Data Source: from January 1972 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Commodities
ETF: SPDR Gold Trust (GLD)
ETF • LIVE PERFORMANCE (USD currency)
1.73%
1 Day
Sep 23 2022
3.93%
Current Month
September 2022

In the last 30 Years, the SPDR Gold Trust (GLD) ETF obtained a 5.26% compound annual return, with a 15.40% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Commodity
  • Commodity: Gold

The SPDR Gold Trust (GLD) ETF is part of the following Lazy Portfolios:

Portfolio Name Author GLD Weight
All Weather Portfolio Ray Dalio 7.5%
Permanent Portfolio Harry Browne 25.0%
Gold 100.0%
Golden Butterfly 20.0%
Pinwheel 10.0%
Desert Portfolio Gyroscopic Investing 10.0%
Paul Boyer Portfolio Paul Boyer 25.0%
GAA Global Asset Allocation Mebane Faber 5.0%
All Weather Portfolio with Bitcoin Ray Dalio 6.5%
Permanent Portfolio with Bitcoin Harry Browne 23.0%
Golden Butterfly with Bitcoin 18.0%
Simplified Permanent Portfolio 25.0%
Desert Portfolio with Bitcoin Gyroscopic Investing 8.0%
Marc Faber Portfolio Marc Faber 25.0%

Historical Returns as of Aug 31, 2022

Historical returns and stats of SPDR Gold Trust (GLD) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

SPDR GOLD TRUST (GLD) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1972 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-2.94
-2.91
-2.94
Aug 2022 - Aug 2022
0 - 1
3M
-6.94
-8.15
-6.94
Jun 2022 - Aug 2022
0 - 3
6M
-10.71
-14.47
-11.84
Apr 2022 - Aug 2022
1 - 5
YTD
-6.84
-12.30
-11.84
Apr 2022 - Aug 2022
2 - 6
1Y
-6.14
-13.30
9.78
-11.84
Apr 2022 - Aug 2022
4 - 8
33% pos
3Y(*)
3.48
-1.36
14.33
-14.11
Aug 2020 - Aug 2022
15 - 21
42% pos
5Y(*)
4.83
0.97
12.93
-14.11
Aug 2020 - Aug 2022
27 - 33
45% pos
10Y(*)
-0.31
-2.78
14.64
-40.97
Oct 2012 - Dec 2015
52 - 68
43% pos
15Y(*)
5.99
3.52
17.47
-42.91
Sep 2011 - Dec 2015
90 - 90
50% pos
20Y(*)
8.45
5.80
16.77
-42.91
Sep 2011 - Dec 2015
126 - 114
53% pos
25Y(*)
6.54
3.96
16.28
-42.91
Sep 2011 - Dec 2015
155 - 145
52% pos
30Y(*)
5.26
2.69
15.40
-42.91
Sep 2011 - Dec 2015
182 - 178
51% pos
MAX(*)
01 Jan 1972
7.35
3.25
19.82
-61.78
Oct 1980 - Aug 1999
313 - 295
51% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

ETF Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Aug 31, 2022

Monthly correlations of SPDR Gold Trust (GLD) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

SPDR GOLD TRUST (GLD) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs GLD
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.26
0.14
0.04
0.04
0.04
US Large Cap
SPY
0.26
0.15
0.04
0.02
0.03
US Small Cap
IJR
0.31
0.01
-0.05
0.05
0.05
US REITs
VNQ
0.41
0.16
0.13
0.12
0.12
US Technology
QQQ
0.19
0.16
0.06
0.00
0.01
Preferred Stocks
PFF
0.08
0.23
0.20
0.03
0.03
EAFE Stocks
EFA
0.23
0.14
0.06
0.16
0.16
World All Countries
VT
0.26
0.16
0.09
0.12
0.12
Emerging Markets
EEM
0.03
0.22
0.21
0.24
0.24
Europe
VGK
0.21
0.17
0.10
0.12
0.12
Pacific
VPL
0.27
0.10
0.02
0.20
0.19
Latin America
FLLA
0.26
0.24
0.26
0.27
0.26
US Total Bond Market
BND
-0.01
0.36
0.40
0.26
0.26
Long Term Treasuries
TLT
0.15
0.31
0.36
0.17
0.17
US Cash
BIL
-0.42
0.03
0.11
-0.01
-0.01
TIPS
TIP
0.28
0.43
0.49
0.31
0.31
Investment Grade Bonds
LQD
0.01
0.34
0.36
0.22
0.22
High Yield Bonds
HYG
0.09
0.22
0.23
0.13
0.13
International Bond Market
BNDX
-0.02
0.31
0.32
0.21
0.21
Emerging Market Bonds
EMB
-0.04
0.34
0.32
0.28
0.28
Commodities
DBC
0.35
0.02
0.17
0.29
0.29

Capital Growth as of Aug 31, 2022

An investment of 1000$, since September 1992, now would be worth 4658.75$, with a total return of 365.87% (5.26% annualized).

