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SPY vs GLD

Comparison between SPDR S&P 500 ETF Trust (SPY, ETF) and SPDR Gold Shares ETF (GLD, ETF).

5-Year PerformanceGLD has outperformed SPY, delivering a return of +17.5% compared to +13.3%

SPY vs GLD - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
SPY
$735B
GLD
$154B
Expense Ratio
Winner
SPY
0.09%
GLD
0.40%
Max Drawdown
SPY
56.47%
Winner
GLD
45.56%
Sharpe Ratio
Winner
SPY
1.62
GLD
0.91
5Y Beta
SPY
1.00
Winner
GLD
0.20
P/E Ratio
SPY
28.99
GLD
N/A
Forward P/E
SPY
22.37
GLD
N/A
5Y Dividends CAGR
SPY
5.43%
GLD
N/A
5Y EPS CAGR
SPY
26.05%
GLD
N/A
Debt to Equity
SPY
32.40%
GLD
N/A
P/S Ratio
SPY
3.74
GLD
N/A
P/B Ratio
SPY
5.61
GLD
N/A

SPY vs GLD - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SPY
+1.90%
GLD
-5.27%
3M
Winner
SPY
+8.55%
GLD
-14.99%
6M
Winner
SPY
+8.18%
GLD
+2.54%
1Y
SPY
+25.79%
Winner
GLD
+28.10%
5Y(CAGR)
SPY
+13.32%
Winner
GLD
+17.46%
10Y(CAGR)
Winner
SPY
+15.19%
GLD
+12.80%
Max(CAGR)
SPY
+8.47%
Winner
GLD
+10.70%

SPY vs GLD - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearSPYGLD
2026+8.26%-0.51%
2025+18.00%+61.48%
2024+25.59%+26.96%
2023+26.72%+11.76%
2022-18.64%+0.78%
2021+30.52%-6.24%
2020+17.28%+23.90%
2019+31.09%+17.78%
2018-5.24%-3.12%
2017+20.78%+11.93%
2016+13.59%+6.53%
2015+1.31%-11.06%
2014+14.56%-3.75%
2013+29.00%-28.83%
2012+14.17%+3.91%
2011+0.85%+10.14%
2010+13.14%+26.34%
2009+22.67%+24.45%
2008-36.25%+1.96%
2007+5.32%+32.40%
2006+13.85%+18.99%
2005+5.32%+19.90%
2004+10.75%-1.31%
2003+24.18%N/A
2002-22.42%N/A
2001-10.13%N/A
2000-8.84%N/A
1999+8.61%N/A

SPY vs GLD Drawdown Comparison

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The maximum drawdown for GLD was -45.56%, occurring on Dec 17, 2015. Recovery took 2248 trading sessions.

The current SPY drawdown is -2.90%. The current GLD drawdown is -20.10%.

RankSPYGLD
#1-55.20%
Oct 9, 2007 - Aug 16, 2012
-45.56%
Aug 22, 2011 - Jul 29, 2020
#2-47.50%
Mar 24, 2000 - Oct 26, 2006
-29.41%
Mar 17, 2008 - Sep 16, 2009
#3-33.70%
Feb 19, 2020 - Aug 10, 2020
-22.00%
Aug 6, 2020 - Mar 4, 2024
#4-24.50%
Jan 3, 2022 - Dec 13, 2023
-21.79%
May 12, 2006 - Sep 18, 2007
#5-19.34%
Sep 20, 2018 - Apr 12, 2019
-20.10%
Jan 29, 2026 - Jun 5, 2026
#6-18.76%
Feb 19, 2025 - Jun 26, 2025
-12.70%
Dec 2, 2009 - May 11, 2010
#7-13.02%
Jul 20, 2015 - Apr 18, 2016
-10.13%
Oct 20, 2025 - Dec 22, 2025
#8-10.10%
Jan 26, 2018 - Aug 6, 2018
-9.52%
Dec 3, 2004 - Sep 16, 2005
#9-9.44%
Sep 2, 2020 - Nov 11, 2020
-8.12%
Oct 30, 2024 - Jan 30, 2025
#10-9.30%
Jan 19, 2000 - Mar 17, 2000
-8.04%
Dec 6, 2010 - Mar 1, 2011
#11-9.05%
Jul 19, 2007 - Oct 5, 2007
-7.59%
Jun 18, 2010 - Sep 14, 2010
#12-8.88%
Jan 27, 2026 - Apr 14, 2026
-7.11%
Apr 21, 2025 - Jun 13, 2025
#13-8.41%
Jul 16, 2024 - Sep 19, 2024
-6.70%
Dec 12, 2005 - Jan 3, 2006
#14-7.35%
Sep 14, 2012 - Jan 2, 2013
-6.08%
Nov 7, 2007 - Dec 28, 2007
#15-7.27%
Sep 18, 2014 - Oct 31, 2014
-5.84%
Apr 29, 2011 - Jul 12, 2011

Correlation

Correlation between SPY and GLD is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86
-101

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