IGLD.DE vs. XDIV.TO
IGLD.DE (iShares Physical Gold (EUR Hedged) ETC) and XDIV.TO (iShares Core MSCI Canadian Quality Dividend Index ETF) are both exchange-traded funds - IGLD.DE is a Precious Metals fund tracking the Gold (EUR Hedged), while XDIV.TO is a Dividend fund tracking the MSCI Canada High Dividend Yield 10% Security Capped Index. Both are passively managed. At a correlation of -0.06, they often move in opposite directions. IGLD.DE charges 0.25%/yr vs 0.11%/yr for XDIV.TO.
Performance
IGLD.DE vs. XDIV.TO - Performance Comparison
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Different Trading Currencies
IGLD.DE is traded in EUR, while XDIV.TO is traded in CAD. To make them comparable, the XDIV.TO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGLD.DE achieves a 0.35% return, which is significantly lower than XDIV.TO's 20.08% return.
IGLD.DE
- 1D
- 0.70%
- 1M
- -4.88%
- YTD
- 0.35%
- 6M
- 4.58%
- 1Y
- 29.44%
- 3Y*
- 28.49%
- 5Y*
- —
- 10Y*
- —
XDIV.TO
- 1D
- 0.00%
- 1M
- 3.85%
- YTD
- 20.08%
- 6M
- 18.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGLD.DE vs. XDIV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IGLD.DE iShares Physical Gold (EUR Hedged) ETC | 0.35% | 29.90% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 20.08% | 12.74% |
Correlation
The correlation between IGLD.DE and XDIV.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | -0.06 |
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Return for Risk
IGLD.DE vs. XDIV.TO — Risk / Return Rank
IGLD.DE
XDIV.TO
IGLD.DE vs. XDIV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO). 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.
| IGLD.DE | XDIV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | — | — |
| Martin ratioReturn relative to average drawdown | 4.10 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGLD.DE | XDIV.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 3.84 | -2.52 |
Drawdowns
IGLD.DE vs. XDIV.TO - Drawdown Comparison
The maximum IGLD.DE drawdown since its inception was -17.62%, which is greater than XDIV.TO's maximum drawdown of -3.00%. Use the drawdown chart below to compare losses from any high point for IGLD.DE and XDIV.TO.
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Drawdown Indicators
| IGLD.DE | XDIV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.62% | -3.00% | -14.62% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | — | — |
Current DrawdownCurrent decline from peak | -16.24% | 0.00% | -16.24% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -0.69% | -3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.03% | — | — |
Volatility
IGLD.DE vs. XDIV.TO - Volatility Comparison
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Volatility by Period
| IGLD.DE | XDIV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 21.79% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.80% | 9.31% | +15.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 9.31% | +8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 9.31% | +8.55% |
IGLD.DE vs. XDIV.TO - Expense Ratio Comparison
IGLD.DE has a 0.25% expense ratio, which is higher than XDIV.TO's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IGLD.DE vs. XDIV.TO - Dividend Comparison
IGLD.DE has not paid dividends to shareholders, while XDIV.TO's dividend yield for the trailing twelve months is around 3.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IGLD.DE iShares Physical Gold (EUR Hedged) ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 3.27% | 3.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGLD.DE and XDIV.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDIV.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDIV.TO is cheaper with a 0.11% expense ratio, compared with 0.25% for IGLD.DE.
IGLD.DE is categorized as Precious Metals, while XDIV.TO is Dividend. IGLD.DE tracks Gold (EUR Hedged), while XDIV.TO tracks MSCI Canada High Dividend Yield 10% Security Capped Index. Their fees differ too: 0.25% for IGLD.DE and 0.11% for XDIV.TO.
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