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PHGP.L vs. XDWE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHGP.L vs. XDWE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Gold (PHGP.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.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, PHGP.L achieves a -5.03% return, which is significantly lower than XDWE.L's 12.77% return. Over the past 10 years, PHGP.L has underperformed XDWE.L with an annualized return of 11.33%, while XDWE.L has yielded a comparatively higher 12.34% annualized return.


PHGP.L

1D
0.03%
1M
-9.13%
YTD
-5.03%
6M
-8.59%
1Y
24.34%
3Y*
25.71%
5Y*
18.45%
10Y*
11.33%

XDWE.L

1D
0.08%
1M
4.41%
YTD
12.77%
6M
13.15%
1Y
24.09%
3Y*
13.57%
5Y*
9.66%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHGP.L vs. XDWE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHGP.L
WisdomTree Physical Gold
-5.03%53.14%27.85%6.97%11.52%-3.11%19.74%14.47%4.18%1.55%
XDWE.L
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
12.77%3.94%14.06%7.78%-1.34%31.37%7.89%23.88%-3.60%7.83%

Correlation

The correlation between PHGP.L and XDWE.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.08

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

0.02

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2014

0.05

The correlation between PHGP.L and XDWE.L shifts across timeframes, from 0.02 (5 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PHGP.L vs. XDWE.L — Risk / Return Rank

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

PHGP.L
PHGP.L Risk / Return Rank: 2828
Overall Rank
PHGP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PHGP.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
PHGP.L Omega Ratio Rank: 3333
Omega Ratio Rank
PHGP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
PHGP.L Martin Ratio Rank: 2424
Martin Ratio Rank

XDWE.L
XDWE.L Risk / Return Rank: 8585
Overall Rank
XDWE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDWE.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDWE.L Omega Ratio Rank: 8686
Omega Ratio Rank
XDWE.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDWE.L Martin Ratio Rank: 8080
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.

PHGP.L vs. XDWE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Gold (PHGP.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.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.


PHGP.LXDWE.LDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.20

1.46

-0.25

Calmar ratioReturn relative to maximum drawdown

1.04

4.25

-3.21

Martin ratioReturn relative to average drawdown

2.93

13.62

-10.69

PHGP.L vs. XDWE.L - Sharpe Ratio Comparison

The current PHGP.L Sharpe Ratio is 1.01, which is lower than the XDWE.L Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of PHGP.L and XDWE.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

PHGP.L vs. XDWE.L - Drawdown Comparison

The maximum PHGP.L drawdown since its inception was -45.25%, smaller than the maximum XDWE.L drawdown of -98.55%. Use the drawdown chart below to compare losses from any high point for PHGP.L and XDWE.L.


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Drawdown Indicators


PHGP.LXDWE.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-98.55%

+53.30%

Max Drawdown (1Y)

Largest decline over 1 year

-23.24%

-5.64%

-17.60%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-19.89%

-3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-19.89%

-3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-23.24%

-31.08%

+7.84%

Current Drawdown

Current decline from peak

-23.22%

0.00%

-23.22%

Average Drawdown

Average peak-to-trough decline

-17.05%

-4.84%

-12.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.29%

1.77%

+6.52%

Volatility

PHGP.L vs. XDWE.L - Volatility Comparison

WisdomTree Physical Gold (PHGP.L) has a higher volatility of 8.14% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) at 2.21%. This indicates that PHGP.L's price experiences larger fluctuations and is considered to be riskier than XDWE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHGP.LXDWE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

2.21%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

21.12%

6.60%

+14.52%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

9.70%

+14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.85%

19.53%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

18.63%

-0.26%

PHGP.L vs. XDWE.L - Expense Ratio Comparison

PHGP.L has a 0.39% expense ratio, which is higher than XDWE.L's 0.20% expense ratio.


Dividends

PHGP.L vs. XDWE.L - Dividend Comparison

Neither PHGP.L nor XDWE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PHGP.L and XDWE.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWE.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWE.L is cheaper with a 0.20% expense ratio, compared with 0.39% for PHGP.L.

PHGP.L is categorized as Gold, while XDWE.L is S&P 500. PHGP.L tracks Gold, while XDWE.L tracks S&P 500 Equal Weight Index. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.39% for PHGP.L and 0.20% for XDWE.L.

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