ESGP.DE vs. YGLD.DE
ESGP.DE (Gold Miners Screened UCITS ETF) and YGLD.DE (IncomeShares Gold + Yield ETP) are both exchange-traded funds - ESGP.DE is a Gold fund tracking the VettaFi Gold Miners Screened Index, while YGLD.DE is a Derivative Income fund actively managed by Leverage Shares. ESGP.DE is passively managed, while YGLD.DE is actively managed. Over the past year, ESGP.DE returned 15.42% vs 12.28% for YGLD.DE. At a 0.28 correlation, their price movements are largely independent. ESGP.DE charges 0.60%/yr vs 0.35%/yr for YGLD.DE.
Performance
ESGP.DE vs. YGLD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESGP.DE achieves a 11.07% return, which is significantly higher than YGLD.DE's -11.22% return.
ESGP.DE
- 1D
- 0.00%
- 1M
- 3.62%
- 6M
- 9.14%
- YTD
- 11.07%
- 1Y
- 15.42%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
YGLD.DE
- 1D
- 0.00%
- 1M
- -3.54%
- 6M
- -16.11%
- YTD
- -11.22%
- 1Y
- 12.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGP.DE vs. YGLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ESGP.DE Gold Miners Screened UCITS ETF | 11.07% | 5.79% | -1.20% |
YGLD.DE IncomeShares Gold + Yield ETP | -11.22% | 41.94% | -7.11% |
Correlation
The correlation between ESGP.DE and YGLD.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.28 |
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Return for Risk
ESGP.DE vs. YGLD.DE — Risk / Return Rank
ESGP.DE
YGLD.DE
ESGP.DE vs. YGLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Miners Screened UCITS ETF (ESGP.DE) and IncomeShares Gold + Yield ETP (YGLD.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.
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.
| ESGP.DE | YGLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 0.57 | +1.88 |
| Martin ratioReturn relative to average drawdown | 6.94 | 1.14 | +5.81 |
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Drawdowns
ESGP.DE vs. YGLD.DE - Drawdown Comparison
The maximum ESGP.DE drawdown since its inception was -20.50%, roughly equal to the maximum YGLD.DE drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and YGLD.DE.
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Drawdown Indicators
| ESGP.DE | YGLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -21.47% | +0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -21.47% | +15.16% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -20.68% | +20.68% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -6.51% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 10.80% | -8.57% |
Volatility
ESGP.DE vs. YGLD.DE - Volatility Comparison
The current volatility for Gold Miners Screened UCITS ETF (ESGP.DE) is 2.19%, while IncomeShares Gold + Yield ETP (YGLD.DE) has a volatility of 5.37%. This indicates that ESGP.DE experiences smaller price fluctuations and is considered to be less risky than YGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGP.DE | YGLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 5.37% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 18.21% | -9.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 30.29% | -18.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 26.25% | -11.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 26.25% | -11.81% |
ESGP.DE vs. YGLD.DE - Expense Ratio Comparison
ESGP.DE has a 0.60% expense ratio, which is higher than YGLD.DE's 0.35% expense ratio.
Dividends
ESGP.DE vs. YGLD.DE - Dividend Comparison
ESGP.DE has not paid dividends to shareholders, while YGLD.DE's dividend yield for the trailing twelve months is around 7.13%.
| Position | TTM | 2025 |
|---|---|---|
ESGP.DE Gold Miners Screened UCITS ETF | 0.00% | 0.00% |
YGLD.DE IncomeShares Gold + Yield ETP | 7.13% | 6.36% |
Frequently Asked Questions
ESGP.DE and YGLD.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YGLD.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YGLD.DE is cheaper with a 0.35% expense ratio, compared with 0.60% for ESGP.DE.
ESGP.DE is categorized as Gold, while YGLD.DE is Derivative Income. They also come from different issuers: HANetf and Leverage Shares. Their fees differ too: 0.60% for ESGP.DE and 0.35% for YGLD.DE.
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