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SGBX.L vs. EXXT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGBX.L vs. EXXT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Swiss Gold (SGBX.L) and iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGBX.L is traded in GBp, while EXXT.DE is traded in EUR. To make them comparable, the EXXT.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGBX.L achieves a 3.86% return, which is significantly lower than EXXT.DE's 19.62% return.


SGBX.L

1D
0.68%
1M
-3.57%
YTD
3.86%
6M
5.03%
1Y
34.31%
3Y*
28.08%
5Y*
19.84%
10Y*

EXXT.DE

1D
-0.70%
1M
9.55%
YTD
19.62%
6M
18.26%
1Y
41.43%
3Y*
24.66%
5Y*
18.78%
10Y*
22.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGBX.L vs. EXXT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGBX.L
WisdomTree Physical Swiss Gold
3.86%53.55%28.13%7.24%12.36%-3.37%20.00%14.67%4.35%-3.78%
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
19.57%12.43%27.69%48.25%-26.28%29.26%42.13%35.36%4.35%12.97%

Correlation

The correlation between SGBX.L and EXXT.DE is 0.09, 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 (1Y)
Calculated over the trailing 1-year period

0.09

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

0.02

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2017

0.02

The correlation between SGBX.L and EXXT.DE shifts across timeframes, from -0.03 (5 years) to 0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SGBX.L vs. EXXT.DE — Risk / Return Rank

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

SGBX.L
SGBX.L Risk / Return Rank: 3939
Overall Rank
SGBX.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGBX.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGBX.L Omega Ratio Rank: 4646
Omega Ratio Rank
SGBX.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
SGBX.L Martin Ratio Rank: 3333
Martin Ratio Rank

EXXT.DE
EXXT.DE Risk / Return Rank: 7171
Overall Rank
EXXT.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EXXT.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EXXT.DE Omega Ratio Rank: 7171
Omega Ratio Rank
EXXT.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EXXT.DE Martin Ratio Rank: 6262
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.

SGBX.L vs. EXXT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Swiss Gold (SGBX.L) and iShares Nasdaq 100 UCITS ETF (DE) (EXXT.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.


SGBX.LEXXT.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

1.29

1.47

-0.18

Calmar ratioReturn relative to maximum drawdown

1.85

3.71

-1.86

Martin ratioReturn relative to average drawdown

4.94

10.74

-5.79

SGBX.L vs. EXXT.DE - Sharpe Ratio Comparison

The current SGBX.L Sharpe Ratio is 1.44, which is lower than the EXXT.DE Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SGBX.L and EXXT.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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Sharpe Ratios by Period


SGBX.LEXXT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.70

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.95

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.90

+0.01

Drawdowns

SGBX.L vs. EXXT.DE - Drawdown Comparison

The maximum SGBX.L drawdown since its inception was -22.29%, smaller than the maximum EXXT.DE drawdown of -35.22%. Use the drawdown chart below to compare losses from any high point for SGBX.L and EXXT.DE.


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Drawdown Indicators


SGBX.LEXXT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-35.22%

+12.93%

Max Drawdown (1Y)

Largest decline over 1 year

-18.07%

-11.13%

-6.94%

Max Drawdown (3Y)

Largest decline over 3 years

-18.07%

-25.08%

+7.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.07%

-27.77%

+9.70%

Max Drawdown (10Y)

Largest decline over 10 years

-27.77%

Current Drawdown

Current decline from peak

-16.26%

-0.70%

-15.56%

Average Drawdown

Average peak-to-trough decline

-6.07%

-5.55%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.76%

3.85%

+2.91%

Volatility

SGBX.L vs. EXXT.DE - Volatility Comparison

WisdomTree Physical Swiss Gold (SGBX.L) has a higher volatility of 5.08% compared to iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) at 4.53%. This indicates that SGBX.L's price experiences larger fluctuations and is considered to be riskier than EXXT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGBX.LEXXT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

4.53%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

10.71%

+9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

15.27%

+7.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

19.46%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

19.64%

-4.47%

SGBX.L vs. EXXT.DE - Expense Ratio Comparison

SGBX.L has a 0.15% expense ratio, which is lower than EXXT.DE's 0.31% expense ratio.


Dividends

SGBX.L vs. EXXT.DE - Dividend Comparison

SGBX.L has not paid dividends to shareholders, while EXXT.DE's dividend yield for the trailing twelve months is around 0.15%.


PositionTTM20252024202320222021202020192018201720162015
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
0.15%0.19%0.26%0.53%0.41%0.15%0.32%0.40%0.28%1.84%0.84%0.88%
SGBX.L
WisdomTree Physical Swiss Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGBX.L and EXXT.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGBX.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGBX.L is cheaper with a 0.15% expense ratio, compared with 0.31% for EXXT.DE.

SGBX.L is categorized as Precious Metals, while EXXT.DE is Nasdaq-100. SGBX.L tracks Gold, while EXXT.DE tracks Nasdaq 100®. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.15% for SGBX.L and 0.31% for EXXT.DE.

Portfolio Optimizer

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