In the last 30 Years, the SPDR Gold Trust (GLD) ETF obtained a 5.67% 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 Apr 30, 2022
Historical returns and stats of SPDR Gold Trust (GLD) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Apr 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Apr 2022
|
-2.07
|
-2.39
|
-2.07
Apr 2022 - Apr 2022
|
0 - 1
|
|
3M
|
5.25
|
2.79
|
-2.07
Apr 2022 - Apr 2022
|
2 - 1
|
|
6M
|
6.16
|
1.72
|
-2.07
Apr 2022 - Apr 2022
|
3 - 3
|
|
YTD
|
3.48
|
0.42
|
-2.07
Apr 2022 - Apr 2022
|
2 - 2
|
|
1Y
|
6.79
|
-1.32
|
13.49
|
-7.94
Jun 2021 - Sep 2021
|
6 - 6
50% pos
|
3Y(*)
|
13.44
|
8.87
|
14.99
|
-13.74
Aug 2020 - Mar 2021
|
19 - 17
53% pos
|
5Y(*)
|
7.93
|
4.38
|
12.79
|
-13.74
Aug 2020 - Mar 2021
|
29 - 31
48% pos
|
10Y(*)
|
0.89
|
-1.41
|
14.77
|
-40.97
Oct 2012 - Dec 2015
|
55 - 65
46% pos
|
15Y(*)
|
6.68
|
4.30
|
17.42
|
-42.91
Sep 2011 - Dec 2015
|
92 - 88
51% pos
|
20Y(*)
|
9.10
|
6.53
|
16.80
|
-42.91
Sep 2011 - Dec 2015
|
128 - 112
53% pos
|
25Y(*)
|
6.79
|
4.30
|
16.26
|
-42.91
Sep 2011 - Dec 2015
|
156 - 144
52% pos
|
30Y(*)
|
5.67
|
3.14
|
15.40
|
-42.91
Sep 2011 - Dec 2015
|
185 - 175
51% pos
|
MAX(*)
01 Jan 1972
|
7.63
|
3.54
|
19.86
|
-61.78
Oct 1980 - Aug 1999
|
313 - 291
52% pos
|
US Inflation is updated to Apr 2022. Current inflation (annualized) is 1Y: 8.22% , 5Y: 3.40% , 10Y: 2.33% , 30Y: 2.46%
ETF Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
Capital Growth as of Apr 30, 2022
The Inflation Adjusted Capital now would be 2526.08$, with a net total return of 152.61% (3.14% annualized).
The Inflation Adjusted Capital now would be 5752.13$, with a net total return of 475.21% (3.54% annualized).
Drawdowns
Worst drawdowns since May 1992.
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 |
-13.74% | Aug 2020 | Mar 2021 | 8 | in progress | 13 | 21 |
-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 |
-8.45% | Aug 1992 | Feb 1993 | 7 | May 1993 | 3 | 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 |
-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.
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 |
-13.74% | Aug 2020 | Mar 2021 | 8 | in progress | 13 | 21 |
-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
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
9.85 |
179.42 Feb 1979 - Jan 1980 |
-37.71 Apr 1981 - Mar 1982 |
41.32% |
2 Years |
8.32 |
92.76 Feb 1978 - Jan 1980 |
-30.30 Jul 1980 - Jun 1982 |
39.93% |
3 Years |
7.14 |
70.26 Feb 1977 - Jan 1980 |
-15.32 Nov 1980 - Oct 1983 |
37.08% |
5 Years |
6.31 |
36.39 Oct 1975 - Sep 1980 |
-14.69 Mar 1980 - Feb 1985 |
33.94% |
7 Years |
6.01 |
38.74 Feb 1973 - Jan 1980 |
-6.75 Feb 1980 - Jan 1987 |
36.28% |
10 Years |
5.30 |
24.75 Jan 1972 - Dec 1981 |
-5.99 Jul 1980 - Jun 1990 |
27.22% |
15 Years |
5.00 |
15.89 May 1972 - Apr 1987 |
-3.63 Feb 1980 - Jan 1995 |
24.94% |
20 Years |
4.40 |
11.03 Jan 1972 - Dec 1991 |
-4.36 Oct 1980 - Sep 2000 |
14.25% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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% |
1.02 50% |
0.07 50% |
0.68 56% |
0.91 58% |
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 |
Monthly/Yearly Returns
SPDR Gold Trust (GLD) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
+3.48 | +0.42 | -1.7 | 6.1 | 1.3 | -2.1 | ||||||||
2021 |
-4.15 | -10.50 | -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 | +23.24 | 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 | +15.25 | 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 | +10.46 | 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 | +5.86 | 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 | -11.24 | 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 | -2.82 | 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 | -29.40 | -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 | +4.76 | 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 | +6.31 | -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 | +27.44 | -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 | +20.63 | 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 | +4.95 | 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 | +25.31 | 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 | +19.53 | 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 | +13.96 | -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 | +1.26 | -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 | +17.50 | 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 | +22.53 | 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 | -0.84 | -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 | -8.58 | -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 | -1.78 | -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 | -7.71 | 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 | -1.51 | -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 | -4.65 | -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 | +14.46 | -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 | -8.45 | 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 | -11.20 | -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 | -8.81 | 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 | +19.36 | 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 | +17.56 | 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 | +2.13 | -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 | -22.51 | -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 | +10.71 | -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 | -38.11 | -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 | +2.52 | 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 | +100.03 | 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 | +25.71 | 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 | +14.96 | -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 | -8.70 | -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 | -29.80 | -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 | +48.22 | 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 | +58.76 | 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.