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RMAU.L vs. XU61.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMAU.L vs. XU61.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Royal Mint Physical Gold ETC Securities (RMAU.L) and BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RMAU.L is traded in USD, while XU61.DE is traded in EUR. To make them comparable, the XU61.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 -2.00% return, which is significantly lower than XU61.DE's 11.30% return.


RMAU.L

1D
3.61%
1M
-9.99%
YTD
-2.00%
6M
-1.35%
1Y
25.13%
3Y*
29.18%
5Y*
17.26%
10Y*

XU61.DE

1D
1.32%
1M
-0.77%
YTD
11.30%
6M
12.56%
1Y
26.86%
3Y*
17.18%
5Y*
7.99%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RMAU.L vs. XU61.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RMAU.L
The Royal Mint Physical Gold ETC Securities
-2.00%64.59%25.96%13.29%-0.19%-4.17%19.56%
XU61.DE
BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR
11.30%32.16%3.96%13.57%-16.54%11.65%-4.32%

Correlation

The correlation between RMAU.L and XU61.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.31

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

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2020

0.23

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Return for Risk

RMAU.L vs. XU61.DE — Risk / Return Rank

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

RMAU.L
RMAU.L Risk / Return Rank: 2929
Overall Rank
RMAU.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
RMAU.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
RMAU.L Omega Ratio Rank: 3232
Omega Ratio Rank
RMAU.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
RMAU.L Martin Ratio Rank: 2727
Martin Ratio Rank

XU61.DE
XU61.DE Risk / Return Rank: 8989
Overall Rank
XU61.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XU61.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
XU61.DE Omega Ratio Rank: 8787
Omega Ratio Rank
XU61.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XU61.DE Martin Ratio Rank: 8989
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.

RMAU.L vs. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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.


RMAU.LXU61.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.19

1.39

-0.19

Calmar ratioReturn relative to maximum drawdown

1.07

3.23

-2.16

Martin ratioReturn relative to average drawdown

3.32

12.28

-8.96

RMAU.L vs. XU61.DE - Sharpe Ratio Comparison

The current RMAU.L Sharpe Ratio is 0.98, which is lower than the XU61.DE Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of RMAU.L and XU61.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

RMAU.L vs. XU61.DE - Drawdown Comparison

The maximum RMAU.L drawdown since its inception was -23.34%, smaller than the maximum XU61.DE drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for RMAU.L and XU61.DE.


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Drawdown Indicators


RMAU.LXU61.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.34%

-51.52%

+28.18%

Max Drawdown (1Y)

Largest decline over 1 year

-23.34%

-8.28%

-15.06%

Max Drawdown (3Y)

Largest decline over 3 years

-23.34%

-12.56%

-10.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.34%

-28.95%

+5.61%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

Current Drawdown

Current decline from peak

-20.57%

-2.07%

-18.50%

Average Drawdown

Average peak-to-trough decline

-6.91%

-10.22%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

2.18%

+5.36%

Volatility

RMAU.L vs. XU61.DE - Volatility Comparison

The Royal Mint Physical Gold ETC Securities (RMAU.L) has a higher volatility of 7.86% compared to BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 3.74%. This indicates that RMAU.L's price experiences larger fluctuations and is considered to be riskier than XU61.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMAU.LXU61.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

3.74%

+4.12%

Volatility (6M)

Calculated over the trailing 6-month period

22.58%

9.08%

+13.50%

Volatility (1Y)

Calculated over the trailing 1-year period

25.49%

11.87%

+13.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

13.95%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

15.61%

+2.25%

RMAU.L vs. XU61.DE - Expense Ratio Comparison

RMAU.L has a 0.22% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.


Dividends

RMAU.L vs. XU61.DE - Dividend Comparison

Neither RMAU.L nor XU61.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RMAU.L and XU61.DE have a correlation of 0.30, 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 0.31% for XU61.DE.

RMAU.L is categorized as Commodities, while XU61.DE is Global Equities. RMAU.L tracks LBMA Gold PM Price, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: HANetf and BNP Paribas Easy. Their fees differ too: 0.22% for RMAU.L and 0.31% for XU61.DE.

Portfolio Optimizer

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