XDWU.DE vs. IAUP.L
XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) and IAUP.L (iShares Gold Producers UCITS ETF USD Acc) are both exchange-traded funds - XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while IAUP.L is a Gold fund tracking the S&P Commodity Producers Gold Index. Both are passively managed. Over the past 10 years, XDWU.DE returned 8.32%/yr vs 12.71%/yr for IAUP.L. At a 0.17 correlation, their price movements are largely independent. XDWU.DE charges 0.25%/yr vs 0.55%/yr for IAUP.L.
Performance
XDWU.DE vs. IAUP.L - Performance Comparison
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Different Trading Currencies
XDWU.DE is traded in EUR, while IAUP.L is traded in USD. To make them comparable, the IAUP.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWU.DE achieves a 5.92% return, which is significantly higher than IAUP.L's -4.24% return. Over the past 10 years, XDWU.DE has underperformed IAUP.L with an annualized return of 8.32%, while IAUP.L has yielded a comparatively higher 12.71% annualized return.
XDWU.DE
- 1D
- -1.48%
- 1M
- -2.07%
- YTD
- 5.92%
- 6M
- 5.74%
- 1Y
- 13.67%
- 3Y*
- 11.70%
- 5Y*
- 9.86%
- 10Y*
- 8.32%
IAUP.L
- 1D
- -0.95%
- 1M
- -12.47%
- YTD
- -4.24%
- 6M
- 1.47%
- 1Y
- 51.99%
- 3Y*
- 35.86%
- 5Y*
- 18.49%
- 10Y*
- 12.71%
XDWU.DE vs. IAUP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 5.92% | 11.38% | 19.82% | -3.19% | 2.23% | 19.80% | -4.88% | 25.27% | 6.79% | -0.21% |
IAUP.L iShares Gold Producers UCITS ETF USD Acc | -4.24% | 123.85% | 18.85% | 6.15% | -5.55% | -3.60% | 13.41% | 48.89% | -5.30% | -6.43% |
Correlation
The correlation between XDWU.DE and IAUP.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.17 |
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Return for Risk
XDWU.DE vs. IAUP.L — Risk / Return Rank
XDWU.DE
IAUP.L
XDWU.DE vs. IAUP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) and iShares Gold Producers UCITS ETF USD Acc (IAUP.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.
| XDWU.DE | IAUP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.85 | -0.08 |
| Martin ratioReturn relative to average drawdown | 4.77 | 4.76 | +0.01 |
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
| XDWU.DE | IAUP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.22 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.55 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.38 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.11 | +0.44 |
Drawdowns
XDWU.DE vs. IAUP.L - Drawdown Comparison
The maximum XDWU.DE drawdown since its inception was -33.61%, smaller than the maximum IAUP.L drawdown of -75.90%. Use the drawdown chart below to compare losses from any high point for XDWU.DE and IAUP.L.
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Drawdown Indicators
| XDWU.DE | IAUP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -75.90% | +42.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -28.01% | +20.71% |
Max Drawdown (3Y)Largest decline over 3 years | -12.68% | -28.01% | +15.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -37.47% | +14.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.61% | -45.85% | +12.24% |
Current DrawdownCurrent decline from peak | -7.22% | -28.01% | +20.79% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -41.16% | +34.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 10.89% | -8.18% |
Volatility
XDWU.DE vs. IAUP.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) is 4.08%, while iShares Gold Producers UCITS ETF USD Acc (IAUP.L) has a volatility of 13.59%. This indicates that XDWU.DE experiences smaller price fluctuations and is considered to be less risky than IAUP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWU.DE | IAUP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 13.59% | -9.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 34.31% | -24.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 42.46% | -30.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 33.38% | -19.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 33.02% | -17.86% |
XDWU.DE vs. IAUP.L - Expense Ratio Comparison
XDWU.DE has a 0.25% expense ratio, which is lower than IAUP.L's 0.55% expense ratio.
Dividends
XDWU.DE vs. IAUP.L - Dividend Comparison
Neither XDWU.DE nor IAUP.L has paid dividends to shareholders.
Frequently Asked Questions
XDWU.DE and IAUP.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWU.DE is cheaper with a 0.25% expense ratio, compared with 0.55% for IAUP.L.
XDWU.DE is categorized as Utilities Equities, while IAUP.L is Gold. XDWU.DE tracks MSCI World/Utilities NR USD, while IAUP.L tracks S&P Commodity Producers Gold Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWU.DE and 0.55% for IAUP.L.
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