Last updated Next expected
Fetching telemetry…
GMDI v7.0 Global Monetary Debasement Index
Live Jordan Williams · Independent Research May 2026

The Global
Debasement
Index

Twenty years of monthly data on how fast the world's major economies are creating money, and what it means for the real return any asset must clear to keep up.

Monetary debasement is the rate at which the global stock of money is expanding relative to real goods, services, and assets. It is not the same thing as price inflation. Consumer prices are subject to heavy statistical management (substitution effects, hedonic adjustments, basket reweighting), all of which compress the headline. Monetary debasement can be measured directly from central bank balance sheets and monetary aggregates, without those adjustments.

This index combines three channels of money creation: broad money growth (M2/M3/M4 across the major monetary blocs), central bank balance sheet expansion, and government deficits. Each channel captures a distinct mechanism; the composite weights them to form a single readable number. Aggregation uses GDP-share weights, which is the analytically appropriate basis for asking how fast money is growing relative to the real economy it denominates.

Twenty years of data makes one thing plain: assets with limited supply have broadly kept pace with debasement, while assets priced off the policy rate have not. Equities, gold, and property grow scarce relative to money. Bonds and cash are money, which is the problem. What follows puts a number on that gap and shows where the world currently sits.

GMDI Headline
Money growth · GDP-weighted
GMDI Plus
Composite · current
Real GMDI
Nominal − real GDP growth
20-Year Average
GMDI Headline 2006–2026
Current Regime
Tight / Neutral / Loose
I

Twenty years of global liquidity

Total broad money across the six major monetary blocs, converted to USD at spot exchange rates and indexed to March 2006 = 100. Year-on-year growth is aggregated using GDP-share weights.

Global M2, Indexed · March 2006 = 100
USD spot · log scale
2008–2009: GFC emergency lending and QE1. 2020–2022: COVID monetary response, the largest peacetime expansion in modern history. 2023–2024: first sustained contraction in decades, driven by quantitative tightening.
YoY Growth Rate
Headline GMDI · monthly · %
Oscillates around a 20-year mean of ~7.3%. Shock-driven peaks during the GFC and COVID. Sustained trough 2022–2024 when M2 growth fell to ~1% and Real GMDI briefly went negative.
Composition by Bloc
GDP share · current
Weights by GDP share. US ~38%, China ~25%. GDP-weighting puts China at its actual economic footprint rather than the 48% it would hold under stock-weighting.

// Epoch history

Pre-Crisis Calm
2006–Q3 2008
14.9%
High but stable monetary expansion, dominated by China's rapid M2 growth. Central bank balance sheets stable. Fiscal deficits low.
GFC & QE1
Q4 2008–2011
9.6%
Emergency lending, QE1, fiscal blowouts to ~9% of GDP. Real GMDI averaged 6.6%.
Normalisation
2012–2019
5.8%
Long expansion. QE then taper, rate hikes, balance sheet runoff. Real GMDI averaged just 2.5%.
COVID Surge
2020–2021
13.8%
Unprecedented coordinated response: zero rates, unlimited QE, fiscal deficits exceeding 12% of GDP. GMDI Plus averaged 29.3%.
Inflation & QT
2022–2024
1.3%
First sustained M2 deceleration in modern history. Real GMDI went negative for the first time on record (−1.5%).
Reacceleration
2025–2026
5.6%
Fed ended QT. Deficits remain elevated. M2 growth picking up across all blocs. Real GMDI at 3.1%.
20Y Avg Headline
2006–2026
7.3%
GDP-weighted average nominal money creation across two full crisis-and-recovery cycles.
20Y Avg Real
2006–2026
4.3%
The structural debasement rate: the share of nominal money creation in excess of real output.
II

Money growth net of real output

Strip out real GDP growth and what remains is genuine excess money creation. Quantity theory: %ΔP ≈ %ΔM + %ΔV − %ΔY. The real lens isolates the %ΔM − %ΔY term.

Nominal vs Real GMDI
% YoY · monthly · GDP-weighted
The framework reads loosest in 2009 (entire monetary response landed on a collapsing economy) and during COVID 2020–2021. The 2023–2024 contraction is the first genuine negative debasement period in the dataset.
Global Money Velocity (GDP / M2)
Annual GDP ÷ M2 stock
Nominal GDP data pending next pipeline run
Velocity = global nominal GDP (USD) ÷ global M2 stock. Secular decline from ~1.3 in 2006 to below 0.9 today reflects how much more money is required to generate each unit of nominal output.

