EGLN.L vs. XGDU.DE
EGLN.L (iShares Physical Gold ETC) and XGDU.DE (Xtrackers IE Physical Gold ETC Securities) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while XGDU.DE is a Precious Metals fund tracking the Gold. Both are passively managed. Over the past 5 years, EGLN.L returned 19.69%/yr vs 19.58%/yr for XGDU.DE. With a 0.97 correlation, they move nearly in lockstep. EGLN.L charges 0.25%/yr vs 0.12%/yr for XGDU.DE.
Performance
EGLN.L vs. XGDU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGLN.L achieves a 4.83% return, which is significantly higher than XGDU.DE's 2.16% return.
EGLN.L
- 1D
- 0.55%
- 1M
- -1.62%
- YTD
- 4.83%
- 6M
- 6.32%
- 1Y
- 30.19%
- 3Y*
- 28.02%
- 5Y*
- 19.69%
- 10Y*
- —
XGDU.DE
- 1D
- -1.23%
- 1M
- -2.15%
- YTD
- 2.16%
- 6M
- 5.79%
- 1Y
- 29.40%
- 3Y*
- 27.75%
- 5Y*
- 19.58%
- 10Y*
- —
EGLN.L vs. XGDU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | -1.02% |
XGDU.DE Xtrackers IE Physical Gold ETC Securities | 2.16% | 49.11% | 34.18% | 9.42% | 7.01% | 3.80% | -2.93% |
Correlation
The correlation between EGLN.L and XGDU.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2020 | 0.97 |
The correlation between EGLN.L and XGDU.DE has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.
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Return for Risk
EGLN.L vs. XGDU.DE — Risk / Return Rank
EGLN.L
XGDU.DE
EGLN.L vs. XGDU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Xtrackers IE Physical Gold ETC Securities (XGDU.DE). 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.
| EGLN.L | XGDU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.79 | +0.01 |
| Martin ratioReturn relative to average drawdown | 4.58 | 4.58 | 0.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGLN.L | XGDU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.28 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | 1.21 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.99 | -0.04 |
Drawdowns
EGLN.L vs. XGDU.DE - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -18.35%, roughly equal to the maximum XGDU.DE drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for EGLN.L and XGDU.DE.
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Drawdown Indicators
| EGLN.L | XGDU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.35% | -18.74% | +0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -16.57% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.70% | -16.57% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -16.70% | -16.57% | -0.13% |
Current DrawdownCurrent decline from peak | -15.21% | -15.48% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -6.27% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 6.48% | +0.09% |
Volatility
EGLN.L vs. XGDU.DE - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) and Xtrackers IE Physical Gold ETC Securities (XGDU.DE) have volatilities of 5.42% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGLN.L | XGDU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 5.51% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 20.15% | 20.20% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.14% | 23.12% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 16.02% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 15.78% | -1.40% |
EGLN.L vs. XGDU.DE - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than XGDU.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EGLN.L vs. XGDU.DE - Dividend Comparison
Neither EGLN.L nor XGDU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, EGLN.L and XGDU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XGDU.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XGDU.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while XGDU.DE is Precious Metals. EGLN.L tracks LBMA Gold Price, while XGDU.DE tracks Gold. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for EGLN.L and 0.12% for XGDU.DE.
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