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IGLD.DE vs. XGDU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD.DE vs. XGDU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and Xtrackers IE Physical Gold ETC Securities (XGDU.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, IGLD.DE achieves a -10.31% return, which is significantly lower than XGDU.DE's -5.61% return.


IGLD.DE

1D
0.00%
1M
-11.35%
YTD
-10.31%
6M
-11.59%
1Y
16.98%
3Y*
24.45%
5Y*
10Y*

XGDU.DE

1D
0.13%
1M
-8.80%
YTD
-5.61%
6M
-6.76%
1Y
23.53%
3Y*
25.91%
5Y*
18.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD.DE vs. XGDU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
-10.31%63.04%24.54%10.49%-0.31%
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
-5.61%49.09%34.21%9.43%-1.76%

Correlation

The correlation between IGLD.DE and XGDU.DE is 0.93, 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

0.93

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2022

0.86

The correlation between IGLD.DE and XGDU.DE has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

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Return for Risk

IGLD.DE vs. XGDU.DE — Risk / Return Rank

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

IGLD.DE
IGLD.DE Risk / Return Rank: 1919
Overall Rank
IGLD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

XGDU.DE
XGDU.DE Risk / Return Rank: 2424
Overall Rank
XGDU.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XGDU.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
XGDU.DE Omega Ratio Rank: 3131
Omega Ratio Rank
XGDU.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XGDU.DE Martin Ratio Rank: 2222
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.

IGLD.DE vs. XGDU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and Xtrackers IE Physical Gold ETC Securities (XGDU.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.


IGLD.DEXGDU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratioReturn relative to maximum drawdown

0.67

1.06

-0.39

Martin ratioReturn relative to average drawdown

1.95

2.47

-0.53

IGLD.DE vs. XGDU.DE - Sharpe Ratio Comparison

The current IGLD.DE Sharpe Ratio is 0.65, which is comparable to the XGDU.DE Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IGLD.DE and XGDU.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

IGLD.DE vs. XGDU.DE - Drawdown Comparison

The maximum IGLD.DE drawdown since its inception was -25.14%, which is greater than XGDU.DE's maximum drawdown of -22.01%. Use the drawdown chart below to compare losses from any high point for IGLD.DE and XGDU.DE.


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Drawdown Indicators


IGLD.DEXGDU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.14%

-22.01%

-3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-25.14%

-22.01%

-3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-25.14%

-22.01%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

Current Drawdown

Current decline from peak

-25.14%

-21.91%

-3.23%

Average Drawdown

Average peak-to-trough decline

-4.01%

-6.83%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.71%

9.49%

-0.78%

Volatility

IGLD.DE vs. XGDU.DE - Volatility Comparison

iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) has a higher volatility of 9.09% compared to Xtrackers IE Physical Gold ETC Securities (XGDU.DE) at 8.00%. This indicates that IGLD.DE's price experiences larger fluctuations and is considered to be riskier than XGDU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLD.DEXGDU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

8.00%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

23.19%

21.36%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

25.98%

32.53%

-6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

18.97%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

18.76%

-0.50%

IGLD.DE vs. XGDU.DE - Expense Ratio Comparison

IGLD.DE has a 0.25% expense ratio, which is higher than XGDU.DE's 0.12% 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. XGDU.DE - Dividend Comparison

Neither IGLD.DE nor XGDU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, IGLD.DE and XGDU.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, XGDU.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGDU.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for IGLD.DE.

IGLD.DE tracks Gold (EUR Hedged), while XGDU.DE tracks Gold. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for IGLD.DE and 0.12% for XGDU.DE.

Portfolio Optimizer

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