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IAUP.L vs. XGLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUP.L vs. XGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Producers UCITS ETF USD Acc (IAUP.L) and Xtrackers Physical Gold ETC (XGLD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAUP.L achieves a -13.19% return, which is significantly lower than XGLD.L's -6.12% return. Over the past 10 years, IAUP.L has underperformed XGLD.L with an annualized return of 10.57%, while XGLD.L has yielded a comparatively higher 11.49% annualized return.


IAUP.L

1D
-2.74%
1M
-14.44%
6M
-22.89%
YTD
-13.19%
1Y
45.20%
3Y*
33.84%
5Y*
17.82%
10Y*
10.57%

XGLD.L

1D
-0.88%
1M
-7.03%
6M
-12.51%
YTD
-6.12%
1Y
21.12%
3Y*
27.05%
5Y*
17.15%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IAUP.L
iShares Gold Producers UCITS ETF USD Acc
-13.19%153.99%11.49%9.43%-11.06%-10.31%23.60%45.60%-9.55%6.68%
XGLD.L
Xtrackers Physical Gold ETC
-6.12%64.60%25.87%13.37%-0.24%-4.19%24.11%18.35%-1.36%11.68%

Correlation

The correlation between IAUP.L and XGLD.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.79

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

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.79

The correlation between IAUP.L and XGLD.L has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

IAUP.L vs. XGLD.L — Risk / Return Rank

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

IAUP.L
IAUP.L Risk / Return Rank: 3030
Overall Rank
IAUP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IAUP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IAUP.L Omega Ratio Rank: 3131
Omega Ratio Rank
IAUP.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
IAUP.L Martin Ratio Rank: 2727
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.

IAUP.L vs. XGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF USD Acc (IAUP.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.


IAUP.LXGLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratioReturn relative to maximum drawdown

1.24

0.86

+0.38

Martin ratioReturn relative to average drawdown

2.94

2.08

+0.86

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

The current IAUP.L Sharpe Ratio is 0.96, which is comparable to the XGLD.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IAUP.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.


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Drawdowns

IAUP.L vs. XGLD.L - Drawdown Comparison

The maximum IAUP.L drawdown since its inception was -79.88%, which is greater than XGLD.L's maximum drawdown of -45.34%. Use the drawdown chart below to compare losses from any high point for IAUP.L and XGLD.L.


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Drawdown Indicators


IAUP.LXGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.88%

-45.34%

-34.54%

Max Drawdown (1Y)

Largest decline over 1 year

-36.39%

-24.53%

-11.86%

Max Drawdown (3Y)

Largest decline over 3 years

-36.39%

-24.53%

-11.86%

Max Drawdown (5Y)

Largest decline over 5 years

-44.90%

-24.53%

-20.37%

Max Drawdown (10Y)

Largest decline over 10 years

-51.26%

-24.53%

-26.73%

Current Drawdown

Current decline from peak

-35.11%

-23.91%

-11.20%

Average Drawdown

Average peak-to-trough decline

-48.57%

-18.96%

-29.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.33%

10.12%

+5.21%

Volatility

IAUP.L vs. XGLD.L - Volatility Comparison

iShares Gold Producers UCITS ETF USD Acc (IAUP.L) has a higher volatility of 15.38% compared to Xtrackers Physical Gold ETC (XGLD.L) at 7.34%. This indicates that IAUP.L's price experiences larger fluctuations and is considered to be riskier 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


IAUP.LXGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.38%

7.34%

+8.04%

Volatility (6M)

Calculated over the trailing 6-month period

38.05%

23.02%

+15.03%

Volatility (1Y)

Calculated over the trailing 1-year period

46.86%

26.36%

+20.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.26%

17.63%

+18.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.92%

15.65%

+19.27%

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

IAUP.L has a 0.55% expense ratio, which is higher than XGLD.L's 0.25% expense ratio.


Dividends

IAUP.L vs. XGLD.L - Dividend Comparison

Neither IAUP.L nor XGLD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IAUP.L and XGLD.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGLD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLD.L is cheaper with a 0.25% expense ratio, compared with 0.55% for IAUP.L.

IAUP.L tracks S&P Commodity Producers Gold Index, while XGLD.L tracks Gold. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for IAUP.L and 0.25% for XGLD.L.

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