Gold Shares (GLD): 1Y return 24.6%, Sharpe ratio 0.92, volatility 27.0%, max drawdown -24.5%. 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: -6.8%, Sharpe: -3.86, Volatility: 34.0%, Max Drawdown: -10.2%
- YTD
- Return: -1.9%, Sharpe: 0.05, Volatility: 34.0%, Max Drawdown: -24.5%
- 1Y
- Return: 24.6%, Sharpe: 0.92, Volatility: 27.0%, Max Drawdown: -24.5%
- 5Y
- Return: 134.3%, Sharpe: 1.01, Volatility: 17.9%, Max Drawdown: -24.5%
- 10Y
- Return: 213.5%, Sharpe: 0.78, Volatility: 15.8%, Max Drawdown: -24.5%
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.