XAU.TO vs. AAAU
Compare and contrast key facts about Goldmoney Inc. (XAU.TO) and Goldman Sachs Physical Gold ETF (AAAU).
AAAU is a passively managed fund by Goldman Sachs that tracks the performance of the LBMA Gold PM Price. It was launched on Jul 26, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAU.TO or AAAU.
Key characteristics
| XAU.TO | AAAU | |
|---|---|---|
| YTD Return | 6.66% | 24.57% |
| 1Y Return | 2.33% | 30.85% |
| 3Y Return (Ann) | -13.05% | 11.13% |
| 5Y Return (Ann) | -3.70% | 11.73% |
| Sharpe Ratio | 0.03 | 2.17 |
| Sortino Ratio | 0.32 | 2.90 |
| Omega Ratio | 1.04 | 1.38 |
| Calmar Ratio | 0.01 | 4.14 |
| Martin Ratio | 0.13 | 13.73 |
| Ulcer Index | 9.56% | 2.32% |
| Daily Std Dev | 35.56% | 14.63% |
| Max Drawdown | -83.45% | -21.63% |
| Current Drawdown | -78.62% | -7.69% |
Correlation
The correlation between XAU.TO and AAAU is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XAU.TO vs. AAAU - Performance Comparison
In the year-to-date period, XAU.TO achieves a 6.66% return, which is significantly lower than AAAU's 24.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XAU.TO vs. AAAU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldmoney Inc. (XAU.TO) and Goldman Sachs Physical Gold ETF (AAAU). 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.
Dividends
XAU.TO vs. AAAU - Dividend Comparison
Neither XAU.TO nor AAAU has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XAU.TO Goldmoney Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2,139,037.43% |
AAAU Goldman Sachs Physical Gold ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XAU.TO vs. AAAU - Drawdown Comparison
The maximum XAU.TO drawdown since its inception was -83.45%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for XAU.TO and AAAU. For additional features, visit the drawdowns tool.
Volatility
XAU.TO vs. AAAU - Volatility Comparison
Goldmoney Inc. (XAU.TO) has a higher volatility of 10.93% compared to Goldman Sachs Physical Gold ETF (AAAU) at 5.41%. This indicates that XAU.TO's price experiences larger fluctuations and is considered to be riskier than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.