The Inflation Adjusted Capital now would be 2216.35$, with a net total return of 121.63% (2.69% annualized).
An investment of 1000$, since January 1972, now would be worth 36371.37$, with a total return of 3537.14% (7.35% annualized).

The Inflation Adjusted Capital now would be 5047.30$, with a net total return of 404.73% (3.25% annualized).

Drawdowns

Worst drawdowns since September 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-42.91% Sep 2011 Dec 2015 52 Jul 2020 55 107
-37.17% Feb 1996 Aug 1999 43 Dec 2003 52 95
-25.83% Mar 2008 Oct 2008 8 May 2009 7 15
-14.11% Aug 2020 Aug 2022 25 in progress 25
-11.51% Aug 1993 Sep 1993 2 Jan 1996 28 30
-8.64% Dec 2004 May 2005 6 Sep 2005 4 10
-8.63% May 2006 Sep 2006 5 Feb 2007 5 10
-8.37% Dec 2009 Jan 2010 2 May 2010 4 6
-8.31% Apr 2004 Apr 2004 1 Oct 2004 6 7
-6.38% Jan 2011 Jan 2011 1 Mar 2011 2 3
-6.13% Oct 1992 Feb 1993 5 Apr 1993 2 7
-5.22% Jun 2009 Jun 2009 1 Sep 2009 3 4
-5.09% Jul 2010 Jul 2010 1 Aug 2010 1 2
-4.90% Jan 2004 Feb 2004 2 Mar 2004 1 3
-4.20% May 2007 Jun 2007 2 Sep 2007 3 5
-4.18% May 2011 Jun 2011 2 Jul 2011 1 3
-1.65% Nov 2007 Nov 2007 1 Dec 2007 1 2
-1.11% Mar 2007 Mar 2007 1 Apr 2007 1 2
-1.11% Feb 2006 Feb 2006 1 Mar 2006 1 2
-0.64% Oct 2005 Oct 2005 1 Nov 2005 1 2

Worst drawdowns since January 1972.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-61.78% Oct 1980 Aug 1999 227 Apr 2007 92 319
-44.24% Jan 1975 Aug 1976 20 Jul 1978 23 43
-42.91% Sep 2011 Dec 2015 52 Jul 2020 55 107
-25.83% Mar 2008 Oct 2008 8 May 2009 7 15
-24.27% Feb 1980 Mar 1980 2 Jun 1980 3 5
-20.49% Jul 1973 Oct 1973 4 Jan 1974 3 7
-20.28% Nov 1978 Nov 1978 1 Feb 1979 3 4
-16.62% Apr 1974 Jun 1974 3 Nov 1974 5 8
-14.11% Aug 2020 Aug 2022 25 in progress 25
-8.37% Dec 2009 Jan 2010 2 May 2010 4 6
-6.88% Aug 1972 Nov 1972 4 Feb 1973 3 7
-6.38% Jan 2011 Jan 2011 1 Mar 2011 2 3
-6.01% Jul 1980 Jul 1980 1 Sep 1980 2 3
-5.22% Jun 2009 Jun 2009 1 Sep 2009 3 4
-5.09% Jul 2010 Jul 2010 1 Aug 2010 1 2
-4.46% Mar 1979 Mar 1979 1 May 1979 2 3
-4.20% May 2007 Jun 2007 2 Sep 2007 3 5
-4.18% May 2011 Jun 2011 2 Jul 2011 1 3
-3.84% Oct 1979 Oct 1979 1 Nov 1979 1 2
-1.65% Nov 2007 Nov 2007 1 Dec 2007 1 2

Rolling Returns ( more details)

SPDR Gold Trust (GLD) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.77 179.42
Feb 1979 - Jan 1980
-37.71
Apr 1981 - Mar 1982
41.54%
2 Years
8.24 92.76
Feb 1978 - Jan 1980
-30.30
Jul 1980 - Jun 1982
40.00%
3 Years
7.14 70.26
Feb 1977 - Jan 1980
-15.32
Nov 1980 - Oct 1983
36.82%
5 Years
6.31 36.39
Oct 1975 - Sep 1980
-14.69
Mar 1980 - Feb 1985
33.70%
7 Years
6.01 38.74
Feb 1973 - Jan 1980
-6.75
Feb 1980 - Jan 1987
36.00%
10 Years
5.26 24.75
Jan 1972 - Dec 1981
-5.99
Jul 1980 - Jun 1990
27.20%
15 Years
5.02 15.89
May 1972 - Apr 1987
-3.63
Feb 1980 - Jan 1995
24.71%
20 Years
4.45 11.03
Jan 1972 - Dec 1991
-4.36
Oct 1980 - Sep 2000
14.09%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the SPDR Gold Trust (GLD) ETF: Rolling Returns page.

