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GLD vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. XDW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLD is traded in USD, while XDW0.DE is traded in EUR. To make them comparable, the XDW0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLD achieves a -2.47% return, which is significantly lower than XDW0.DE's 29.08% return. Over the past 10 years, GLD has outperformed XDW0.DE with an annualized return of 12.15%, while XDW0.DE has yielded a comparatively lower 9.51% annualized return.


GLD

1D
0.06%
1M
-9.52%
YTD
-2.47%
6M
-2.25%
1Y
22.21%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%

XDW0.DE

1D
-1.52%
1M
-0.56%
YTD
29.08%
6M
29.05%
1Y
36.92%
3Y*
17.21%
5Y*
18.52%
10Y*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. XDW0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-2.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
29.08%15.42%1.33%3.35%45.47%40.21%-30.83%11.64%-16.27%5.37%

Correlation

The correlation between GLD and XDW0.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.17

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

0.16

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

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

0.11

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Return for Risk

GLD vs. XDW0.DE — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
Martin Ratio Rank

XDW0.DE
XDW0.DE Risk / Return Rank: 5757
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5454
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.

GLD vs. XDW0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.


GLDXDW0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.18

1.32

-0.13

Calmar ratioReturn relative to maximum drawdown

0.98

3.01

-2.03

Martin ratioReturn relative to average drawdown

2.81

9.81

-7.00

GLD vs. XDW0.DE - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.87, which is lower than the XDW0.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of GLD and XDW0.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

GLD vs. XDW0.DE - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum XDW0.DE drawdown of -75.05%. Use the drawdown chart below to compare losses from any high point for GLD and XDW0.DE.


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Drawdown Indicators


GLDXDW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-75.05%

+29.49%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-12.81%

-11.65%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-19.69%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-26.53%

+2.07%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-63.77%

+39.31%

Current Drawdown

Current decline from peak

-22.05%

-7.68%

-14.37%

Average Drawdown

Average peak-to-trough decline

-16.16%

-33.01%

+16.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

3.93%

+4.56%

Volatility

GLD vs. XDW0.DE - Volatility Comparison

SPDR Gold Shares (GLD) has a higher volatility of 7.79% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) at 6.57%. This indicates that GLD's price experiences larger fluctuations and is considered to be riskier than XDW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDXDW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

6.57%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

18.47%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

21.19%

+6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

24.53%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

26.89%

-10.81%

GLD vs. XDW0.DE - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is higher than XDW0.DE's 0.25% expense ratio.


Dividends

GLD vs. XDW0.DE - Dividend Comparison

Neither GLD nor XDW0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLD and XDW0.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for GLD.

GLD is categorized as Gold, while XDW0.DE is Energy Equities. GLD tracks LBMA Gold Price PM, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.40% for GLD and 0.25% for XDW0.DE.

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