GOOG vs. XGLD.L
GOOG (Alphabet Inc) is a stock, while XGLD.L (Xtrackers Physical Gold ETC) is Gold fund tracking the Gold. Over the past 10 years, GOOG returned 25.97%/yr vs 12.36%/yr for XGLD.L. At a 0.01 correlation, their price movements are largely independent.
Performance
GOOG vs. XGLD.L - Performance Comparison
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Returns By Period
In the year-to-date period, GOOG achieves a 14.29% return, which is significantly higher than XGLD.L's -2.14% return. Over the past 10 years, GOOG has outperformed XGLD.L with an annualized return of 25.97%, while XGLD.L has yielded a comparatively lower 12.36% annualized return.
GOOG
- 1D
- 0.45%
- 1M
- -8.88%
- YTD
- 14.29%
- 6M
- 15.49%
- 1Y
- 104.22%
- 3Y*
- 42.67%
- 5Y*
- 23.51%
- 10Y*
- 25.97%
XGLD.L
- 1D
- 3.38%
- 1M
- -9.98%
- YTD
- -2.14%
- 6M
- -1.50%
- 1Y
- 22.86%
- 3Y*
- 29.15%
- 5Y*
- 17.29%
- 10Y*
- 12.36%
GOOG vs. XGLD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 14.29% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
XGLD.L Xtrackers Physical Gold ETC | -2.14% | 64.60% | 25.87% | 13.37% | -0.24% | -4.19% | 24.11% | 18.35% | -1.36% | 11.68% |
Correlation
The correlation between GOOG and XGLD.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.01 |
The correlation between GOOG and XGLD.L shifts across timeframes, from 0.01 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GOOG vs. XGLD.L — Risk / Return Rank
GOOG
XGLD.L
GOOG vs. XGLD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) 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.
| GOOG | XGLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.66 | ||
| Sortino ratioReturn per unit of downside risk | +3.62 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.19 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.99 | 1.04 | +3.95 |
| Martin ratioReturn relative to average drawdown | 17.56 | 3.19 | +14.37 |
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Drawdowns
GOOG vs. XGLD.L - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, roughly equal to the maximum XGLD.L drawdown of -45.34%. Use the drawdown chart below to compare losses from any high point for GOOG and XGLD.L.
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Drawdown Indicators
| GOOG | XGLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -45.34% | +0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -23.27% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -23.27% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -23.27% | -21.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -23.27% | -21.33% |
Current DrawdownCurrent decline from peak | -10.19% | -20.68% | +10.49% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -18.94% | +10.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 7.55% | -1.67% |
Volatility
GOOG vs. XGLD.L - Volatility Comparison
The current volatility for Alphabet Inc (GOOG) is 7.29%, while Xtrackers Physical Gold ETC (XGLD.L) has a volatility of 7.75%. This indicates that GOOG 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.
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Volatility by Period
| GOOG | XGLD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 7.75% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 22.54% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.75% | 25.47% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.15% | 17.42% | +13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.02% | 15.56% | +13.46% |
Dividends
GOOG vs. XGLD.L - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.24%, while XGLD.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% |
XGLD.L Xtrackers Physical Gold ETC | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GOOG and XGLD.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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