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GBSS.L vs. XGLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBSS.L vs. XGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Gold Bullion Securities (GBSS.L) and Xtrackers Physical Gold ETC (XGLD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GBSS.L is traded in GBp, while XGLD.L is traded in USD. To make them comparable, the XGLD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GBSS.L achieves a 3.71% return, which is significantly lower than XGLD.L's 4.13% return. Both investments have delivered pretty close results over the past 10 years, with GBSS.L having a 13.99% annualized return and XGLD.L not far ahead at 14.17%.


GBSS.L

1D
0.61%
1M
-1.48%
YTD
3.71%
6M
5.10%
1Y
33.15%
3Y*
27.74%
5Y*
19.51%
10Y*
13.99%

XGLD.L

1D
0.61%
1M
-1.45%
YTD
4.13%
6M
5.18%
1Y
33.45%
3Y*
28.06%
5Y*
19.73%
10Y*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBSS.L vs. XGLD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBSS.L
Gold Bullion Securities
3.71%53.13%27.82%6.96%11.51%-3.12%19.73%14.42%4.17%1.53%
XGLD.L
Xtrackers Physical Gold ETC
4.13%52.88%28.07%7.70%11.62%-3.28%20.47%13.84%4.49%2.02%

Correlation

The correlation between GBSS.L and XGLD.L 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

0.96

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2010

0.90

The correlation between GBSS.L and XGLD.L has been stable across timeframes, ranging from 0.90 to 0.97 - a consistent structural relationship.

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Return for Risk

GBSS.L vs. XGLD.L — Risk / Return Rank

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

GBSS.L
GBSS.L Risk / Return Rank: 3939
Overall Rank
GBSS.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GBSS.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
GBSS.L Omega Ratio Rank: 4545
Omega Ratio Rank
GBSS.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
GBSS.L Martin Ratio Rank: 3434
Martin Ratio Rank

XGLD.L
XGLD.L Risk / Return Rank: 3535
Overall Rank
XGLD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 3939
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
XGLD.L Martin Ratio Rank: 3232
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.

GBSS.L vs. XGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Bullion Securities (GBSS.L) and Xtrackers Physical Gold ETC (XGLD.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.


GBSS.LXGLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

1.84

1.82

+0.02

Martin ratioReturn relative to average drawdown

4.94

4.96

-0.03

GBSS.L vs. XGLD.L - Sharpe Ratio Comparison

The current GBSS.L Sharpe Ratio is 1.44, which is comparable to the XGLD.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GBSS.L and XGLD.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


GBSS.LXGLD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.38

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.18

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.87

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.51

+0.15

Drawdowns

GBSS.L vs. XGLD.L - Drawdown Comparison

The maximum GBSS.L drawdown since its inception was -42.08%, roughly equal to the maximum XGLD.L drawdown of -41.55%. Use the drawdown chart below to compare losses from any high point for GBSS.L and XGLD.L.


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Drawdown Indicators


GBSS.LXGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.08%

-41.55%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-17.92%

-18.25%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.92%

-18.25%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.92%

-18.25%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-22.41%

-22.30%

-0.11%

Current Drawdown

Current decline from peak

-16.16%

-16.03%

-0.13%

Average Drawdown

Average peak-to-trough decline

-13.56%

-14.25%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.70%

6.72%

-0.02%

Volatility

GBSS.L vs. XGLD.L - Volatility Comparison

The current volatility for Gold Bullion Securities (GBSS.L) is 5.05%, while Xtrackers Physical Gold ETC (XGLD.L) has a volatility of 5.97%. This indicates that GBSS.L experiences smaller price fluctuations and is considered to be less risky than XGLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBSS.LXGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.97%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

19.82%

21.24%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.96%

24.10%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

16.68%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

16.32%

-0.55%

GBSS.L vs. XGLD.L - Expense Ratio Comparison

GBSS.L has a 0.40% expense ratio, which is higher than XGLD.L's 0.25% expense ratio.


Dividends

GBSS.L vs. XGLD.L - Dividend Comparison

Neither GBSS.L nor XGLD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, GBSS.L and XGLD.L 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, XGLD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLD.L is cheaper with a 0.25% expense ratio, compared with 0.40% for GBSS.L.

Both ETFs track Gold. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.40% for GBSS.L and 0.25% for XGLD.L.

Portfolio Optimizer

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