{"schemaVersion":1,"ticker":"GOLS","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/gols/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, GOLS against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/gols/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"S&P 500 Index","namedIn":"its shareholder report","status":"priced","via":"VOO","r2":0.1992},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"VOO","name":"S&P 500 Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"GOLS","b":"VOO","window":{"from":"2026-01-09","to":"2026-10-30","firstReturn":"2026-01-16","weeklyReturns":42,"years":0.8,"short":true,"weekEnding":"2026-11-01","cumulativeOnly":"42 weekly returns, 2026-01-09 to 2026-10-30: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03801863,"perWeek":0.0007311275,"days":204,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.04976341,"b":0.09804503,"edge":"VOO","lead":"VOO"},"annualised":{"a":null,"b":null,"absent":"42 weekly returns, under the 52 an annualised number needs"},"price":{"a":0.04976341,"b":0.08851498,"edge":"VOO","lead":"VOO"},"volatility":{"a":null,"b":null,"absent":"42 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"42 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.0950761,"b":-0.08377998,"edge":"VOO","lead":"VOO","aPeak":"2026-08-14","aTrough":"2026-10-16","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":null,"b":null,"absent":"42 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"42 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"42 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"42 weekly returns, under the 52 an annualised number needs"}},"relative":{"GOLS":{"on":"VOO","beta":0.48039332,"r2":0.19425861,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":22,"downWeeks":20,"absent":"42 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true}}}},"sources":{"GOLS":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":42,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.04976341}},"VOO":{"kept":"2026-11-01","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":42,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.09804503}}}}}