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

Performance

GLDA.L vs. XGLD.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 Physical Gold ETC (XGLD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with GLDA.L having a -6.28% return and XGLD.L slightly lower at -6.50%.


GLDA.L

1D
-1.50%
1M
-7.36%
6M
-12.69%
YTD
-6.28%
1Y
20.45%
3Y*
26.05%
5Y*
17.82%
10Y*

XGLD.L

1D
-1.91%
1M
-7.85%
6M
-13.05%
YTD
-6.50%
1Y
19.84%
3Y*
25.67%
5Y*
17.55%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
GLDA.L
Amundi Physical Gold ETC (C)
-6.28%53.56%28.19%7.27%11.83%7,023.54%23.98%18.50%
XGLD.L
Xtrackers Physical Gold ETC
-6.50%52.88%28.07%7.70%11.62%-3.28%20.47%13.76%

Correlation

The correlation between GLDA.L and XGLD.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

0.96

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

0.93

Correlation (All Time)
Calculated using the full available price history since May 23, 2019

0.84

The correlation between GLDA.L and XGLD.L shifts across timeframes, from 0.84 (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. XGLD.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: 2525
Overall Rank
GLDA.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLDA.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
GLDA.L Omega Ratio Rank: 2929
Omega Ratio Rank
GLDA.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
GLDA.L Martin Ratio Rank: 2121
Martin Ratio Rank

XGLD.L
XGLD.L Risk / Return Rank: 2424
Overall Rank
XGLD.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 2727
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
XGLD.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.L vs. XGLD.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 Physical Gold ETC (XGLD.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.LXGLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratioReturn relative to maximum drawdown

0.84

0.80

+0.04

Martin ratioReturn relative to average drawdown

2.07

2.00

+0.07

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

The current GLDA.L Sharpe Ratio is 0.82, which is comparable to the XGLD.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GLDA.L and XGLD.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...

Drawdowns

GLDA.L vs. XGLD.L - Drawdown Comparison

The maximum GLDA.L drawdown since its inception was -24.25%, smaller than the maximum XGLD.L drawdown of -41.70%. Use the drawdown chart below to compare losses from any high point for GLDA.L and XGLD.L.


Loading charts...

Drawdown Indicators


GLDA.LXGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.25%

-41.70%

+17.45%

Max Drawdown (1Y)

Largest decline over 1 year

-24.25%

-24.60%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-24.25%

-24.60%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-24.60%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-24.60%

Current Drawdown

Current decline from peak

-24.25%

-24.60%

+0.35%

Average Drawdown

Average peak-to-trough decline

-5.30%

-14.31%

+9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.85%

9.91%

-0.06%

Volatility

GLDA.L vs. XGLD.L - Volatility Comparison

The current volatility for Amundi Physical Gold ETC (C) (GLDA.L) is 6.54%, while Xtrackers Physical Gold ETC (XGLD.L) has a volatility of 7.31%. This indicates that GLDA.L experiences smaller price fluctuations and is considered to be less risky than XGLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLDA.LXGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

7.31%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

21.45%

22.55%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

25.62%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.94%

17.12%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,644.64%

15.75%

+2,628.89%

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

GLDA.L has a 0.12% expense ratio, which is lower than XGLD.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%.


Dividends

GLDA.L vs. XGLD.L - Dividend Comparison

Neither GLDA.L nor XGLD.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 XGLD.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.

On fees, GLDA.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDA.L is cheaper with a 0.12% expense ratio, compared with 0.25% for XGLD.L.

Both ETFs track Gold. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.12% for GLDA.L and 0.25% for XGLD.L.

Portfolio Optimizer

Find the right allocation for GLDA.L and XGLD.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