SPDR Gold Shares (GLD): analysis and statistics
Return, volatility, Sharpe ratio and risk for SPDR Gold Shares, an S&P 500 component in the Macro sector. Data as of 2026-07-30.
| Last close price | $377.14 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +27.57% |
| Total return over period | +106.82% |
| Annualized volatility | 20.74% |
| Sharpe ratio | 1.15 |
| Sortino ratio | 1.61 |
| Max drawdown | -26.40% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.17% |
| Correlation with the S&P 500 | 0.20 |
| Period range | $168.83 – $495.90 |
| Trading days analyzed | 752 |
Over the last 3.0 years, SPDR Gold Shares (GLD) has posted an annualized return of +27.57% with annual volatility of 20.74%, a Sharpe ratio of 1.15. Its worst stretch (max drawdown from a peak) was -26.40%. Its correlation with the S&P 500 is 0.20, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with GLD →
Other Macro stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio