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EXXT.DE vs. SGBX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXT.DE vs. SGBX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and WisdomTree Physical Swiss Gold (SGBX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXXT.DE is traded in EUR, while SGBX.L is traded in GBp. To make them comparable, the SGBX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXXT.DE achieves a 20.57% return, which is significantly higher than SGBX.L's 4.79% return.


EXXT.DE

1D
-0.82%
1M
9.30%
YTD
20.57%
6M
19.41%
1Y
37.71%
3Y*
24.48%
5Y*
18.61%
10Y*
21.13%

SGBX.L

1D
0.59%
1M
-1.57%
YTD
4.79%
6M
6.34%
1Y
30.01%
3Y*
27.89%
5Y*
19.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXT.DE vs. SGBX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
20.57%6.87%33.51%51.27%-30.11%39.07%34.53%42.79%2.90%7.15%
SGBX.L
WisdomTree Physical Swiss Gold
4.79%45.54%34.32%9.51%6.42%3.06%13.48%21.96%3.06%-8.78%

Correlation

The correlation between EXXT.DE and SGBX.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.05

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2017

-0.00

The correlation between EXXT.DE and SGBX.L shifts across timeframes, from -0.01 (5 years) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EXXT.DE vs. SGBX.L — Risk / Return Rank

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

EXXT.DE
EXXT.DE Risk / Return Rank: 7171
Overall Rank
EXXT.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EXXT.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EXXT.DE Omega Ratio Rank: 7171
Omega Ratio Rank
EXXT.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EXXT.DE Martin Ratio Rank: 6262
Martin Ratio Rank

SGBX.L
SGBX.L Risk / Return Rank: 3939
Overall Rank
SGBX.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGBX.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGBX.L Omega Ratio Rank: 4646
Omega Ratio Rank
SGBX.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
SGBX.L Martin Ratio Rank: 3333
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.

EXXT.DE vs. SGBX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and WisdomTree Physical Swiss Gold (SGBX.L). 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.


EXXT.DESGBX.LDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.42

1.25

+0.16

Calmar ratioReturn relative to maximum drawdown

3.73

1.72

+2.01

Martin ratioReturn relative to average drawdown

11.05

4.45

+6.60

EXXT.DE vs. SGBX.L - Sharpe Ratio Comparison

The current EXXT.DE Sharpe Ratio is 2.38, which is higher than the SGBX.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of EXXT.DE and SGBX.L, 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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Sharpe Ratios by Period


EXXT.DESGBX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.29

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

1.20

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.89

-0.11

Drawdowns

EXXT.DE vs. SGBX.L - Drawdown Comparison

The maximum EXXT.DE drawdown since its inception was -46.75%, which is greater than SGBX.L's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and SGBX.L.


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Drawdown Indicators


EXXT.DESGBX.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.75%

-18.13%

-28.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-17.41%

+7.33%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

-17.41%

-9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.39%

-17.41%

-13.98%

Max Drawdown (10Y)

Largest decline over 10 years

-31.39%

Current Drawdown

Current decline from peak

-0.82%

-15.60%

+14.78%

Average Drawdown

Average peak-to-trough decline

-7.74%

-6.42%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

6.73%

-3.33%

Volatility

EXXT.DE vs. SGBX.L - Volatility Comparison

The current volatility for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) is 4.28%, while WisdomTree Physical Swiss Gold (SGBX.L) has a volatility of 5.03%. This indicates that EXXT.DE experiences smaller price fluctuations and is considered to be less risky than SGBX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXXT.DESGBX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

5.03%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

20.10%

-9.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

23.16%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

16.34%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

14.96%

+4.74%

EXXT.DE vs. SGBX.L - Expense Ratio Comparison

EXXT.DE has a 0.31% expense ratio, which is higher than SGBX.L's 0.15% expense ratio.


Dividends

EXXT.DE vs. SGBX.L - Dividend Comparison

EXXT.DE's dividend yield for the trailing twelve months is around 0.15%, while SGBX.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
0.15%0.19%0.26%0.53%0.41%0.15%0.32%0.40%0.28%1.84%0.84%0.88%
SGBX.L
WisdomTree Physical Swiss Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXXT.DE and SGBX.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGBX.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGBX.L is cheaper with a 0.15% expense ratio, compared with 0.31% for EXXT.DE.

EXXT.DE is categorized as Nasdaq-100, while SGBX.L is Precious Metals. EXXT.DE tracks Nasdaq 100®, while SGBX.L tracks Gold. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.31% for EXXT.DE and 0.15% for SGBX.L.

Portfolio Optimizer

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