GLDI vs MMTM

Comparison between Credit Suisse AG Nassau Branch (GLDI, ETF) and STATE STREET(R) SPDR(R) S&P(R) 1500 MOMENTUM TILT ETF (MMTM, ETF).

5-Year PerformanceMMTM has outperformed GLDI, delivering a return of +12.2% compared to +10.5%

GLDI vs MMTM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GLDI(ETF)	MMTM(ETF)
Net Assets	$165M	$166M
Expense Ratio	0.65%	0.12%
Max Drawdown	67.52%	34.21%
Sharpe Ratio	0.51	0.74
5Y Beta	0.16	1.11
P/E Ratio	N/A	25.96
Forward P/E	N/A	20.34
5Y Dividends CAGR	8.99%	10.14%
5Y EPS CAGR	N/A	18.89%
Debt to Equity	N/A	50.03%
P/S Ratio	N/A	2.65
P/B Ratio	N/A	4.47

Net Assets

GLDI

$165M

Winner

MMTM

$166M

Expense Ratio

GLDI

0.65%

Winner

MMTM

0.12%

Max Drawdown

GLDI

67.52%

Winner

MMTM

34.21%

Sharpe Ratio

GLDI

0.51

Winner

MMTM

0.74

5Y Beta

Winner

GLDI

0.16

MMTM

1.11

P/E Ratio

GLDI

N/A

MMTM

25.96

Forward P/E

GLDI

N/A

MMTM

20.34

5Y Dividends CAGR

GLDI

8.99%

Winner

MMTM

10.14%

5Y EPS CAGR

GLDI

N/A

MMTM

18.89%

Debt to Equity

GLDI

N/A

MMTM

50.03%

P/S Ratio

GLDI

N/A

MMTM

2.65

P/B Ratio

GLDI

N/A

MMTM

4.47

GLDI vs MMTM - Historical Returns

Returns include dividend reinvestment.

Period	GLDI	MMTM
1 month	-1.70%	-2.11%
3 months	-7.51%	-1.01%
6 months	-8.57%	+4.45%
1 year	+10.51%	+14.68%
5 years(CAGR)	+10.52%	+12.15%
10 years(CAGR)	+7.81%	+14.17%
Max(CAGR)	+3.87%	+14.30%

Winner

GLDI

-1.70%

MMTM

-2.11%

GLDI

-7.51%

Winner

MMTM

-1.01%

GLDI

-8.57%

Winner

MMTM

+4.45%

GLDI

+10.51%

Winner

MMTM

+14.68%

5Y(CAGR)

GLDI

+10.52%

Winner

MMTM

+12.15%

10Y(CAGR)

GLDI

+7.81%

Winner

MMTM

+14.17%

Max(CAGR)

GLDI

+3.87%

Winner

MMTM

+14.30%

GLDI vs MMTM - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	GLDI	MMTM
2026	-4.75%	+5.22%
2025	+33.40%	+13.57%
2024	+17.73%	+31.51%
2023	+8.46%	+23.41%
2022	-0.29%	-16.80%
2021	-4.54%	+28.24%
2020	+23.24%	+18.52%
2019	+14.24%	+29.95%
2018	-1.08%	-4.81%
2017	+8.12%	+23.42%
2016	-0.44%	+11.02%
2015	-6.67%	+5.47%
2014	-4.81%	+14.69%
2013	-24.04%	+32.28%
2012	N/A	+1.62%

GLDI vs MMTM Drawdown Comparison

The maximum drawdown for GLDI was -32.30%, occurring on Dec 2, 2015. Recovery took 1863 trading sessions.

The maximum drawdown for MMTM was -33.84%, occurring on Mar 23, 2020. Recovery took 115 trading sessions.

The current GLDI drawdown is -13.34%. The current MMTM drawdown is -4.79%.

Rank	GLDI	MMTM
#1	-32.30% Feb 6, 2013 - Jul 1, 2020	-33.84% Feb 19, 2020 - Aug 3, 2020
#2	-15.79% Mar 2, 2026 - Jun 24, 2026	-23.73% Jan 4, 2022 - Dec 14, 2023
#3	-14.26% Aug 18, 2020 - Nov 27, 2023	-22.08% Feb 19, 2025 - Jul 25, 2025
#4	-5.78% Oct 30, 2024 - Dec 11, 2024	-21.38% Oct 1, 2018 - Jun 18, 2019
#5	-3.91% May 20, 2024 - Jul 16, 2024	-15.75% Dec 29, 2015 - Jul 12, 2016
#6	-3.71% Oct 20, 2025 - Nov 11, 2025	-11.43% Jul 20, 2015 - Dec 29, 2015
#7	-3.64% Dec 11, 2024 - Jan 17, 2025	-10.95% Jul 10, 2024 - Sep 24, 2024
#8	-3.46% May 6, 2025 - May 23, 2025	-10.89% Sep 2, 2020 - Dec 8, 2020
#9	-3.01% Apr 19, 2024 - May 15, 2024	-9.90% Feb 25, 2026 - Apr 13, 2026
#10	-2.89% Feb 24, 2025 - Mar 13, 2025	-9.63% Jan 23, 2018 - Jun 13, 2018
#11	-2.76% Feb 1, 2024 - Feb 29, 2024	-8.26% Sep 18, 2014 - Nov 5, 2014
#12	-2.76% Jun 13, 2025 - Jul 21, 2025	-7.31% Feb 12, 2021 - Apr 5, 2021
#13	-2.38% Jul 22, 2025 - Aug 5, 2025	-6.71% Mar 22, 2024 - May 15, 2024
#14	-2.32% Dec 27, 2023 - Feb 1, 2024	-6.69% Oct 29, 2025 - Jan 9, 2026
#15	-2.26% Dec 1, 2023 - Dec 19, 2023	-6.48% Jun 1, 2026 - Jul 20, 2026

Correlation

Correlation between GLDI and MMTM is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2012 - 2026)

GLDI vs MMTM dividend yield comparison.

Year	GLDI	MMTM
2026	16.91%	0.48%
2025	16.15%	0.86%
2024	10.45%	0.83%
2023	10.02%	1.16%
2022	13.73%	1.67%
2021	10.65%	0.95%
2020	14.25%	1.14%
2019	7.25%	1.55%
2018	5.33%	1.64%
2017	7.77%	1.52%
2016	17.26%	1.98%
2015	10.07%	1.68%
2014	12.35%	1.54%
2013	11.33%	1.74%
2012	0.00%	0.51%