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GLDA.DE vs. SGLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDA.DE vs. SGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Physical Gold ETC (C) (GLDA.DE) and Invesco Physical Gold ETC (SGLD.L). 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 SGLD.L is traded in USD. To make them comparable, the SGLD.L 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 SGLD.L's -3.56% 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*

SGLD.L

1D
0.30%
1M
-8.64%
YTD
-3.56%
6M
-7.26%
1Y
23.99%
3Y*
25.92%
5Y*
18.72%
10Y*
11.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDA.DE vs. SGLD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLDA.DE
Amundi Physical Gold ETC (C)
-5.73%48.99%34.24%9.40%7.00%3.88%12.92%6.37%
SGLD.L
Invesco Physical Gold ETC
-3.56%45.31%34.56%9.96%6.11%3.10%13.94%6.68%

Correlation

The correlation between GLDA.DE and SGLD.L 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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2019

0.91

The correlation between GLDA.DE and SGLD.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

GLDA.DE vs. SGLD.L — 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

SGLD.L
SGLD.L Risk / Return Rank: 2222
Overall Rank
SGLD.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 2121
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. SGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC (C) (GLDA.DE) and Invesco Physical Gold ETC (SGLD.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.

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.DESGLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.07

1.07

-0.01

Martin ratioReturn relative to average drawdown

2.95

3.01

-0.06

GLDA.DE vs. SGLD.L - Sharpe Ratio Comparison

The current GLDA.DE Sharpe Ratio is 0.97, which is comparable to the SGLD.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GLDA.DE and SGLD.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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Drawdowns

GLDA.DE vs. SGLD.L - Drawdown Comparison

The maximum GLDA.DE drawdown since its inception was -22.00%, smaller than the maximum SGLD.L drawdown of -36.98%. Use the drawdown chart below to compare losses from any high point for GLDA.DE and SGLD.L.


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Drawdown Indicators


GLDA.DESGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.00%

-36.98%

+14.98%

Max Drawdown (1Y)

Largest decline over 1 year

-22.00%

-22.27%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-22.00%

-22.27%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-22.27%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-22.27%

Current Drawdown

Current decline from peak

-22.00%

-21.91%

-0.09%

Average Drawdown

Average peak-to-trough decline

-5.89%

-12.20%

+6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.94%

7.94%

0.00%

Volatility

GLDA.DE vs. SGLD.L - Volatility Comparison

The current volatility for Amundi Physical Gold ETC (C) (GLDA.DE) is 7.96%, while Invesco Physical Gold ETC (SGLD.L) has a volatility of 8.83%. This indicates that GLDA.DE experiences smaller price fluctuations and is considered to be less risky than SGLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDA.DESGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

8.83%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

21.33%

22.47%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

24.15%

25.19%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

16.96%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

15.10%

+0.98%

GLDA.DE vs. SGLD.L - Expense Ratio Comparison

Both GLDA.DE and SGLD.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GLDA.DE vs. SGLD.L - Dividend Comparison

Neither GLDA.DE nor SGLD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, GLDA.DE and SGLD.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.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GLDA.DE and SGLD.L have the same expense ratio: 0.12% per year.

GLDA.DE tracks Gold, while SGLD.L tracks LBMA Gold Price PM. They also come from different issuers: Amundi and Invesco.

Portfolio Optimizer

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