Name | Ticker | GLD | SLV | Annualized Return | Daily Standard Deviation | Monthly Standard Deviation | Annualized Standard Deviation |
---|---|---|---|---|---|---|---|
SPDR Gold Shares | GLD | 1.00 | 0.79 | 6.48% | 1.14% | 5.10% | 17.67% |
iShares Silver Trust | SLV | 0.79 | 1.00 | 2.02% | 1.92% | 9.06% | 31.37% |
Asset correlations for time period 01/01/2007 - 12/31/2019 based on annual returns |