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GLDX.TO vs. WGLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDX.TO vs. WGLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Gold Producers Index ETF (GLDX.TO) and WisdomTree Core Physical Gold (WGLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLDX.TO is traded in CAD, while WGLD.DE is traded in EUR. To make them comparable, the WGLD.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLDX.TO achieves a -7.62% return, which is significantly lower than WGLD.DE's 3.08% return.


GLDX.TO

1D
-3.64%
1M
-6.73%
YTD
-7.62%
6M
-12.30%
1Y
58.70%
3Y*
5Y*
10Y*

WGLD.DE

1D
1.05%
1M
-0.34%
YTD
3.08%
6M
1.00%
1Y
32.87%
3Y*
33.02%
5Y*
21.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDX.TO vs. WGLD.DE - Yearly Performance Comparison


2026 (YTD)20252024
GLDX.TO
Global X Gold Producers Index ETF
-7.62%178.05%-10.27%
WGLD.DE
WisdomTree Core Physical Gold
3.08%59.93%-0.11%

Correlation

The correlation between GLDX.TO and WGLD.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.64

The correlation between GLDX.TO and WGLD.DE has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.

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Return for Risk

GLDX.TO vs. WGLD.DE — Risk / Return Rank

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

GLDX.TO
GLDX.TO Risk / Return Rank: 3535
Overall Rank
GLDX.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GLDX.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
GLDX.TO Omega Ratio Rank: 3737
Omega Ratio Rank
GLDX.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
GLDX.TO Martin Ratio Rank: 3232
Martin Ratio Rank

WGLD.DE
WGLD.DE Risk / Return Rank: 3636
Overall Rank
WGLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WGLD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WGLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WGLD.DE 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.

GLDX.TO vs. WGLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold Producers Index ETF (GLDX.TO) and WisdomTree Core Physical Gold (WGLD.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.

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.


GLDX.TOWGLD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

1.67

2.01

-0.34

Martin ratioReturn relative to average drawdown

4.38

5.24

-0.87

GLDX.TO vs. WGLD.DE - Sharpe Ratio Comparison

The current GLDX.TO Sharpe Ratio is 1.22, which is comparable to the WGLD.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of GLDX.TO and WGLD.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.


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Drawdowns

GLDX.TO vs. WGLD.DE - Drawdown Comparison

The maximum GLDX.TO drawdown since its inception was -35.22%, which is greater than WGLD.DE's maximum drawdown of -17.11%. Use the drawdown chart below to compare losses from any high point for GLDX.TO and WGLD.DE.


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Drawdown Indicators


GLDX.TOWGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.22%

-17.11%

-18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-35.22%

-16.89%

-18.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

Current Drawdown

Current decline from peak

-30.84%

-14.18%

-16.66%

Average Drawdown

Average peak-to-trough decline

-7.32%

-4.58%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.47%

6.49%

+6.98%

Volatility

GLDX.TO vs. WGLD.DE - Volatility Comparison

Global X Gold Producers Index ETF (GLDX.TO) has a higher volatility of 16.57% compared to WisdomTree Core Physical Gold (WGLD.DE) at 5.74%. This indicates that GLDX.TO's price experiences larger fluctuations and is considered to be riskier than WGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDX.TOWGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.57%

5.74%

+10.83%

Volatility (6M)

Calculated over the trailing 6-month period

38.70%

21.00%

+17.70%

Volatility (1Y)

Calculated over the trailing 1-year period

48.28%

24.32%

+23.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.49%

18.16%

+26.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.49%

18.03%

+26.46%

Dividends

GLDX.TO vs. WGLD.DE - Dividend Comparison

GLDX.TO's dividend yield for the trailing twelve months is around 1.05%, while WGLD.DE has not paid dividends to shareholders.


PositionTTM20252024
GLDX.TO
Global X Gold Producers Index ETF
1.05%0.97%0.08%
WGLD.DE
WisdomTree Core Physical Gold
0.00%0.00%0.00%

Frequently Asked Questions


GLDX.TO and WGLD.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDX.TO tracks Mirae Asset North American Listed Gold Producers Index, while WGLD.DE tracks Gold. They also come from different issuers: Global X and WisdomTree.

Portfolio Optimizer

Find the right allocation for GLDX.TO and WGLD.DE

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

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