XAUS.L vs. ^GSPC
XAUS.L (Xtrackers S&P/ASX 200 UCITS ETF 1D) is Asia Pacific Equities fund tracking the MSCI Australia NR USD, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, XAUS.L returned 9.17%/yr vs 14.50%/yr for ^GSPC. At a 0.30 correlation, their price movements are largely independent.
Performance
XAUS.L vs. ^GSPC - Performance Comparison
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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 8.13% return, which is significantly lower than ^GSPC's 11.24% return. Over the past 10 years, XAUS.L has underperformed ^GSPC with an annualized return of 9.17%, while ^GSPC has yielded a comparatively higher 14.50% annualized return.
XAUS.L
- 1D
- -0.60%
- 1M
- 0.41%
- YTD
- 8.13%
- 6M
- 9.60%
- 1Y
- 16.15%
- 3Y*
- 9.59%
- 5Y*
- 6.41%
- 10Y*
- 9.17%
^GSPC
- 1D
- 0.41%
- 1M
- 5.44%
- YTD
- 11.24%
- 6M
- 9.84%
- 1Y
- 28.25%
- 3Y*
- 18.03%
- 5Y*
- 13.60%
- 10Y*
- 14.50%
XAUS.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XAUS.L Xtrackers S&P/ASX 200 UCITS ETF 1D | 8.13% | 9.45% | 3.36% | 5.67% | 3.27% | 9.35% | 9.38% | 18.34% | -8.52% | 9.19% |
^GSPC S&P 500 Index | 11.24% | 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 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2008 | 0.30 |
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Return for Risk
XAUS.L vs. ^GSPC — Risk / Return Rank
XAUS.L
^GSPC
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.
| XAUS.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.46 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.53 | -1.81 |
| Martin ratioReturn relative to average drawdown | 5.19 | 13.19 | -8.00 |
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
| XAUS.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 2.46 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.86 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.80 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.58 | -0.20 |
Drawdowns
XAUS.L vs. ^GSPC - Drawdown Comparison
The maximum XAUS.L drawdown since its inception was -51.15%, 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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.15% | -37.07% | -14.08% |
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 DrawdownCurrent decline from peak | -4.18% | 0.00% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -5.32% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.15% | +0.99% |
Volatility
XAUS.L vs. ^GSPC - Volatility Comparison
Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) has a higher volatility of 4.33% compared to S&P 500 Index (^GSPC) at 2.60%. This indicates that XAUS.L's price experiences larger fluctuations and is considered to be riskier 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 | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 2.60% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 8.20% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 11.52% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 15.85% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.45% | 18.15% | +2.30% |
Frequently Asked Questions
XAUS.L and ^GSPC have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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