XAUS.L vs. GLD
Compare and contrast key facts about Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and SPDR Gold Trust (GLD).
XAUS.L and GLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XAUS.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI Australia NR USD. It was launched on Jan 17, 2008. GLD is a passively managed fund by State Street that tracks the performance of the Gold Bullion. It was launched on Nov 18, 2004. Both XAUS.L and GLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAUS.L or GLD.
Key characteristics
| XAUS.L | GLD | |
|---|---|---|
| YTD Return | 6.00% | 24.15% |
| 1Y Return | 15.27% | 32.30% |
| 3Y Return (Ann) | 6.64% | 13.22% |
| 5Y Return (Ann) | 7.12% | 10.97% |
| 10Y Return (Ann) | 10.17% | 7.34% |
| Sharpe Ratio | 1.38 | 2.29 |
| Daily Std Dev | 15.49% | 14.43% |
| Max Drawdown | -51.15% | -45.56% |
| Current Drawdown | 0.00% | -0.56% |
Correlation
The correlation between XAUS.L and GLD is 0.15, 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
XAUS.L vs. GLD - Performance Comparison
In the year-to-date period, XAUS.L achieves a 6.00% return, which is significantly lower than GLD's 24.15% return. Over the past 10 years, XAUS.L has outperformed GLD with an annualized return of 10.17%, while GLD has yielded a comparatively lower 7.34% annualized 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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XAUS.L vs. GLD - Expense Ratio Comparison
XAUS.L has a 0.50% expense ratio, which is higher than GLD's 0.40% expense ratio.
Risk-Adjusted Performance
XAUS.L vs. GLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and SPDR Gold Trust (GLD). 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
XAUS.L vs. GLD - Dividend Comparison
XAUS.L's dividend yield for the trailing twelve months is around 3.14%, while GLD has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
XAUS.L Xtrackers S&P/ASX 200 UCITS ETF 1D | 3.14% | 3.83% | 5.17% | 2.15% | 4.85% | 3.73% | 3.53% | 3.49% | 3.73% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XAUS.L vs. GLD - Drawdown Comparison
The maximum XAUS.L drawdown since its inception was -51.15%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for XAUS.L and GLD. For additional features, visit the drawdowns tool.
Volatility
XAUS.L vs. GLD - Volatility Comparison
Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) has a higher volatility of 4.69% compared to SPDR Gold Trust (GLD) at 3.28%. This indicates that XAUS.L's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.