GLTR vs GLDM Performance: Returns, Risk & Drawdown | Redstone

GLTR vs GLDM Performance: Returns, Risk & Drawdown | Redstone

Performance

GLTR+3.36%GLDM+3.34%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
GLTR	+2.02%	-13.73%	+3.36%	+14.19%	-41.88%	0.20	0.00%
GLDM	+1.87%	-4.05%	+3.34%	+17.73%	-28.04%	0.13	0.00%

Summary

GLTR vs GLDM

Over the past year, GLTR returned +3.36% against +3.34% for GLDM. Over five years, GLDM averaged +17.73% a year, compared with +14.19% for GLTR. GLTR had the higher Sharpe ratio over the past year (0.20 vs 0.13), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -28.04% for GLDM and -41.88% for GLTR. Their daily returns had a correlation of 0.94 over the past year, which is very high.

Ranking

How GLTR and GLDM rank

GLTRGLDM

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

GLTR-37.81%GLDM-23.28%

Rolling Volatility

GLTR30.38%GLDM24.54%

METRICS

Correlation Matrix

	GLTR	GLDM
GLTR	1.00	0.94
GLDM	0.94	1.00

Fees and dividends

What GLTR and GLDM cost and pay

GLTRGLDMExpense ratio0.60%0.10%Yield0.00%0.00%Paid, past yearNoneNonePays——Growth a year——Return with dividends——Return, price only——

GLTR charges 0.60% a year and GLDM 0.10%.

Metrics

Risk Indicators

GLTRGLDM

Alpha

-3.79%

-3.89%

Beta

1.20x

0.77x

Sharpe

0.20

0.13

Sortino

0.25

0.17

Omega

1.04

1.02

Calmar

0.08

0.12

Martin

0.31

0.23

Comparisons

Related to GLTR

More GLDM comparisons