Seasonality

SPDR Gold Trust (GLD) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.78
53%
1.22
53%
-0.49
41%
0.61
49%
0.94
49%
0.04
49%
0.62
55%
0.84
57%
1.44
56%
0.06
48%
0.70
54%
1.27
54%
Best
Year
27.5
1980
28.8
1973
14.4
1985
12.9
1982
26.5
1973
22.0
1980
10.8
2020
20.0
1982
26.1
1979
11.7
1978
12.8
2009
23.2
1979
Worst
Year
-14.1
1981
-18.2
1983
-22.4
1980
-8.3
2004
-10.0
1982
-11.1
1981
-9.1
1976
-10.5
1973
-11.6
1975
-16.1
2008
-20.3
1978
-10.7
2011
Statistics calculated for the period Jan 1972 - Aug 2022

Monthly/Yearly Returns

SPDR Gold Trust (GLD) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
313 Positive Months (51%) - 295 Negative Months (49%)
Jan 1972 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-6.84 -12.30 -1.7 6.1 1.3 -2.1 -3.3 -1.6 -2.6 -2.9
2021
-4.15 -10.45 -3.2 -6.3 -1.1 3.6 7.7 -7.1 2.5 -0.1 -3.2 1.5 -0.7 3.3
2020
+24.81 +23.14 4.5 -0.6 -0.2 7.3 2.6 2.7 10.8 -0.3 -4.2 -0.5 -5.4 7.0
2019
+17.86 +15.22 2.9 -0.6 -1.6 -0.7 1.8 8.0 0.0 7.9 -3.4 2.6 -3.2 3.7
2018
-1.94 -3.78 3.2 -2.1 0.6 -1.0 -1.2 -3.6 -2.2 -2.1 -0.7 2.1 0.3 4.9
2017
+12.81 +10.48 5.4 3.2 -0.4 1.7 -0.1 -2.2 2.3 4.2 -3.4 -0.7 0.4 2.1
2016
+8.03 +5.84 5.4 10.9 -0.8 5.1 -6.1 9.0 2.0 -3.3 0.7 -2.9 -8.4 -1.9
2015
-10.67 -11.32 8.7 -5.9 -2.2 -0.2 0.6 -1.5 -6.6 3.7 -1.8 2.3 -6.8 -0.5
2014
-2.19 -2.92 3.4 6.3 -3.1 0.5 -3.1 6.3 -3.6 0.4 -6.2 -3.1 -0.5 1.3
2013
-28.33 -29.39 -0.5 -5.1 0.9 -7.6 -6.2 -11.1 7.4 5.2 -4.8 -0.3 -5.5 -3.8
2012
+6.60 +4.77 11.4 -3.0 -1.3 -0.1 -6.3 2.4 0.8 4.9 4.7 -2.9 -0.5 -2.4
2011
+9.57 +6.41 -6.4 6.0 1.6 8.9 -1.8 -2.4 8.4 12.3 -11.1 5.9 1.7 -10.7
2010
+29.27 +27.37 -1.3 3.3 -0.4 5.9 3.1 2.4 -5.1 5.7 4.8 3.7 2.1 2.4
2009
+24.03 +20.74 5.5 1.4 -2.5 -3.3 10.2 -5.2 2.4 0.1 5.8 3.7 12.8 -7.2
2008
+4.92 +4.83 10.8 5.2 -6.0 -4.2 0.9 4.5 -1.4 -9.3 4.1 -16.1 12.6 7.7
2007
+30.45 +25.34 2.6 2.5 -1.1 2.1 -2.3 -1.9 2.4 1.1 10.5 7.0 -1.7 6.6
2006
+22.55 +19.51 9.9 -1.1 3.6 12.0 -1.3 -4.7 3.2 -1.4 -4.5 1.3 6.9 -1.8
2005
+17.76 +13.87 -3.6 3.1 -1.6 1.2 -3.9 4.3 -1.4 1.4 7.6 -0.6 5.8 5.1
2004
+4.65 +1.35 -4.0 -1.0 7.0 -8.3 1.2 0.6 -1.1 4.0 2.1 2.4 6.5 -3.9
2003
+19.89 +17.68 5.8 -5.5 -3.6 0.6 7.3 -4.3 2.5 5.9 3.3 -0.5 3.1 4.5
2002
+25.57 +22.65 2.1 5.2 1.5 2.3 6.0 -2.5 -4.3 2.7 3.5 -2.1 0.7 8.8
2001