What the real lens adds

It answers the quantity-theory objection. The standard critique of any debasement index is that nominal money growth is meaningless without netting real output. The real lens handles that directly. The 20-year average sits around 4%; strip the COVID surge out and the structural reading is closer to 3%.

It reframes recent history. The 2023–2024 period saw nominal money growth barely above zero, but with real GDP running 2–3%, the real lens shows conditions were contractionary for two straight years, the first time that has happened in the modern era.

It does not replace the nominal headline. Asset prices are priced in dollars. The relevant benchmark for whether an equity index keeps pace with money creation is the nominal rate. The real lens is the analytical check underneath the index.

III

An interactive composite

M2 captures one source of money creation. Central bank asset purchases and government deficits add two more. Adjust the framework weights and see the composite respond.

Adjust the framework and see the composite respond

GMDI Plus = M2YoY + α × CB Balance SheetYoY + β × Fiscal Deficit%GDP
M2 broad money
Anchored at 1.0; always included as the base layer
1.00×
α: Central bank weight
Default 0.30. Higher = more QE leaks into asset prices.
0.30×
β: Fiscal weight
Default 0.40. Higher = more deficit spending gets monetised.
0.40×
Current GMDI Plus reading
GMDI Plus vs Headline: full history
% YoY · monthly
The Plus series sits consistently above the headline. The gap widens during fiscal expansions (2009, 2020–2024) and QE programs (2010–2014, 2020–2022).
Federal Reserve Balance Sheet
USD trillions · FRED WALCL
Federal Reserve assets only. From $0.9T in 2006 to a peak of $8.9T in 2022. Currently ~$6.7T after quantitative tightening. Combined G6 central bank assets (Ledger row) total ~$26.4T.
Fiscal Deficits
% GDP · weighted major economies
Two genuine spikes: 9% during GFC, 12% during COVID. Now structurally elevated at 4.5%, well above the pre-GFC 2% baseline.
IV

The gold-denominated view

The same global money stock, denominated in gold ounces. Gold grows at ~1.5% per year through mining, has no issuer, no liability counterparty. When this line falls, fiat money is losing ground to the one monetary asset no central bank controls.

Global M2 in Gold Ounces
Billions of ounces · log scale
Calculated as (Global M2 in USD) ÷ (LBMA gold PM fix). The 2006–2011 period shows broad money losing ground to gold even as M2 expanded. The current period mirrors 2008–2011 in shape and severity.
V

Does liquidity actually drive asset prices?

Rolling 36-month correlations between GMDI headline and three major asset classes. Where the relationships hold tells you when the framework has traction. Where they break is equally important.

The 2022 breakdown: the most important data point in this section

Through most of the 2006–2026 period, risk assets moved with global liquidity at correlations of 0.7 to 0.95. But in 2022, the framework failed spectacularly: liquidity readings were still elevated coming out of the COVID surge, yet stocks, bonds, gold, and Bitcoin all fell together. The deeper lesson: this framework is necessary but not sufficient. Monetary debasement explains why asset prices grind higher over decade-plus horizons; it does not explain twelve-month periods when real-rate dynamics dominate.

Rolling 3-Year Correlations vs GMDI
36-month window · −1.0 to +1.0
Risk assets show consistently positive correlation, strongest during loose monetary policy. The 2022 breakdown is the cleanest single piece of evidence that this framework is necessary but not sufficient.
Gold vs GMDI
Indexed · 2006 = 100
Long-run correlation 0.93. Gold lagged through 2013–2019, then sharply caught up.
S&P 500 vs GMDI
Indexed · 2006 = 100
Long-run correlation 0.96. The tightest relationship in the dataset.
Bitcoin YoY vs GMDI YoY
Dual axis · rate of change
Bitcoin's rate of change tracks GMDI's rate of change with high amplification. Right scale: −80% to +400%.
VI

Three states of the monetary world

The GMDI Plus is classified into three regimes, and historical asset returns are computed for each. The result converts the index from a measurement tool into something with direct allocation implications.

