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DLR.TO vs. XAUUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DLR.TO vs. XAUUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X U.S. Dollar Currency ETF (DLR.TO) and Gold Spot Price US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DLR.TO is traded in CAD, while XAUUSD=X is traded in USD. To make them comparable, the XAUUSD=X values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DLR.TO achieves a 4.60% return, which is significantly higher than XAUUSD=X's -4.19% return. Over the past 10 years, DLR.TO has underperformed XAUUSD=X with an annualized return of 2.47%, while XAUUSD=X has yielded a comparatively higher 12.63% annualized return.


DLR.TO

1D
0.07%
1M
1.45%
6M
3.41%
YTD
4.60%
1Y
6.59%
3Y*
5.96%
5Y*
5.33%
10Y*
2.47%

XAUUSD=X

1D
-2.82%
1M
-3.78%
6M
-11.35%
YTD
-4.19%
1Y
23.76%
3Y*
30.30%
5Y*
19.91%
10Y*
12.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLR.TO vs. XAUUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLR.TO
Global X U.S. Dollar Currency ETF
4.60%-1.34%12.85%1.81%8.33%-0.93%-2.21%-3.68%9.77%-6.51%
XAUUSD=X
Gold Spot Price US Dollar
-4.19%57.23%38.01%10.44%6.08%-3.54%21.60%13.88%6.55%5.48%

Correlation

The correlation between DLR.TO and XAUUSD=X is -0.33, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.33

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

-0.29

Correlation (5Y)
Calculated over the trailing 5-year period

-0.28

Correlation (10Y)
Calculated over the trailing 10-year period

-0.25

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2011

-0.21

The correlation between DLR.TO and XAUUSD=X shifts across timeframes, from -0.33 (1 year) to -0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DLR.TO vs. XAUUSD=X — Risk / Return Rank

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

DLR.TO
DLR.TO Risk / Return Rank: 5151
Overall Rank
DLR.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DLR.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
DLR.TO Omega Ratio Rank: 6060
Omega Ratio Rank
DLR.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
DLR.TO Martin Ratio Rank: 3636
Martin Ratio Rank

XAUUSD=X
XAUUSD=X Risk / Return Rank: 7676
Overall Rank
XAUUSD=X Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XAUUSD=X Sortino Ratio Rank: 7676
Sortino Ratio Rank
XAUUSD=X Omega Ratio Rank: 7979
Omega Ratio Rank
XAUUSD=X Calmar Ratio Rank: 7373
Calmar Ratio Rank
XAUUSD=X Martin Ratio Rank: 7474
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.

DLR.TO vs. XAUUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Dollar Currency ETF (DLR.TO) and Gold Spot Price US Dollar (XAUUSD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DLR.TOXAUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.29

1.17

+0.12

Calmar ratioReturn relative to maximum drawdown

1.68

0.82

+0.86

Martin ratioReturn relative to average drawdown

4.44

1.90

+2.54

DLR.TO vs. XAUUSD=X - Sharpe Ratio Comparison

The current DLR.TO Sharpe Ratio is 1.56, which is higher than the XAUUSD=X Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DLR.TO and XAUUSD=X, 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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Drawdowns

DLR.TO vs. XAUUSD=X - Drawdown Comparison

The maximum DLR.TO drawdown since its inception was -17.60%, smaller than the maximum XAUUSD=X drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for DLR.TO and XAUUSD=X.


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Drawdown Indicators


DLR.TOXAUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-17.60%

-33.18%

+15.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-22.99%

+19.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-22.99%

+17.22%

Max Drawdown (5Y)

Largest decline over 5 years

-5.77%

-22.99%

+17.22%

Max Drawdown (10Y)

Largest decline over 10 years

-17.60%

-22.99%

+5.39%

Current Drawdown

Current decline from peak

-0.37%

-22.99%

+22.62%

Average Drawdown

Average peak-to-trough decline

-6.41%

-10.62%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

11.00%

-9.51%

Volatility

DLR.TO vs. XAUUSD=X - Volatility Comparison

The current volatility for Global X U.S. Dollar Currency ETF (DLR.TO) is 1.05%, while Gold Spot Price US Dollar (XAUUSD=X) has a volatility of 6.09%. This indicates that DLR.TO experiences smaller price fluctuations and is considered to be less risky than XAUUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLR.TOXAUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

6.09%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

16.93%

-13.82%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

24.06%

-19.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

17.87%

-11.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.57%

16.47%

-9.90%

Frequently Asked Questions


DLR.TO and XAUUSD=X have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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