abrdn Physical Precious Metals Basket Shares ETF

10-Year Study

GLTR.US · · US · ETF

Executive Summary: abrdn Physical Precious Metals Basket Shares ETF has compounded at 14.5% annually over the last 10 years, with a maximum drawdown of 23.3% and an annualized volatility of 21.2%.

1Y CAGR
+78.1%
3Y CAGR
+37.2%
5Y CAGR
+17.4%
10Y CAGR
+14.5%

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 →
23.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +87.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -9.6%
% 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.
202613.79.7-14.73.4————————10.0%
20257.50.49.32.00.83.70.35.413.34.08.410.287.2%
2024-2.9-0.38.43.55.2-1.02.51.45.94.7-4.5-3.020.6%
20231.9-8.09.02.2-3.6-3.44.2-1.4-5.64.63.6-0.22.0%
20221.36.6-0.6-3.4-4.9-3.4-0.1-5.00.2-2.89.73.2-0.2%
2021-2.5-2.9-1.15.35.4-6.2-0.2-3.0-7.43.7-3.63.6-9.6%
20205.4-0.6-6.13.65.41.815.54.9-7.2-0.7-2.79.029.5%
20193.50.8-3.4-0.3-0.88.11.68.3-3.14.2-3.24.421.0%
20182.6-2.7-0.9-0.7-0.3-3.3-2.6-3.01.00.70.76.1-2.8%
20177.53.3-0.5-0.60.1-2.42.14.6-4.00.20.12.412.9%
2016———8.6-7.911.05.7-5.51.5-5.0-6.3-3.1-2.9%

