PortfoliosLab logoPortfoliosLab logo
GLDA.L vs. XGDU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDA.L vs. XGDU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Physical Gold ETC (C) (GLDA.L) and Xtrackers IE Physical Gold ETC Securities (XGDU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

GLDA.L is traded in GBp, while XGDU.L is traded in USD. To make them comparable, the XGDU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLDA.L achieves a 3.18% return, which is significantly lower than XGDU.L's 3.55% return.


GLDA.L

1D
-1.21%
1M
-2.91%
YTD
3.18%
6M
4.27%
1Y
33.20%
3Y*
27.70%
5Y*
19.92%
10Y*

XGDU.L

1D
-1.07%
1M
-3.06%
YTD
3.55%
6M
4.76%
1Y
33.49%
3Y*
27.91%
5Y*
19.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDA.L vs. XGDU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GLDA.L
Amundi Physical Gold ETC (C)
3.18%53.56%28.19%7.26%12.68%-3.12%-2.69%
XGDU.L
Xtrackers IE Physical Gold ETC Securities
3.55%52.97%28.40%7.78%11.98%-3.90%-1.80%

Correlation

The correlation between GLDA.L and XGDU.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.88

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

0.82

Correlation (All Time)
Calculated using the full available price history since May 19, 2020

0.77

The correlation between GLDA.L and XGDU.L shifts across timeframes, from 0.77 (all time) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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.L vs. XGDU.L — Risk / Return Rank

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

GLDA.L
GLDA.L Risk / Return Rank: 3737
Overall Rank
GLDA.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GLDA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLDA.L Omega Ratio Rank: 4343
Omega Ratio Rank
GLDA.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
GLDA.L Martin Ratio Rank: 3333
Martin Ratio Rank

XGDU.L
XGDU.L Risk / Return Rank: 3535
Overall Rank
XGDU.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XGDU.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XGDU.L Omega Ratio Rank: 3838
Omega Ratio Rank
XGDU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XGDU.L Martin Ratio Rank: 3232
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.L vs. XGDU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC (C) (GLDA.L) and Xtrackers IE Physical Gold ETC Securities (XGDU.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.


GLDA.LXGDU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

1.85

1.89

-0.04

Martin ratioReturn relative to average drawdown

5.02

5.07

-0.04

GLDA.L vs. XGDU.L - Sharpe Ratio Comparison

The current GLDA.L Sharpe Ratio is 1.41, which is comparable to the XGDU.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GLDA.L and XGDU.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.


Loading charts...

Sharpe Ratios by Period


GLDA.LXGDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.38

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

1.18

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.94

+0.12

Drawdowns

GLDA.L vs. XGDU.L - Drawdown Comparison

The maximum GLDA.L drawdown since its inception was -21.57%, smaller than the maximum XGDU.L drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for GLDA.L and XGDU.L.


Loading charts...

Drawdown Indicators


GLDA.LXGDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-22.90%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-17.90%

-17.64%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

-17.64%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-17.64%

-0.26%

Current Drawdown

Current decline from peak

-16.61%

-16.42%

-0.19%

Average Drawdown

Average peak-to-trough decline

-5.40%

-6.61%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

6.59%

0.00%

Volatility

GLDA.L vs. XGDU.L - Volatility Comparison

The current volatility for Amundi Physical Gold ETC (C) (GLDA.L) is 5.18%, while Xtrackers IE Physical Gold ETC Securities (XGDU.L) has a volatility of 6.11%. This indicates that GLDA.L experiences smaller price fluctuations and is considered to be less risky than XGDU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLDA.LXGDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

6.11%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

20.40%

21.23%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.46%

24.15%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

16.77%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

16.84%

+1.18%

GLDA.L vs. XGDU.L - Expense Ratio Comparison

Both GLDA.L and XGDU.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.L vs. XGDU.L - Dividend Comparison

Neither GLDA.L nor XGDU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, GLDA.L and XGDU.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.L and XGDU.L have the same expense ratio: 0.12% per year.

Both ETFs track Gold. They also come from different issuers: Amundi and Xtrackers.

Portfolio Optimizer

Find the right allocation for GLDA.L and XGDU.L

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