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XAUS.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

XAUS.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XAUS.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XAUS.L achieves a 6.54% return, which is significantly lower than ^GSPC's 10.62% return. Over the past 10 years, XAUS.L has underperformed ^GSPC with an annualized return of 7.50%, while ^GSPC has yielded a comparatively higher 13.07% annualized return.


XAUS.L

1D
-0.71%
1M
0.58%
6M
6.27%
YTD
6.54%
1Y
13.95%
3Y*
10.55%
5Y*
6.38%
10Y*
7.50%

^GSPC

1D
-0.14%
1M
1.54%
6M
9.26%
YTD
10.62%
1Y
22.74%
3Y*
17.94%
5Y*
12.39%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAUS.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAUS.L
Xtrackers S&P/ASX 200 UCITS ETF 1D
6.54%10.21%2.65%5.67%3.27%10.57%8.17%18.33%-8.48%9.71%
^GSPC
S&P 500 Index
10.62%8.10%25.46%18.02%-9.86%28.09%12.84%23.98%-0.68%9.09%

Correlation

The correlation between XAUS.L and ^GSPC is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.30

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

0.32

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2008

0.41

The correlation between XAUS.L and ^GSPC shifts across timeframes, from 0.30 (3 years) to 0.42 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

XAUS.L vs. ^GSPC — Risk / Return Rank

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

XAUS.L
XAUS.L Risk / Return Rank: 3232
Overall Rank
XAUS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XAUS.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
XAUS.L Omega Ratio Rank: 3232
Omega Ratio Rank
XAUS.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
XAUS.L Martin Ratio Rank: 3131
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7777
Overall Rank
^GSPC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7474
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8080
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7272
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8484
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.

XAUS.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and S&P 500 Index (^GSPC). 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.


XAUS.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratioReturn relative to maximum drawdown

1.45

2.84

-1.39

Martin ratioReturn relative to average drawdown

4.00

10.39

-6.38

XAUS.L vs. ^GSPC - Sharpe Ratio Comparison

The current XAUS.L Sharpe Ratio is 1.06, which is lower than the ^GSPC Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of XAUS.L and ^GSPC, 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

XAUS.L vs. ^GSPC - Drawdown Comparison

The maximum XAUS.L drawdown since its inception was -75.97%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for XAUS.L and ^GSPC.


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Drawdown Indicators


XAUS.L^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-75.97%

-37.07%

-38.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-8.03%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-22.15%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

-22.15%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

-26.01%

-12.30%

Current Drawdown

Current decline from peak

-5.58%

-1.02%

-4.56%

Average Drawdown

Average peak-to-trough decline

-25.01%

-5.30%

-19.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.19%

+1.29%

Volatility

XAUS.L vs. ^GSPC - Volatility Comparison

The current volatility for Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) is 3.78%, while S&P 500 Index (^GSPC) has a volatility of 4.46%. This indicates that XAUS.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAUS.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

4.46%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

8.99%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

11.99%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

15.96%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

18.06%

+0.44%

Frequently Asked Questions


XAUS.L and ^GSPC have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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