XAUS.L vs. BTC-USD
XAUS.L (Xtrackers S&P/ASX 200 UCITS ETF 1D) is Asia Pacific Equities fund tracking the MSCI Australia NR USD, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, XAUS.L returned 9.17%/yr vs 61.31%/yr for BTC-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
XAUS.L vs. BTC-USD - Performance Comparison
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Different Trading Currencies
XAUS.L is traded in GBp, while BTC-USD is traded in USD. To make them comparable, the BTC-USD 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 higher than BTC-USD's -26.78% return. Over the past 10 years, XAUS.L has underperformed BTC-USD with an annualized return of 9.17%, while BTC-USD has yielded a comparatively higher 61.31% annualized return.
XAUS.L
- 1D
- -0.60%
- 1M
- -1.99%
- YTD
- 8.13%
- 6M
- 9.31%
- 1Y
- 15.67%
- 3Y*
- 9.59%
- 5Y*
- 6.41%
- 10Y*
- 9.17%
BTC-USD
- 1D
- 0.00%
- 1M
- -20.64%
- YTD
- -26.78%
- 6M
- -29.06%
- 1Y
- -36.46%
- 3Y*
- 29.42%
- 5Y*
- 12.81%
- 10Y*
- 61.31%
XAUS.L vs. BTC-USD - 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% |
BTC-USD Bitcoin | -29.27% | -12.95% | 125.81% | 140.73% | -59.81% | 60.91% | 292.68% | 86.71% | -73.15% | 1,284.82% |
Correlation
The correlation between XAUS.L and BTC-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2012 | 0.06 |
The correlation between XAUS.L and BTC-USD shifts across timeframes, from 0.06 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XAUS.L vs. BTC-USD — Risk / Return Rank
XAUS.L
BTC-USD
XAUS.L vs. BTC-USD - 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 Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.87 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.73 | +2.46 |
| Martin ratioReturn relative to average drawdown | 5.19 | -1.29 | +6.49 |
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 | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | -0.88 | +2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.24 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.91 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.15 | -0.77 |
Drawdowns
XAUS.L vs. BTC-USD - Drawdown Comparison
The maximum XAUS.L drawdown since its inception was -51.15%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for XAUS.L and BTC-USD.
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Drawdown Indicators
| XAUS.L | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.15% | -84.19% | +33.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -49.84% | +40.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.54% | -49.84% | +28.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.54% | -73.24% | +51.70% |
Max Drawdown (10Y)Largest decline over 10 years | -38.31% | -82.15% | +43.84% |
Current DrawdownCurrent decline from peak | -4.18% | -48.61% | +44.43% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -40.27% | +32.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 33.73% | -30.59% |
Volatility
XAUS.L vs. BTC-USD - Volatility Comparison
The current volatility for Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) is 4.33%, while Bitcoin (BTC-USD) has a volatility of 10.36%. This indicates that XAUS.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD 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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 10.36% | -6.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 33.53% | -23.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 34.70% | -21.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 44.81% | -28.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.45% | 56.03% | -35.58% |
Frequently Asked Questions
XAUS.L and BTC-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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