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 21.2%. The dominant macroeconomic risk driver is GLD.US, accounting for 55.8% of variance. Idiosyncratic stock-specific factors contribute 10.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110858.63697705803
2016-05-0110000
2016-06-0111096.491228070176
2016-07-0111724.021592442645
2016-08-0111074.561403508773
2016-09-0111243.252361673414
2016-10-0110684.88529014845
2016-11-0110016.869095816464
2016-12-019709.851551956815
2017-01-0110438.596491228069
2017-02-0110786.099865047234
2017-03-0110728.744939271255
2017-04-0110664.64237516869
2017-05-0110674.76383265857
2017-06-0110420.04048582996
2017-07-0110641.02564102564
2017-08-0111128.542510121457
2017-09-0110678.137651821862
2017-10-0110695.006747638326
2017-11-0110705.128205128205
2017-12-0110966.599190283401
2018-01-0111248.313090418354
2018-02-0110942.982456140351
2018-03-0110843.454790823213
2018-04-0110772.60458839406
2018-05-0110735.49257759784
2018-06-0110381.24156545209
2018-07-0110111.336032388663
2018-08-019809.379217273954
2018-09-019903.846153846154
2018-10-019971.322537112012
2018-11-0110040.485829959513
2018-12-0110654.520917678812
2019-01-0111029.014844804316
2019-02-0111121.794871794873
2019-03-0110742.240215924427
2019-04-0110711.87584345479
2019-05-0110627.53036437247
2019-06-0111484.480431848851
2019-07-0111666.666666666666
2019-08-0112631.57894736842
2019-09-0112243.589743589742
2019-10-0112758.097165991901
2019-11-0112349.865047233467
2019-12-0112887.989203778678
2020-01-0113577.935222672064
2020-02-0113495.276653171391
2020-03-0112668.690958164641
2020-04-0113125.843454790824
2020-05-0113836.032388663965
2020-06-0114090.755735492578
2020-07-0116278.677462887988
2020-08-0117083.333333333332
2020-09-0115850.202429149796
2020-10-0115740.55330634278
2020-11-0115312.078272604587
2020-12-0116691.970310391363
2021-01-0116271.929824561403
2021-02-0115804.655870445344
2021-03-0115632.59109311741
2021-04-0116459.176788124154
2021-05-0117354.92577597841
2021-06-0116270.242914979757
2021-07-0116238.191632928476
2021-08-0115747.300944669365
2021-09-0114585.02024291498
2021-10-0115118.08367071525
2021-11-0114566.464237516868
2021-12-0115089.40620782726
2022-01-0115290.148448043185
2022-02-0116305.66801619433
2022-03-0116207.827260458838
2022-04-0115661.2685560054
2022-05-0114895.411605937921
2022-06-0114394.399460188934
2022-07-0114377.530364372471
2022-08-0113655.5330634278
2022-09-0113685.897435897434
2022-10-0113306.34278002699
2022-11-0114591.767881241563
2022-12-0115052.29419703104
2023-01-0115342.442645074223
2023-02-0114116.059379217273
2023-03-0115386.30229419703
2023-04-0115723.684210526315
2023-05-0115155.19568151147
2023-06-0114635.627530364372
2023-07-0115251.349527665316
2023-08-0115032.051282051281
2023-09-0114195.344129554656
2023-10-0114853.238866396761
2023-11-0115382.928475033737
2023-12-0115354.251012145747
2024-01-0114903.846153846152
2024-02-0114861.673414304993
2024-03-0116109.986504723345
2024-04-0116668.353576248315
2024-05-0117542.172739541158
2024-06-0117371.79487179487
2024-07-0117807.01754385965
2024-08-0118048.245614035084
2024-09-0119110.998650472335
2024-10-0120008.434547908233
2024-11-0119104.25101214575
2024-12-0118522.267206477733
2025-01-0119903.846153846152
2025-02-0119986.50472334683
2025-03-0121840.41835357625
2025-04-0122282.388663967613
2025-05-0122467.94871794872
2025-06-0123304.655870445345
2025-07-0123367.071524966264
2025-08-0124623.819163292846
2025-09-0127909.91902834008
2025-10-0129031.713900134953
2025-11-0131459.176788124158
2025-12-0134682.86099865047
2026-01-0139446.69365721997
2026-02-0143272.60458839405
2026-03-0136896.08636977058
2026-04-0138141.02564102564
Annual Return Matrix
YearAnnual Return
20170.12943015983321748
2018-0.028457160436855977
20190.20962634578847394
20200.29515706806282727
2021-0.09600808489135926
2022-0.0024594745667970708
20230.02006051776308415
20240.20632827949901134
20250.872495446265938
20260.09970817120622577
Total Factor Risk
0.21220292751302394
VTI.US Exposure
0.09719126914748817
VEA.US Exposure
0.05085470702488119
VWO.US Exposure
-0.0068841679625311755
QQQ.US Exposure
-0.013888974102380712
VTV.US Exposure
-0.0388740860584892
IJR.US Exposure
-0.00648444175079874
QUAL.US Exposure
0.0161974868519962
SHV.US Exposure
0.133104754369865
TLT.US Exposure
0.0741037701907687
LQD.US Exposure
-0.022558832496387574
HYG.US Exposure
-0.0002491135284801785
GLD.US Exposure
0.5576431467988061
USO.US Exposure
0.0011351971376860398
VNQ.US Exposure
-0.0024332387612716086
BTC-USD.CC Exposure
0.0014645788597435366
CPER.US Exposure
0.0657590013226218
VIX.INDX Exposure
0.008488095014300723
UUP.US Exposure
-0.02111301369329327
TIP.US Exposure
0.000812136167067053
Idiosyncratic Exposure
0.10573172546840795
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.2%

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 →0.00%
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
$0
Avg Yield on Cost
0.00%

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 →
-1.5%
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 →
+19.4%
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 →
20.7% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is abrdn Physical Precious Metals Basket Shares ETF a high-risk investment?

abrdn Physical Precious Metals Basket Shares ETF (GLTR.US) has an annualized volatility of 21.2% and experienced a maximum drawdown of 23.3% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, GLTR.US has generated a Compound Annual Growth Rate (CAGR) of 14.5%. 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.

Run a Full Backtest on abrdn Physical Precious Metals Basket Shares ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest