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CBUS.DE vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUS.DE vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.DE) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBUS.DE is traded in EUR, while GLD is traded in USD. To make them comparable, the GLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBUS.DE achieves a -1.94% return, which is significantly lower than GLD's 4.15% return.


CBUS.DE

1D
0.20%
1M
1.30%
YTD
-1.94%
6M
-2.08%
1Y
0.09%
3Y*
0.65%
5Y*
10Y*

GLD

1D
0.00%
1M
-1.78%
YTD
4.15%
6M
5.70%
1Y
29.06%
3Y*
27.37%
5Y*
19.26%
10Y*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUS.DE vs. GLD - Yearly Performance Comparison


2026 (YTD)2025202420232022
CBUS.DE
iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist
-1.94%3.15%-5.02%2.14%5.57%
GLD
SPDR Gold Shares
4.96%44.25%35.02%9.31%-2.23%

Correlation

The correlation between CBUS.DE and GLD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2022

0.14

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Return for Risk

CBUS.DE vs. GLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBUS.DE
CBUS.DE Risk / Return Rank: 99
Overall Rank
CBUS.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CBUS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
CBUS.DE Omega Ratio Rank: 88
Omega Ratio Rank
CBUS.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
CBUS.DE Martin Ratio Rank: 99
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 3434
Overall Rank
GLD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLD Omega Ratio Rank: 3838
Omega Ratio Rank
GLD Calmar Ratio Rank: 3535
Calmar Ratio Rank
GLD Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CBUS.DE vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.DE) and SPDR Gold Shares (GLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CBUS.DEGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.01

1.24

-0.23

Calmar ratioReturn relative to maximum drawdown

0.02

1.70

-1.69

Martin ratioReturn relative to average drawdown

0.04

4.06

-4.02

CBUS.DE vs. GLD - Sharpe Ratio Comparison

The current CBUS.DE Sharpe Ratio is 0.01, which is lower than the GLD Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of CBUS.DE and GLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CBUS.DEGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.16

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.65

-0.54

Drawdowns

CBUS.DE vs. GLD - Drawdown Comparison

The maximum CBUS.DE drawdown since its inception was -12.79%, smaller than the maximum GLD drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for CBUS.DE and GLD.


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Drawdown Indicators


CBUS.DEGLDDifference

Max Drawdown

Largest peak-to-trough decline

-12.79%

-37.47%

+24.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.66%

-17.14%

+11.48%

Max Drawdown (3Y)

Largest decline over 3 years

-7.48%

-17.14%

+9.66%

Max Drawdown (5Y)

Largest decline over 5 years

-17.14%

Max Drawdown (10Y)

Largest decline over 10 years

-18.63%

Current Drawdown

Current decline from peak

-7.94%

-16.17%

+8.23%

Average Drawdown

Average peak-to-trough decline

-7.22%

-12.17%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

7.17%

-4.99%

Volatility

CBUS.DE vs. GLD - Volatility Comparison

The current volatility for iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.DE) is 2.39%, while SPDR Gold Shares (GLD) has a volatility of 4.64%. This indicates that CBUS.DE experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUS.DEGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.39%

4.64%

-2.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

21.81%

-16.88%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

25.18%

-19.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.34%

16.70%

-8.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

14.91%

-6.57%

CBUS.DE vs. GLD - Expense Ratio Comparison

CBUS.DE has a 0.09% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

CBUS.DE vs. GLD - Dividend Comparison

CBUS.DE's dividend yield for the trailing twelve months is around 4.52%, while GLD has not paid dividends to shareholders.


PositionTTM2025202420232022
CBUS.DE
iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist
4.52%4.23%3.74%2.40%0.13%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CBUS.DE and GLD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUS.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUS.DE is cheaper with a 0.09% expense ratio, compared with 0.40% for GLD.

CBUS.DE is categorized as European Government Bonds, while GLD is Gold. CBUS.DE tracks FTSE Actuaries UK Conventional Gilts All Stocks (EUR Hedged), while GLD tracks LBMA Gold Price PM. They also come from different issuers: iShares and State Street. Their fees differ too: 0.09% for CBUS.DE and 0.40% for GLD.

Portfolio Optimizer

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