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XGDG.L vs. SGLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGDG.L vs. SGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers IE Physical Gold GBP Hedged ETC Securities (XGDG.L) and Invesco Physical Gold ETC (SGLD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGDG.L is traded in GBp, while SGLD.L is traded in USD. To make them comparable, the SGLD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGDG.L achieves a -7.37% return, which is significantly lower than SGLD.L's -4.73% return.


XGDG.L

1D
0.43%
1M
-10.81%
YTD
-7.37%
6M
-11.17%
1Y
19.38%
3Y*
26.27%
5Y*
16.01%
10Y*

SGLD.L

1D
0.15%
1M
-9.03%
YTD
-4.73%
6M
-8.41%
1Y
25.15%
3Y*
26.09%
5Y*
18.75%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGDG.L vs. SGLD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XGDG.L
Xtrackers IE Physical Gold GBP Hedged ETC Securities
-7.37%63.15%25.16%11.50%-1.77%-5.14%12.54%
SGLD.L
Invesco Physical Gold ETC
-4.73%53.13%28.43%7.70%11.80%-3.17%-3.15%

Correlation

The correlation between XGDG.L and SGLD.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.80

The correlation between XGDG.L and SGLD.L shifts across timeframes, from 0.80 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XGDG.L vs. SGLD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XGDG.L
XGDG.L Risk / Return Rank: 2121
Overall Rank
XGDG.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XGDG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XGDG.L Omega Ratio Rank: 2222
Omega Ratio Rank
XGDG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XGDG.L Martin Ratio Rank: 2020
Martin Ratio Rank

SGLD.L
SGLD.L Risk / Return Rank: 2222
Overall Rank
SGLD.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGLD.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SGLD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SGLD.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
SGLD.L Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XGDG.L vs. SGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold GBP Hedged ETC Securities (XGDG.L) and Invesco Physical Gold ETC (SGLD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XGDG.LSGLD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratioReturn relative to maximum drawdown

0.77

1.08

-0.31

Martin ratioReturn relative to average drawdown

2.23

3.08

-0.85

XGDG.L vs. SGLD.L - Sharpe Ratio Comparison

The current XGDG.L Sharpe Ratio is 0.73, which is comparable to the SGLD.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of XGDG.L and SGLD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XGDG.L vs. SGLD.L - Drawdown Comparison

The maximum XGDG.L drawdown since its inception was -25.05%, smaller than the maximum SGLD.L drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for XGDG.L and SGLD.L.


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Drawdown Indicators


XGDG.LSGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.05%

-41.62%

+16.57%

Max Drawdown (1Y)

Largest decline over 1 year

-25.05%

-23.08%

-1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-25.05%

-23.08%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-25.05%

-23.08%

-1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-23.08%

Current Drawdown

Current decline from peak

-24.73%

-22.88%

-1.85%

Average Drawdown

Average peak-to-trough decline

-8.36%

-13.52%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.67%

8.14%

+0.53%

Volatility

XGDG.L vs. SGLD.L - Volatility Comparison

Xtrackers IE Physical Gold GBP Hedged ETC Securities (XGDG.L) and Invesco Physical Gold ETC (SGLD.L) have volatilities of 9.05% and 8.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGDG.LSGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

8.89%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

23.60%

22.44%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

26.38%

25.18%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

17.03%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

15.84%

+1.82%

XGDG.L vs. SGLD.L - Expense Ratio Comparison

XGDG.L has a 0.28% expense ratio, which is higher than SGLD.L's 0.12% expense ratio.


Dividends

XGDG.L vs. SGLD.L - Dividend Comparison

Neither XGDG.L nor SGLD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, XGDG.L and SGLD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SGLD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLD.L is cheaper with a 0.12% expense ratio, compared with 0.28% for XGDG.L.

XGDG.L tracks Gold (GBP Hedged), while SGLD.L tracks LBMA Gold Price PM. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.28% for XGDG.L and 0.12% for SGLD.L.

Portfolio Optimizer

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