PortfoliosLab logoPortfoliosLab logo
GLDA.DE vs. IS3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDA.DE vs. IS3M.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 € Ultrashort Bond UCITS ETF (IS3M.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GLDA.DE achieves a 2.73% return, which is significantly higher than IS3M.DE's 0.92% 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*

IS3M.DE

1D
0.04%
1M
0.34%
YTD
0.92%
6M
1.01%
1Y
2.26%
3Y*
3.34%
5Y*
2.10%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDA.DE vs. IS3M.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLDA.DE
Amundi Physical Gold ETC (C)
2.73%48.99%34.24%9.40%7.00%3.88%12.92%8.39%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
0.92%2.61%4.12%3.42%-0.29%-0.36%0.09%0.02%

Correlation

The correlation between GLDA.DE and IS3M.DE is 0.04, 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

0.04

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

0.09

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2019

0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLDA.DE vs. IS3M.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

IS3M.DE
IS3M.DE Risk / Return Rank: 9393
Overall Rank
IS3M.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9393
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9797
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. IS3M.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 € Ultrashort Bond UCITS ETF (IS3M.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.DEIS3M.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

1.26

1.64

-0.38

Calmar ratioReturn relative to maximum drawdown

1.82

7.59

-5.77

Martin ratioReturn relative to average drawdown

4.60

49.96

-45.36

GLDA.DE vs. IS3M.DE - Sharpe Ratio Comparison

The current GLDA.DE Sharpe Ratio is 1.30, which is lower than the IS3M.DE Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of GLDA.DE and IS3M.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.


Loading charts...

Sharpe Ratios by Period


GLDA.DEIS3M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

2.95

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

2.74

-1.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.86

+0.24

Drawdowns

GLDA.DE vs. IS3M.DE - Drawdown Comparison

The maximum GLDA.DE drawdown since its inception was -18.34%, which is greater than IS3M.DE's maximum drawdown of -3.80%. Use the drawdown chart below to compare losses from any high point for GLDA.DE and IS3M.DE.


Loading charts...

Drawdown Indicators


GLDA.DEIS3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.34%

-3.80%

-14.54%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-0.30%

-16.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

-0.47%

-16.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

-1.21%

-15.32%

Max Drawdown (10Y)

Largest decline over 10 years

-3.80%

Current Drawdown

Current decline from peak

-15.01%

-0.01%

-15.00%

Average Drawdown

Average peak-to-trough decline

-5.75%

-0.29%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

0.05%

+6.49%

Volatility

GLDA.DE vs. IS3M.DE - Volatility Comparison

Amundi Physical Gold ETC (C) (GLDA.DE) has a higher volatility of 5.11% compared to iShares € Ultrashort Bond UCITS ETF (IS3M.DE) at 0.29%. This indicates that GLDA.DE's price experiences larger fluctuations and is considered to be riskier than IS3M.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLDA.DEIS3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

0.29%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

0.59%

+19.58%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

0.76%

+22.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

0.76%

+15.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

1.11%

+14.74%

GLDA.DE vs. IS3M.DE - Expense Ratio Comparison

GLDA.DE has a 0.12% expense ratio, which is higher than IS3M.DE's 0.09% 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. IS3M.DE - Dividend Comparison

GLDA.DE has not paid dividends to shareholders, while IS3M.DE's dividend yield for the trailing twelve months is around 3.29%.


PositionTTM20252024202320222021202020192018201720162015
GLDA.DE
Amundi Physical Gold ETC (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
3.29%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


GLDA.DE and IS3M.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3M.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3M.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for GLDA.DE.

GLDA.DE is categorized as Precious Metals, while IS3M.DE is Ultrashort Bond. GLDA.DE tracks Gold, while IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for GLDA.DE and 0.09% for IS3M.DE.

Portfolio Optimizer

Find the right allocation for GLDA.DE and IS3M.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer