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GSDE.DE vs. XAAG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSDE.DE vs. XAAG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) and Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSDE.DE achieves a 23.86% return, which is significantly lower than XAAG.DE's 27.69% return.


GSDE.DE

1D
-0.69%
1M
-0.24%
YTD
23.86%
6M
26.63%
1Y
44.74%
3Y*
15.82%
5Y*
14.84%
10Y*
9.70%

XAAG.DE

1D
-0.56%
1M
0.44%
YTD
27.69%
6M
30.58%
1Y
47.37%
3Y*
17.71%
5Y*
14.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSDE.DE vs. XAAG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSDE.DE
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR
23.86%13.74%14.93%-12.88%21.59%38.67%-11.20%13.32%-3.71%4.92%
XAAG.DE
Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc
27.69%12.13%14.84%-14.76%23.35%39.76%-19.46%12.99%-5.11%4.28%

Correlation

The correlation between GSDE.DE and XAAG.DE 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

0.94

Correlation (All Time)
Calculated using the full available price history since May 31, 2017

0.92

The correlation between GSDE.DE and XAAG.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

GSDE.DE vs. XAAG.DE — Risk / Return Rank

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

GSDE.DE
GSDE.DE Risk / Return Rank: 7474
Overall Rank
GSDE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSDE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSDE.DE Omega Ratio Rank: 7373
Omega Ratio Rank
GSDE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
GSDE.DE Martin Ratio Rank: 6969
Martin Ratio Rank

XAAG.DE
XAAG.DE Risk / Return Rank: 6565
Overall Rank
XAAG.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XAAG.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XAAG.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XAAG.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
XAAG.DE Martin Ratio Rank: 5656
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.

GSDE.DE vs. XAAG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) and Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.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.


GSDE.DEXAAG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.43

1.39

+0.04

Calmar ratioReturn relative to maximum drawdown

5.65

4.08

+1.56

Martin ratioReturn relative to average drawdown

12.60

9.65

+2.94

GSDE.DE vs. XAAG.DE - Sharpe Ratio Comparison

The current GSDE.DE Sharpe Ratio is 2.37, which is comparable to the XAAG.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of GSDE.DE and XAAG.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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Sharpe Ratios by Period


GSDE.DEXAAG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.17

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.73

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.49

-0.40

Drawdowns

GSDE.DE vs. XAAG.DE - Drawdown Comparison

The maximum GSDE.DE drawdown since its inception was -68.91%, which is greater than XAAG.DE's maximum drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for GSDE.DE and XAAG.DE.


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Drawdown Indicators


GSDE.DEXAAG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.91%

-33.85%

-35.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-11.54%

+3.65%

Max Drawdown (3Y)

Largest decline over 3 years

-15.25%

-16.26%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

-33.85%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-29.72%

Current Drawdown

Current decline from peak

-6.40%

-2.54%

-3.86%

Average Drawdown

Average peak-to-trough decline

-44.09%

-13.88%

-30.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

4.89%

-1.35%

Volatility

GSDE.DE vs. XAAG.DE - Volatility Comparison

BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) and Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) have volatilities of 4.51% and 4.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSDE.DEXAAG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

4.71%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

18.81%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

21.76%

-2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

20.32%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

18.40%

-2.64%

GSDE.DE vs. XAAG.DE - Expense Ratio Comparison

GSDE.DE has a 0.39% expense ratio, which is higher than XAAG.DE's 0.19% expense ratio.


Dividends

GSDE.DE vs. XAAG.DE - Dividend Comparison

Neither GSDE.DE nor XAAG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, GSDE.DE and XAAG.DE 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, XAAG.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAAG.DE is cheaper with a 0.19% expense ratio, compared with 0.39% for GSDE.DE.

GSDE.DE tracks BNP Paribas Energy & Metals Enhanced Roll, while XAAG.DE tracks Bloomberg Commodity ex-Agriculture and Livestock. They also come from different issuers: BNP Paribas and Invesco. Their fees differ too: 0.39% for GSDE.DE and 0.19% for XAAG.DE.

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