No doubt a classic "It depends" answer applies but if we treat it as a general question and restrict ourselves purely to the Gladius regardless of sub types. So not longer weapons.
What, if any, historic information do we have as to their colour?
Assuming there was one applied and the answer isn't just "wood" or "leather".
Repros seem to come in, shades of Red, Black, Natural wood, occasional Green, the odd blue one, or sometimes brass covered. Both with or with out brass trim.
Any foundation in these or mostly just made to look nice?