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ESGP.DE vs. YGLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGP.DE vs. YGLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Gold Miners Screened UCITS ETF (ESGP.DE) and IncomeShares Gold + Yield ETP (YGLD.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGP.DE vs. YGLD.DE - Yearly Performance Comparison


2026 (YTD)20252024
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

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

ESGP.DE
ESGP.DE Risk / Return Rank: 5050
Overall Rank
ESGP.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ESGP.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ESGP.DE Omega Ratio Rank: 4343
Omega Ratio Rank
ESGP.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
ESGP.DE Martin Ratio Rank: 5050
Martin Ratio Rank

YGLD.DE
YGLD.DE Risk / Return Rank: 1717
Overall Rank
YGLD.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YGLD.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
YGLD.DE Omega Ratio Rank: 2222
Omega Ratio Rank
YGLD.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
YGLD.DE Martin Ratio Rank: 1616
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.

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.DEYGLD.DEDifference
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

ESGP.DE vs. YGLD.DE - Sharpe Ratio Comparison

The current ESGP.DE Sharpe Ratio is 1.34, which is higher than the YGLD.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ESGP.DE and YGLD.DE, 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

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.DEYGLD.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-20.68%

+20.68%

Average Drawdown

Average peak-to-trough decline

-5.23%

-6.51%

+1.28%

Ulcer Index

Depth 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.DEYGLD.DEDifference

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%.


PositionTTM2025
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.

Portfolio Optimizer

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