SPDR Gold Shares

Ticker

GLD

ISIN

US78463V107

Price

USD 223.66

Change Today

+3.63 / 1.65 %

Price 1 year ago

187.21 / 19.47 %

Morningstar

5

52 Week Low

168.83

52 Week High

223.66

200 Day Moving Average 190.48

190.48

50-day Moving Average

211.83


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.40
Sortino Ratio 0.19
Maximum Drawdown -7.67%
Maximum Drawdown Date 2023-10-05
Calmar Ratio -0.91

1 year

Parameter Value
Return 1.12
Volatility 9.374%
Alpha +4.03
Beta None
R Squared +5.87

History

Parameter Value
Average Annual Return 9.858%
Average Annual Volatility 17.651%
Sharpe Ratio 0.56
Sortino Ratio 0.57
Maximum Drawdown -48.0%
Maximum Drawdown Date 2015-12-17
Calmar Ratio -0.19

Company information

Summary

The investment seeks to reflect the performance of the price of gold bullion, less the expenses of the Trust’s operations. The Trust holds gold bars and from time to time, issues Baskets in exchange for deposits of gold and distributes gold in connection with redemptions of Baskets. The investment objective of the Trust is for the Shares to reflect the performance of the price of gold bullion, less the Trust’s expenses. The Sponsor believes that, for many investors, the Shares represent a cost-effective investment in gold.

Market

US

Category

Commodities Focused

Expense Ratio

0.40%

Fund family

SPDR State Street Global Advisors

Morningstar

5

Yield
-
Exchange
PCX
Sector Weight
Realestate 0.00%
Consumer cyclical 0.00%
Basic materials 0.00%
Consumer defensive 0.00%
Technology 0.00%
Communication services 0.00%
Financial services 0.00%
Utilities 0.00%
Industrials 0.00%
Energy 0.00%
Healthcare 0.00%
Country Ratio
United States
Canada
Argentina
Brazil
Chile
Colombia
Mexico
Peru
Venezuela
United Kingdom

Holdings

Symbol Name Allocation
Gold Trust 100%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
GLD SPDR Gold Shares US78463V107 PCX 0.40% 5 +4.03
IAU iShares Gold Trust US4642852044 PCX 0.25% 5 +4.18
IEF iShares 7-10 Year Treasury Bond ETF US4642874402 NGM 0.15% 5 -0.600
IEFA iShares Core MSCI EAFE ETF US46432F842 BTS 0.07% 4 +3.25
IVV iShares Core S&P 500 ETF IE00B5BMR087 PCX 0.03% 4 -0.03
SLV iShares Silver Trust US46428Q1094 PCX 0.50% 4 +1.57

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.