Credit Suisse X-Links Gold Shares Covered Call ETN

10-Year Study

GLDI.US · · US · ETF

Executive Summary: Credit Suisse X-Links Gold Shares Covered Call ETN has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 12.6% and an annualized volatility of 10.9%.

1Y CAGR
+26.2%
3Y CAGR
+20.5%
5Y CAGR
+11.7%
10Y CAGR
+9.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
12.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -3.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.45.9-8.83.0————————2.8%
20254.0-1.55.82.50.31.60.14.45.00.84.72.334.3%
2024-0.20.84.3-0.52.10.13.72.72.93.4-1.6-0.318.7%
20233.1-3.84.4-0.00.0-1.92.7-0.9-4.34.73.51.69.0%
2022-0.74.3-0.4-1.0-2.5-1.1-2.1-2.3-2.4-1.06.22.3-1.1%
2021-2.0-5.7-0.23.34.1-5.82.5-0.4-2.01.1-0.83.1-3.4%
20202.4-0.1-0.28.33.32.64.21.3-2.70.5-4.36.823.5%
20192.60.5-1.5-0.51.24.71.84.0-2.22.7-2.53.014.4%
20182.4-1.30.6-0.2-1.1-3.5-2.3-1.5-0.72.60.64.1-0.5%
20175.62.8-0.51.7-0.2-2.41.02.3-2.9-0.80.71.58.9%
2016———2.9-3.06.50.5-1.91.3-3.4-7.4-1.7-6.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 10.9%. The dominant macroeconomic risk driver is GLD.US, accounting for 61.7% of variance. Idiosyncratic stock-specific factors contribute 6.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110289.11506443152
2016-05-019975.766906146653
2016-06-0110625.470407115976
2016-07-0110682.803056220777
2016-08-0110483.23640095792
2016-09-0110615.591857680463
2016-10-0110256.471661534952
2016-11-019500.456152354885
2016-12-019339.33458775231
2017-01-019864.907629148136
2017-02-0110142.4620823355
2017-03-0110092.19979473144
2017-04-0110260.577032728932
2017-05-0110242.459231383284
2017-06-019996.122704983463
2017-07-0110097.01790397993
2017-08-0110331.66552628578
2017-09-0110032.800205268559
2017-10-019954.484547838978
2017-11-0110026.456836583417
2017-12-0110174.478275744099
2018-01-0110418.063633253507
2018-02-0110280.918576804652
2018-03-0110338.849925875242
2018-04-0110319.591743642377
2018-05-0110210.243471319422
2018-06-019853.746151214506
2018-07-019629.475994982324
2018-08-019482.366860531418
2018-09-019415.911164328887
2018-10-019656.517276770443
2018-11-019717.827004219409
2018-12-0110120.994412133652
2019-01-0110386.14722317254
2019-02-0110433.65834188619
2019-03-0110281.731098186794
2019-04-0110230.456722545328
2019-05-0110356.041167750027
2019-06-0110845.70646595963
2019-07-0111038.715931120994
2019-08-0111477.505986999657
2019-09-0111226.066256129548
2019-10-0111529.036948340745
2019-11-0111235.34610559927
2019-12-0111577.688447941615
2020-01-0111852.035579883683
2020-02-0111838.322499714905
2020-03-0111813.60474398449
2020-04-0112794.161249857452
2020-05-0113213.522066370168
2020-06-0113550.504618542594
2020-07-0114116.988824267304
2020-08-0114299.834644771352
2020-09-0113916.153495267417
2020-10-0113990.078686281218
2020-11-0113391.307446687193
2020-12-0114298.05279963508
2021-01-0114006.386132968411
2021-02-0113204.997719238225
2021-03-0113172.696430607823
2021-04-0113610.702474626525
2021-05-0114163.929752537346
2021-06-0113341.586840004562
2021-07-0113678.925761204244
2021-08-0113620.695062150759
2021-09-0113348.072756300604
2021-10-0113500.213821416353
2021-11-0113396.296613068766
2021-12-0113808.872163302543
2022-01-0113707.592085756643
2022-02-0114291.467100011403
2022-03-0114238.496407800205
2022-04-0114097.887444406431
2022-05-0113741.204812407344
2022-06-0113590.817082905689
2022-07-0113304.781046869653
2022-08-0112994.31235032501
2022-09-0112687.820732124528
2022-10-0112562.23628691983
2022-11-0113341.886189987456
2022-12-0113654.949253050518
2023-01-0114081.565742958146
2023-02-0113547.397080624927
2023-03-0114137.358877865207
2023-04-0114135.135135135135
2023-05-0114140.708746721404
2023-06-0113869.782757440986
2023-07-0114246.806933515794
2023-08-0114121.806933515794
2023-09-0113519.300946516136
2023-10-0114148.69141293192
2023-11-0114650.359219979471
2023-12-0114878.121792678756
2024-01-0114850.439046641577
2024-02-0114976.550918006615
2024-03-0115625.327859505074
2024-04-0115540.868400045616
2024-05-0115863.467898278022
2024-06-0115877.066940358078
2024-07-0116463.008894970917
2024-08-0116909.425248032843
2024-09-0117406.67407914243
2024-10-0118004.604287832135
2024-11-0117719.40928270042
2024-12-0117659.696088493558
2025-01-0118364.39445774889
2025-02-0118096.40494925305
2025-03-0119139.967499144714
2025-04-0119621.051431178013
2025-05-0119689.431520127724
2025-06-0120005.986999657885
2025-07-0120029.749686395255
2025-08-0120919.33230699053
2025-09-0121966.301744782755
2025-10-0122139.083703957123
2025-11-0123173.822556733947
2025-12-0123713.7643973087
2026-01-0124511.403808872165
2026-02-0125948.93944577489
2026-03-0123666.324552400503
2026-04-0124373.403466757896
Annual Return Matrix
YearAnnual Return
20170.08942218314857286
2018-0.005256668908316664
20190.14392795574134398
20200.23496610432431497
2021-0.034213094830998325
2022-0.011146667767776064
20230.08957723071398305
20240.1869573548714707
20250.3428183745902491
20260.027816716839948796
Total Factor Risk
0.10914479355703506
VTI.US Exposure
0.2200731850969132
VEA.US Exposure
0.029161815230786117
VWO.US Exposure
0.03945686915207464
QQQ.US Exposure
-0.044816105539397404
VTV.US Exposure
-0.07605946631457834
IJR.US Exposure
0.01820822531803044
QUAL.US Exposure
0.04186130205998985
SHV.US Exposure
0.06967179889701647
TLT.US Exposure
0.02479495769078609
LQD.US Exposure
-0.02890589912760397
HYG.US Exposure
-0.005577068031782675
GLD.US Exposure
0.6170493908092535
USO.US Exposure
0.005532455687065959
VNQ.US Exposure
0.02787638862495948
BTC-USD.CC Exposure
-0.002246529073212061
CPER.US Exposure
0.009260325149996257
VIX.INDX Exposure
0.0035705161534584705
UUP.US Exposure
-0.005280000701908848
TIP.US Exposure
-0.009588652551874854
Idiosyncratic Exposure
0.0659564914700277
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →17.75%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1,010
Avg Yield on Cost
10.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,009.5210.10%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Credit Suisse X-Links Gold Shares Covered Call ETN a high-risk investment?

Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI.US) has an annualized volatility of 10.9% and experienced a maximum drawdown of 12.6% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of GLDI.US?

Over the past 10 years, GLDI.US has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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