RMAU.L vs. XDEM.DE
RMAU.L (The Royal Mint Physical Gold ETC Securities) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - RMAU.L is a Commodities fund tracking the LBMA Gold PM Price, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 5 years, RMAU.L returned 17.74%/yr vs 13.67%/yr for XDEM.DE. At a 0.18 correlation, their price movements are largely independent. RMAU.L charges 0.22%/yr vs 0.25%/yr for XDEM.DE.
Performance
RMAU.L vs. XDEM.DE - Performance Comparison
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Different Trading Currencies
RMAU.L is traded in USD, while XDEM.DE is traded in EUR. To make them comparable, the XDEM.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RMAU.L achieves a 0.42% return, which is significantly lower than XDEM.DE's 21.33% return.
RMAU.L
- 1D
- -0.44%
- 1M
- -8.12%
- YTD
- 0.42%
- 6M
- 3.09%
- 1Y
- 29.71%
- 3Y*
- 29.86%
- 5Y*
- 17.74%
- 10Y*
- —
XDEM.DE
- 1D
- -0.85%
- 1M
- 5.31%
- YTD
- 21.33%
- 6M
- 22.26%
- 1Y
- 34.06%
- 3Y*
- 29.58%
- 5Y*
- 13.67%
- 10Y*
- 15.91%
RMAU.L vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RMAU.L The Royal Mint Physical Gold ETC Securities | 0.42% | 64.59% | 25.96% | 13.29% | -0.19% | -4.17% | 19.56% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 21.33% | 22.02% | 30.33% | 11.58% | -18.60% | 15.17% | 20.37% |
Correlation
The correlation between RMAU.L and XDEM.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2020 | 0.18 |
The correlation between RMAU.L and XDEM.DE shifts across timeframes, from 0.17 (5 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RMAU.L vs. XDEM.DE — Risk / Return Rank
RMAU.L
XDEM.DE
RMAU.L vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Royal Mint Physical Gold ETC Securities (RMAU.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.
| RMAU.L | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.90 | -1.31 |
| Martin ratioReturn relative to average drawdown | 4.21 | 12.19 | -7.98 |
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
| RMAU.L | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.89 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.73 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.86 | +0.10 |
Drawdowns
RMAU.L vs. XDEM.DE - Drawdown Comparison
The maximum RMAU.L drawdown since its inception was -21.25%, smaller than the maximum XDEM.DE drawdown of -31.42%. Use the drawdown chart below to compare losses from any high point for RMAU.L and XDEM.DE.
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Drawdown Indicators
| RMAU.L | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.25% | -31.42% | +10.17% |
Max Drawdown (1Y)Largest decline over 1 year | -18.60% | -11.58% | -7.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.60% | -19.87% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.17% | -29.82% | +8.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.42% | — |
Current DrawdownCurrent decline from peak | -18.60% | -0.85% | -17.75% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -6.75% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.04% | 2.75% | +4.29% |
Volatility
RMAU.L vs. XDEM.DE - Volatility Comparison
The Royal Mint Physical Gold ETC Securities (RMAU.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) have volatilities of 6.16% and 6.16%, 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
| RMAU.L | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 6.16% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 21.96% | 15.31% | +6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 17.81% | +7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 18.43% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 18.57% | -0.81% |
RMAU.L vs. XDEM.DE - Expense Ratio Comparison
RMAU.L has a 0.22% expense ratio, which is lower than XDEM.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
RMAU.L vs. XDEM.DE - Dividend Comparison
Neither RMAU.L nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
RMAU.L and XDEM.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RMAU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RMAU.L is cheaper with a 0.22% expense ratio, compared with 0.25% for XDEM.DE.
RMAU.L is categorized as Commodities, while XDEM.DE is Momentum. RMAU.L tracks LBMA Gold PM Price, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: HANetf and DWS. Their fees differ too: 0.22% for RMAU.L and 0.25% for XDEM.DE.
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