The world is currently in a regime · GMDI Plus reading
Regime I
Tight
GMDI Plus < 5%
Time in regime
Months since 2006
Gold avg YoY
Gold Sharpe
S&P 500 avg YoY
S&P worst YoY
Bitcoin avg YoY
Regime II
Neutral
5% ≤ GMDI Plus < 8%
Time in regime
Months since 2006
Gold avg YoY
Gold Sharpe
S&P 500 avg YoY
S&P worst YoY
Bitcoin avg YoY
Regime III
Loose
GMDI Plus ≥ 8%
Time in regime
Months since 2006
Gold avg YoY
Gold Sharpe
S&P 500 avg YoY
S&P worst YoY
Bitcoin avg YoY
GMDI Plus with Regime Bands
Monthly · regime-classified
Background bands show prevailing regime at each point. Green = tight, gray = neutral, red = loose. The framework spent significant time in Loose conditions during 2008–2010 and 2020–2022.

How to use this

In Loose regimes, the practical direction is clear: reduce cash and bond exposure, increase equities and real assets. The historical record supports it. Gold has averaged double-digit returns in these periods. Equities have run well above their long-run averages. Bitcoin has been several multiples of its all-period average, though its behaviour within any twelve-month window is unreliable enough to warrant separate treatment.

Tight regimes are short, bond-friendly, and easy to miss. The framework has only registered Tight readings during genuine deflationary scares: the GFC aftermath, 2015, and the 2023–2024 QT period. These windows are brief, but bonds outperform equities meaningfully within them. Getting the inflection right matters more than anything that happens inside the regime.

The current reading sits in Loose territory. The Fed ended QT in December 2025, fiscal deficits remain structurally elevated, and broad money has been reaccelerating across blocs. Historically, Loose regimes run 2–4 years once established.

VII

What it takes to keep up

The return any asset must clear to preserve real purchasing power. Asset returns shown are 12-month nominal to May 2026.

The cost of standing still, by region

GMDI Plus rate
Inflation gap vs target
Currency drift vs USD
Real Hurdle Rate
Beat the hurdle and you preserve purchasing power. Anything less is real loss, even when the nominal number looks positive.

Asset performance: 12M to May 2026

Gold (USD)+45.0%beats hurdle
S&P 500 (price)+25.7%beats hurdle
ASX 200 (total return)+11.7%beats hurdle
AU 10Y bond yield+4.5%loses to hurdle
Bitcoin (USD)−22.1%loses to hurdle
Cash @ AU bank rate+4.1%loses to hurdle

Gold, S&P 500, Bitcoin: computed from pipeline data. ASX 200, AU bond, cash: manually sourced.

Reading the table

The winners share a structural property. Limited supply combined with monetary sensitivity. Gold and large-cap equities, particularly US technology, qualify on both counts. The losers are either pure yield instruments priced off the policy rate, or assets running their own cycle disconnected from liquidity conditions at this moment.

Property is absent from the table but belongs in the same category. It is a real asset with limited supply and monetary sensitivity, excluded here for a data reason rather than a conceptual one: building comparable cross-jurisdictional monthly residential price series with the same granularity as financial assets is genuinely difficult. Over the same twenty-year period, residential property in most of these economies has broadly tracked or exceeded the debasement rate. That is what you would expect from an asset with these structural properties.

Bonds are the most consequential loser. A 4.5% Australian 10-year yield against a ~10.8% Australian hurdle locks in roughly 6.3% of annual real loss for anyone holding to maturity. For institutions required to hold fixed income (super funds, insurance balance sheets) this is not a temporary inconvenience. The honest framing is not "what is the yield" but "how much real loss am I accepting in exchange for liquidity and balance sheet stability."

Bitcoin's current underperformance is asset-specific, not a framework failure. A Loose monetary regime should, on historical pattern, be supportive for Bitcoin, but it is losing to the hurdle by a wide margin. The late-2025 peak and subsequent drawdown reflect its own cycle, independent of global liquidity at this time horizon. Bitcoin's relationship with GMDI is strong over multi-year windows and unreliable inside twelve months.

VIII

Where the current number is coming from

Attribution of the current GMDI Plus reading by source layer and by monetary bloc.