+0.75 -0.79 -3.6 0.8 -3.4 2.1 1.7 1.2 -1.7 2.7 7.4 -4.9 -1.2 0.4
2000
-5.44 -8.54 -2.4 3.7 -5.8 -0.6 -1.0 5.8 -4.0 0.1 -1.2 -3.3 1.7 2.0
1999
+0.85 -1.79 -0.8 0.6 -2.6 2.6 -6.3 -2.8 -2.1 -0.3 17.3 0.0 -2.6 -0.4
1998
-0.83 -2.40 5.0 -2.4 1.2 3.2 -5.5 0.9 -2.5 -5.3 7.5 -0.5 0.8 -2.3
1997
-21.41 -22.72 -6.4 3.8 -2.9 -2.3 1.6 -3.2 -2.5 -0.3 2.1 -6.2 -4.7 -2.2
1996
-4.59 -7.65 4.8 -1.2 -1.1 -1.3 -0.2 -2.2 0.9 0.3 -1.9 0.1 -2.2 -0.6
1995
+0.98 -1.52 -2.2 0.4 4.1 -0.6 -1.4 0.7 -1.0 -0.3 0.4 -0.4 1.3 -0.2
1994
-2.17 -4.72 -3.5 1.0 2.0 -3.3 3.0 0.2 -1.1 0.5 2.4 -2.8 -0.2 0.0
1993
+17.68 +14.53 -0.7 -0.9 3.1 4.9 6.5 0.3 6.2 -7.5 -4.3 4.0 0.4 5.6
1992
-5.73 -8.39 0.3 -0.3 -3.2 -1.6 0.3 1.7 4.2 -5.0 2.6 -2.8 -1.5 -0.4
1991
-8.56 -11.28 -5.2 -0.9 -1.9 0.6 0.7 2.2 -1.5 -4.3 2.2 0.7 2.5 -3.6
1990
-3.11 -8.69 4.1 -1.8 -9.6 -0.2 -1.3 -3.0 5.7 4.1 5.3 -7.1 1.4 0.4
1989
-2.84 -7.15 -4.0 -1.8 -1.0 -1.5 -4.2 3.1 -1.3 -2.3 1.9 2.4 8.8 -2.3
1988
-15.26 -18.84 -5.4 -7.0 7.2 -1.7 1.4 -4.2 0.1 -2.1 -7.3 4.0 2.5 -2.9
1987
+24.53 +19.24 3.0 1.3 3.7 7.7 -0.5 -0.8 3.4 -2.0 1.3 2.0 5.1 -1.7
1986
+18.96 +17.66 7.3 -3.5 1.7 0.5 -0.7 1.0 3.1 7.6 10.0 -5.2 -2.9 -0.2
1985
+6.00 +2.12 -0.5 -6.2 14.4 -2.4 -2.3 1.2 3.1 1.8 -2.3 -0.2 0.1 0.5
1984
-19.38 -22.44 -2.3 5.5 -1.5 -3.3 2.2 -2.9 -8.2 1.7 -1.3 -3.0 -1.3 -6.3
1983
-16.31 -19.36 9.3 -18.2 1.5 3.5 1.9 -4.9 1.4 -1.8 -2.2 -5.7 6.0 -5.6
1982
+14.94 +10.70 -2.6 -6.3 -11.7 12.9 -10.0 -2.4 8.0 20.0 -3.5 6.6 3.0 4.8
1981
-32.60 -38.12 -14.1 -3.5 5.1 -6.0 -0.7 -11.1 -4.7 4.7 0.9 -0.4 -2.9 -4.1
1980
+15.19 +2.37 27.5 -2.5 -22.4 4.8 3.4 22.0 -6.0 2.8 5.6 -5.7 -1.5 -4.8
1979
+126.55 +99.97 3.4 7.5 -4.5 2.2 11.9 1.1 6.8 6.3 26.1 -3.8 8.8 23.2
1978
+37.01 +25.68 6.5 3.7 -0.4 -5.9 7.8 -0.6 9.4 4.2 4.0 11.7 -20.3 16.9
1977
+22.64 +14.94 -1.6 7.9 4.3 -1.1 -2.9 0.0 0.8 1.3 5.5 4.8 -0.9 3.1
1976
-4.10 -8.55 -8.6 3.2 -2.0 -0.9 -2.3 -1.4 -9.1 -7.6 11.5 6.2 5.8 3.3
1975
-24.80 -29.68 -5.7 3.4 -2.5 -5.8 0.0 -0.4 0.3 -4.1 -11.6 1.2 -3.3 1.5
1974
+66.15 +47.90 18.0 22.6 6.5 -2.2 -7.4 -8.0 8.1 0.0 -3.0 10.4 10.2 1.4
1973
+72.96 +59.11 1.7 28.8 5.9 0.8 26.5 7.4 -6.2 -10.5 -3.4 -2.0 3.1 11.1
1972
+49.02 +44.12 8.3 2.2 0.4 2.5 19.9 8.7 5.6 -2.1 -4.0 0.3 -1.2 2.0

ETF Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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