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

Performance

GLDA.DE vs. IGLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Physical Gold ETC (C) (GLDA.DE) and iShares Physical Gold (EUR Hedged) ETC (IGLD.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, GLDA.DE achieves a 2.73% return, which is significantly higher than IGLD.DE's 0.35% return.


GLDA.DE

1D
0.57%
1M
-1.60%
YTD
2.73%
6M
6.36%
1Y
30.16%
3Y*
28.03%
5Y*
19.71%
10Y*

IGLD.DE

1D
0.70%
1M
-2.47%
YTD
0.35%
6M
4.61%
1Y
28.86%
3Y*
28.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDA.DE vs. IGLD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
GLDA.DE
Amundi Physical Gold ETC (C)
2.73%48.99%34.24%9.40%-0.57%
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
0.35%63.04%24.54%10.49%2.47%

Correlation

The correlation between GLDA.DE and IGLD.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2022

0.86

The correlation between GLDA.DE and IGLD.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

GLDA.DE vs. IGLD.DE — 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: 3636
Overall Rank
GLDA.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GLDA.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
GLDA.DE Omega Ratio Rank: 4141
Omega Ratio Rank
GLDA.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
GLDA.DE Martin Ratio Rank: 3131
Martin Ratio Rank

IGLD.DE
IGLD.DE Risk / Return Rank: 3232
Overall Rank
IGLD.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 2929
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. IGLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC (C) (GLDA.DE) and iShares Physical Gold (EUR Hedged) ETC (IGLD.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.


GLDA.DEIGLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratioReturn relative to maximum drawdown

1.82

1.63

+0.19

Martin ratioReturn relative to average drawdown

4.60

4.10

+0.50

GLDA.DE vs. IGLD.DE - Sharpe Ratio Comparison

The current GLDA.DE Sharpe Ratio is 1.30, which is comparable to the IGLD.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of GLDA.DE and IGLD.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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Sharpe Ratios by Period


GLDA.DEIGLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.16

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.32

-0.22

Drawdowns

GLDA.DE vs. IGLD.DE - Drawdown Comparison

The maximum GLDA.DE drawdown since its inception was -18.34%, roughly equal to the maximum IGLD.DE drawdown of -17.62%. Use the drawdown chart below to compare losses from any high point for GLDA.DE and IGLD.DE.


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Drawdown Indicators


GLDA.DEIGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.34%

-17.62%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-17.62%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

-17.62%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

Current Drawdown

Current decline from peak

-15.01%

-16.24%

+1.23%

Average Drawdown

Average peak-to-trough decline

-5.75%

-3.72%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

7.03%

-0.49%

Volatility

GLDA.DE vs. IGLD.DE - Volatility Comparison

The current volatility for Amundi Physical Gold ETC (C) (GLDA.DE) is 5.11%, while iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) has a volatility of 5.98%. This indicates that GLDA.DE experiences smaller price fluctuations and is considered to be less risky than IGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDA.DEIGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.98%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

21.79%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

24.80%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

17.86%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

17.86%

-2.01%

GLDA.DE vs. IGLD.DE - Expense Ratio Comparison

GLDA.DE has a 0.12% expense ratio, which is lower than IGLD.DE's 0.25% expense ratio. Despite the difference, 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. IGLD.DE - Dividend Comparison

Neither GLDA.DE nor IGLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, GLDA.DE and IGLD.DE 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, GLDA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDA.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for IGLD.DE.

GLDA.DE tracks Gold, while IGLD.DE tracks Gold (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for GLDA.DE and 0.25% for IGLD.DE.

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