XDEQ.L vs. GLDA.L
Compare and contrast key facts about Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and Amundi Physical Gold ETC (C) (GLDA.L).
XDEQ.L and GLDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. GLDA.L is a passively managed fund by Amundi that tracks the performance of the Gold. It was launched on May 21, 2019. Both XDEQ.L and GLDA.L 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: XDEQ.L or GLDA.L.
Key characteristics
| XDEQ.L | GLDA.L | |
|---|---|---|
| YTD Return | 13.77% | 20.78% |
| 1Y Return | 19.98% | 27.44% |
| 3Y Return (Ann) | 9.32% | 15.67% |
| Sharpe Ratio | 1.83 | 0.55 |
| Daily Std Dev | 11.33% | 47.58% |
| Max Drawdown | -23.79% | -21.57% |
| Current Drawdown | -2.04% | -3.70% |
Correlation
The correlation between XDEQ.L and GLDA.L is 0.19, 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
XDEQ.L vs. GLDA.L - Performance Comparison
In the year-to-date period, XDEQ.L achieves a 13.77% return, which is significantly lower than GLDA.L's 20.78% 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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XDEQ.L vs. GLDA.L - Expense Ratio Comparison
XDEQ.L has a 0.25% expense ratio, which is higher than GLDA.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XDEQ.L vs. GLDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and Amundi Physical Gold ETC (C) (GLDA.L). 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
XDEQ.L vs. GLDA.L - Dividend Comparison
Neither XDEQ.L nor GLDA.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
GLDA.L Amundi Physical Gold ETC (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEQ.L vs. GLDA.L - Drawdown Comparison
The maximum XDEQ.L drawdown since its inception was -23.79%, which is greater than GLDA.L's maximum drawdown of -21.57%. Use the drawdown chart below to compare losses from any high point for XDEQ.L and GLDA.L. For additional features, visit the drawdowns tool.
Volatility
XDEQ.L vs. GLDA.L - Volatility Comparison
Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) has a higher volatility of 4.30% compared to Amundi Physical Gold ETC (C) (GLDA.L) at 3.72%. This indicates that XDEQ.L's price experiences larger fluctuations and is considered to be riskier than GLDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.