EMVL.L vs. XGDU.DE
EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and XGDU.DE (Xtrackers IE Physical Gold ETC Securities) are both exchange-traded funds - EMVL.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while XGDU.DE is a Precious Metals fund tracking the Gold. Both are passively managed. Over the past 5 years, EMVL.L returned 15.37%/yr vs 17.87%/yr for XGDU.DE. At a 0.26 correlation, their price movements are largely independent. EMVL.L charges 0.40%/yr vs 0.12%/yr for XGDU.DE.
Performance
EMVL.L vs. XGDU.DE - Performance Comparison
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Different Trading Currencies
EMVL.L is traded in USD, while XGDU.DE is traded in EUR. To make them comparable, the XGDU.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EMVL.L achieves a 37.33% return, which is significantly higher than XGDU.DE's -1.60% return.
EMVL.L
- 1D
- 0.16%
- 1M
- 2.44%
- YTD
- 37.33%
- 6M
- 41.13%
- 1Y
- 75.61%
- 3Y*
- 34.59%
- 5Y*
- 15.37%
- 10Y*
- —
XGDU.DE
- 1D
- 0.00%
- 1M
- -8.24%
- YTD
- -1.60%
- 6M
- 3.04%
- 1Y
- 29.78%
- 3Y*
- 30.07%
- 5Y*
- 17.87%
- 10Y*
- —
EMVL.L vs. XGDU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 37.33% | 43.13% | 14.49% | 18.37% | -16.29% | 5.29% | 42.19% |
XGDU.DE Xtrackers IE Physical Gold ETC Securities | -1.60% | 68.32% | 26.54% | 12.88% | 1.10% | -4.39% | 1.50% |
Correlation
The correlation between EMVL.L and XGDU.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2020 | 0.26 |
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Return for Risk
EMVL.L vs. XGDU.DE — Risk / Return Rank
EMVL.L
XGDU.DE
EMVL.L vs. XGDU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.
| EMVL.L | XGDU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.23 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 6.45 | 1.63 | +4.82 |
| Martin ratioReturn relative to average drawdown | 21.70 | 3.43 | +18.28 |
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
| EMVL.L | XGDU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.50 | 0.91 | +2.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.89 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.74 | -0.01 |
Drawdowns
EMVL.L vs. XGDU.DE - Drawdown Comparison
The maximum EMVL.L drawdown since its inception was -34.95%, which is greater than XGDU.DE's maximum drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for EMVL.L and XGDU.DE.
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Drawdown Indicators
| EMVL.L | XGDU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -21.85% | -13.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -18.23% | +6.58% |
Max Drawdown (3Y)Largest decline over 3 years | -16.42% | -18.23% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -34.20% | -21.31% | -12.89% |
Current DrawdownCurrent decline from peak | -8.53% | -18.23% | +9.70% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -7.76% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 8.71% | -5.24% |
Volatility
EMVL.L vs. XGDU.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a higher volatility of 11.12% compared to Xtrackers IE Physical Gold ETC Securities (XGDU.DE) at 6.10%. This indicates that EMVL.L's price experiences larger fluctuations and is considered to be riskier than XGDU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMVL.L | XGDU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.12% | 6.10% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 18.39% | 21.21% | -2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.51% | 32.83% | -11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.13% | 19.89% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 19.81% | +1.34% |
EMVL.L vs. XGDU.DE - Expense Ratio Comparison
EMVL.L has a 0.40% expense ratio, which is higher than XGDU.DE's 0.12% expense ratio.
Dividends
EMVL.L vs. XGDU.DE - Dividend Comparison
Neither EMVL.L nor XGDU.DE has paid dividends to shareholders.
Frequently Asked Questions
EMVL.L and XGDU.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.40% for EMVL.L.
EMVL.L is categorized as Emerging Markets Equities, while XGDU.DE is Precious Metals. EMVL.L tracks MSCI EM NR USD, while XGDU.DE tracks Gold. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for EMVL.L and 0.12% for XGDU.DE.
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