SPDR Gold Shares (GLD): analysis and statistics
Return, volatility, Sharpe ratio and risk for SPDR Gold Shares, in the Macro. Data as of 2026-10-29.
| Last close price | $373.51 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +26.28% |
| Total return over period | +100.65% |
| Annualized volatility | 21.58% |
| Period volatility | 37.28% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.37 |
| Sortino ratio | 3.28 |
| Max drawdown | -26.40% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.29% |
| Correlation with the S&P 500 | 0.21 |
| Period range | $179.51 – $495.90 |
| Trading days analyzed | 752 |
Over the last 3.0 years, SPDR Gold Shares (GLD) has posted an annualized return of +26.28% with annual volatility of 21.58%, a Sharpe ratio of 2.37. Its worst stretch (max drawdown from a peak) was -26.40%. Its correlation with the S&P 500 is 0.21, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how GLD would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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