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GLDA.DE vs. IBTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDA.DE vs. IBTI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Physical Gold ETC (C) (GLDA.DE) and iShares iBonds Dec 2028 Term Treasury ETF (IBTI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GLDA.DE achieves a -5.73% return, which is significantly lower than IBTI's 3.84% return.


GLDA.DE

1D
0.00%
1M
-8.94%
YTD
-5.73%
6M
-6.84%
1Y
23.36%
3Y*
25.84%
5Y*
18.68%
10Y*

IBTI

1D
-0.05%
1M
2.56%
YTD
3.84%
6M
4.26%
1Y
5.61%
3Y*
2.46%
5Y*
1.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDA.DE vs. IBTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GLDA.DE
Amundi Physical Gold ETC (C)
-5.73%48.99%34.24%9.40%7.00%3.88%1.54%
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
3.84%-6.44%9.29%1.51%-5.82%3.72%-6.14%

Correlation

The correlation between GLDA.DE and IBTI is -0.10, 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

-0.10

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

0.07

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

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

0.14

The correlation between GLDA.DE and IBTI shifts across timeframes, from -0.10 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLDA.DE vs. IBTI — Risk / Return Rank

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

GLDA.DE
GLDA.DE Risk / Return Rank: 2727
Overall Rank
GLDA.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GLDA.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
GLDA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
GLDA.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDA.DE Martin Ratio Rank: 2424
Martin Ratio Rank

IBTI
IBTI Risk / Return Rank: 6464
Overall Rank
IBTI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IBTI Sortino Ratio Rank: 7373
Sortino Ratio Rank
IBTI Omega Ratio Rank: 6767
Omega Ratio Rank
IBTI Calmar Ratio Rank: 6363
Calmar Ratio Rank
IBTI Martin Ratio Rank: 5656
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.

GLDA.DE vs. IBTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC (C) (GLDA.DE) and iShares iBonds Dec 2028 Term Treasury ETF (IBTI). 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.


GLDA.DEIBTIDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.20

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.07

1.39

-0.32

Martin ratioReturn relative to average drawdown

2.95

3.87

-0.92

GLDA.DE vs. IBTI - Sharpe Ratio Comparison

The current GLDA.DE Sharpe Ratio is 0.97, which is comparable to the IBTI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of GLDA.DE and IBTI, 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

GLDA.DE vs. IBTI - Drawdown Comparison

The maximum GLDA.DE drawdown since its inception was -22.00%, which is greater than IBTI's maximum drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for GLDA.DE and IBTI.


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Drawdown Indicators


GLDA.DEIBTIDifference

Max Drawdown

Largest peak-to-trough decline

-22.00%

-16.94%

-5.06%

Max Drawdown (1Y)

Largest decline over 1 year

-22.00%

-4.06%

-17.94%

Max Drawdown (3Y)

Largest decline over 3 years

-22.00%

-10.43%

-11.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-12.53%

-9.47%

Current Drawdown

Current decline from peak

-22.00%

-7.94%

-14.06%

Average Drawdown

Average peak-to-trough decline

-5.89%

-10.59%

+4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.94%

1.46%

+6.48%

Volatility

GLDA.DE vs. IBTI - Volatility Comparison

Amundi Physical Gold ETC (C) (GLDA.DE) has a higher volatility of 7.96% compared to iShares iBonds Dec 2028 Term Treasury ETF (IBTI) at 1.13%. This indicates that GLDA.DE's price experiences larger fluctuations and is considered to be riskier than IBTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDA.DEIBTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

1.13%

+6.83%

Volatility (6M)

Calculated over the trailing 6-month period

21.33%

4.16%

+17.17%

Volatility (1Y)

Calculated over the trailing 1-year period

24.15%

5.65%

+18.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

7.83%

+8.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

7.92%

+8.16%

GLDA.DE vs. IBTI - Expense Ratio Comparison

GLDA.DE has a 0.12% expense ratio, which is higher than IBTI's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GLDA.DE vs. IBTI - Dividend Comparison

GLDA.DE has not paid dividends to shareholders, while IBTI's dividend yield for the trailing twelve months is around 3.80%.


PositionTTM202520242023202220212020
GLDA.DE
Amundi Physical Gold ETC (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
3.80%3.87%3.92%3.27%1.70%0.90%0.56%

Frequently Asked Questions


GLDA.DE and IBTI have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTI is cheaper with a 0.07% expense ratio, compared with 0.12% for GLDA.DE.

GLDA.DE is categorized as Gold, while IBTI is Government Bonds. GLDA.DE tracks Gold, while IBTI tracks ICE 2028 Maturity US Treasury Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for GLDA.DE and 0.07% for IBTI.

Portfolio Optimizer

Find the right allocation for GLDA.DE and IBTI

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