GLDA.L vs. XDEQ.L
Compare and contrast key facts about Amundi Physical Gold ETC (C) (GLDA.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
GLDA.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLDA.L is a passively managed fund by Amundi that tracks the performance of the Gold. It was launched on May 21, 2019. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both GLDA.L and XDEQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLDA.L or XDEQ.L.
Performance
GLDA.L vs. XDEQ.L - Performance Comparison
Returns By Period
In the year-to-date period, GLDA.L achieves a 27.21% return, which is significantly higher than XDEQ.L's 18.50% return.
GLDA.L
27.21%
-0.88%
8.12%
29.37%
N/A
N/A
XDEQ.L
18.50%
0.90%
6.15%
23.61%
12.65%
12.80%
Key characteristics
| GLDA.L | XDEQ.L | |
|---|---|---|
| Sharpe Ratio | 0.87 | 2.12 |
| Sortino Ratio | 1.48 | 3.05 |
| Omega Ratio | 1.39 | 1.39 |
| Calmar Ratio | 1.50 | 3.58 |
| Martin Ratio | 4.05 | 12.80 |
| Ulcer Index | 7.57% | 1.80% |
| Daily Std Dev | 35.17% | 10.84% |
| Max Drawdown | -21.57% | -23.79% |
| Current Drawdown | -3.55% | -1.24% |
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GLDA.L vs. XDEQ.L - Expense Ratio Comparison
GLDA.L has a 0.12% expense ratio, which is lower than XDEQ.L'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%.
Correlation
The correlation between GLDA.L and XDEQ.L is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
GLDA.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC (C) (GLDA.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
Dividends
GLDA.L vs. XDEQ.L - Dividend Comparison
Neither GLDA.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GLDA.L 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% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
GLDA.L vs. XDEQ.L - Drawdown Comparison
The maximum GLDA.L drawdown since its inception was -21.57%, smaller than the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for GLDA.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
GLDA.L vs. XDEQ.L - Volatility Comparison
Amundi Physical Gold ETC (C) (GLDA.L) has a higher volatility of 5.39% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.89%. This indicates that GLDA.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.