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XAUUSD=X vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

XAUUSD=X vs. GC=F

Last updated May 23, 2025

Compare and contrast key facts about Gold Spot US Dollar (XAUUSD=X) and Gold (GC=F).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAUUSD=X or GC=F.

Correlation

The correlation between XAUUSD=X and GC=F is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

XAUUSD=X vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Spot US Dollar (XAUUSD=X) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XAUUSD=X:

2.34

GC=F:

2.09

Sortino Ratio

XAUUSD=X:

3.23

GC=F:

2.70

Omega Ratio

XAUUSD=X:

1.42

GC=F:

1.36

Calmar Ratio

XAUUSD=X:

5.18

GC=F:

4.76

Martin Ratio

XAUUSD=X:

13.95

GC=F:

13.12

Ulcer Index

XAUUSD=X:

3.00%

GC=F:

2.90%

Daily Std Dev

XAUUSD=X:

17.30%

GC=F:

18.22%

Max Drawdown

XAUUSD=X:

-69.75%

GC=F:

-44.36%

Current Drawdown

XAUUSD=X:

-3.78%

GC=F:

-3.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with XAUUSD=X having a 25.79% return and GC=F slightly lower at 25.46%. Both investments have delivered pretty close results over the past 10 years, with XAUUSD=X having a 10.77% annualized return and GC=F not far behind at 10.60%.

XAUUSD=X

YTD

25.79%

1M

-2.42%

6M

23.63%

1Y

38.78%

3Y*

20.94%

5Y*

13.71%

10Y*

10.77%

GC=F

YTD

25.46%

1M

-3.00%

6M

23.45%

1Y

38.07%

3Y*

21.31%

5Y*

13.72%

10Y*

10.60%

*Annualized

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Gold Spot US Dollar

Gold

Risk-Adjusted Performance

XAUUSD=X vs. GC=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XAUUSD=X
The Risk-Adjusted Performance Rank of XAUUSD=X is 9898
Overall Rank
The Sharpe Ratio Rank of XAUUSD=X is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XAUUSD=X is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XAUUSD=X is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XAUUSD=X is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XAUUSD=X is 9797
Martin Ratio Rank
GC=F
The Risk-Adjusted Performance Rank of GC=F is 100100
Overall Rank
The Sharpe Ratio Rank of GC=F is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XAUUSD=X vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Spot US Dollar (XAUUSD=X) and Gold (GC=F). 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.

The current XAUUSD=X Sharpe Ratio is 2.34, which is comparable to the GC=F Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of XAUUSD=X and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

XAUUSD=X vs. GC=F - Drawdown Comparison

The maximum XAUUSD=X drawdown since its inception was -69.75%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for XAUUSD=X and GC=F. For additional features, visit the drawdowns tool.

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Volatility

XAUUSD=X vs. GC=F - Volatility Comparison

The current volatility for Gold Spot US Dollar (XAUUSD=X) is 6.93%, while Gold (GC=F) has a volatility of 7.64%. This indicates that XAUUSD=X experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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