By layer · default α=0.30, β=0.40

M2 broad money
+5.34 pp
Central bank BS
−0.12 pp
Fiscal deficits
+1.80 pp
GMDI Plus
+7.02 pp

By monetary bloc: GDP-weighted contribution

China
+2.13 pp
United States
+1.82 pp
Eurozone
+0.75 pp
Australia
+0.31 pp
United Kingdom
+0.23 pp
Japan
+0.10 pp
GMDI Headline
+5.34 pp
IX

Forward scenarios

Take three policy inputs and return the implied GMDI Plus twelve months out.

Set the policy trajectory for the next twelve months

Forward GMDI Plus = M2 growth + α × CB BS change + β × Fiscal deficit · using default α = 0.30, β = 0.40.
M2 growth rate
Annualised rate of global broad money expansion
+6.0%
CB balance sheet
Annualised change in combined G4 central bank assets
+1%
Fiscal deficit
Weighted average % GDP across major economies
4.5%
Forward GMDI Plus (12M ahead)
Implied hurdle rate (assuming CPI gap +1.4%)
Historical GMDI Plus + 12-Month Projection
Monthly · dashed extension shows scenario path
The dashed line extends the historical series by 12 months using the scenario parameters above.
X

The ledger

Component-level view of each monetary bloc: broad money measure, USD value, YoY growth, central bank balance sheet, fiscal deficit, and GDP weight.

BlocMeasureLocal (T)USD (T)M2 YoYCB BS (T)DeficitGDP wtStock wt
United StatesUSDM222.722.74.8%6.75.8%38.0%21.0%
ChinaCNYM2353.951.88.5%6.35.0%25.0%48.0%
EurozoneEURM216.317.63.4%6.73.2%22.0%16.3%
JapanJPYM21,28010.41.7%5.44.5%6.0%9.6%
United KingdomGBPM4ex3.213.44.5%0.94.4%5.0%3.1%
AustraliaAUDM33.32.17.7%0.41.5%4.0%1.9%
Aggregate108.05.3% / 6.0%26.44.5%100%100%

5.3% is the GDP-weighted headline; 6.0% is the stock-weighted alternative.

XI

Methodology

Every component is sourced from publicly available data. The pipeline runs monthly, pulling the latest observations from each source and regenerating this page automatically.

Public data sources

  • US M2 FRED M2SL · monthly · 3-week lag
  • Eurozone M2 ECB Data Portal · BSI.M.U2.Y.V.M20 · monthly
  • China M2 PBoC Financial Statistics · monthly
  • Japan M2 BoJ Money Stock · monthly
  • UK M4ex BoE Money & Credit · monthly
  • Australia M3 RBA Statistical Table D3 · monthly
  • Fed Balance Sheet FRED WALCL · weekly
  • FX rates BIS end-of-period spot
  • Gold LBMA PM Gold Price Fix · daily
  • GDP weights IMF WEO NGDPD · annual
  • Real GDP IMF WEO · annual
  • Asset returns Yahoo Finance, S&P, CoinMarketCap
XII

What this means

The bottom line in plain language.

Over twenty years, the monetary system has run a slow, structural transfer from fixed-value assets toward assets with limited supply. It does this at 4.3% per year in real terms, quietly, and it compounds. Holding cash and investment-grade bonds across this period did not preserve purchasing power. It was a slow loss, accepted in exchange for safety and liquidity.

The index does not tell you what to buy next month. What it does show, with reasonable confidence over multi-year horizons, is the direction of the monetary wind and which category of assets has historically moved with it. In a Loose regime, where the world sits today, that category has been equities, gold, and real assets including property. Bonds and cash have been the structural losers.

The 2022 breakdown earns its own section because it matters: inflation expectations and real rate dynamics overwhelmed the money-supply effect that year, and almost everything fell together. That is a genuine limitation and worth keeping front of mind. But the twenty-year record is not ambiguous. The assets that kept pace share identifiable structural properties. The ones that did not are held for reasons other than purchasing-power preservation.

Use this index for what it is: a long-duration lens on the monetary environment, not a trading signal. The question it answers is not what markets will do this year. It is whether your portfolio is aligned with how the monetary system actually works.

Built May 2026 · v7.0 Refresh schedule: monthly, ~20th