Defiance Gold Enhanced Options Income ETF (GOLI) Performance
GOLI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −10.7% since Dec 31, 2025
- 1 year
- −7.1% total return
- Since first price
- +3.1% since 2025
GOLI trailing returns vs SPY, QQQ, AGG
| Period | GOLI total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −6.0% | −8.3% | −1.0% | −5.0% | +0.9% |
| 3 months | −1.0% | −7.2% | +3.2% | +1.9% | −0.4% |
| 6 months | −12.7% | −24.2% | +7.8% | +8.4% | −1.5% |
| YTD | −10.7% | −29.8% | +12.3% | +15.1% | −1.0% |
| 1 year | −7.1% | −33.9% | +14.4% | +15.9% | −1.1% |
| Since inceptionApr 2, 2025 | +3.1% | −42.6% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: GOLI vs SPY
From Apr 2, 2025: GOLI grew to $10,305, SPY to $13,686.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
GOLI returns by calendar year
2026 is year to date.
GOLI annual returns table
| Year | GOLI | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −10.7% | −25.9% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
GOLI largest drawdowns
Now 20.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 29, 2026 | −25.9% | Jun 11, 2026 | not yet | 4 months | 9 months so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
GOLI risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +4.5% |
| Volatility (annualized) | 17.6% |
| Sharpe ratio | 0.12 |
| Sortino ratio | 0.16 |
| Best month | +7.5% |
| Worst month | −11.8% |
| Best 12 months | +16.8% |
| Worst 12 months | −2.6% |
| Positive months | 65% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
GOLI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 7 | −5.8% | +4.8% | +16.8% | 71% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
GOLI performance overview
Defiance Gold Enhanced Options Income ETF (GOLI) returned −7.1% over the past year, with distributions reinvested. Since its first recorded price on Apr 2, 2025 it has returned +3.1%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −25.9%, from Jan 29, 2026 to Jun 11, 2026; the fund has not yet regained that high. Volatility has been 17.6% a year.
Related: GOLI chart, GOLI dividends. See the GOLI overview for the latest quote and fund facts.
GOLI performance FAQ
What is the GOLI return over the past year?
GOLI returned −7.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 33.9%.
How much would $10,000 invested in GOLI be worth?
$10,000 invested in GOLI at its first recorded close on April 2, 2025 would be worth about $10,305 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of GOLI?
The largest peak-to-trough decline was −25.9% between January 29, 2026 and June 11, 2026. It has not yet recovered to that high; it is 20.6% below its peak.
How volatile is GOLI?
Over the past history GOLI had an annualized volatility of 17.6% and a Sharpe ratio of 0.12 (excess return over 1–3 month T-bills per unit of risk).