XGDU.DE vs. BTC-USD
XGDU.DE (Xtrackers IE Physical Gold ETC Securities) is Precious Metals fund tracking the Gold, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, XGDU.DE returned 18.50%/yr vs 12.25%/yr for BTC-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
XGDU.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
XGDU.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XGDU.DE achieves a -2.66% return, which is significantly higher than BTC-USD's -26.22% return.
XGDU.DE
- 1D
- 2.94%
- 1M
- -9.05%
- YTD
- -2.66%
- 6M
- -0.07%
- 1Y
- 24.40%
- 3Y*
- 26.34%
- 5Y*
- 18.50%
- 10Y*
- —
BTC-USD
- 1D
- 0.00%
- 1M
- -18.80%
- YTD
- -26.22%
- 6M
- -28.53%
- 1Y
- -39.76%
- 3Y*
- 31.75%
- 5Y*
- 12.25%
- 10Y*
- 56.81%
XGDU.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XGDU.DE Xtrackers IE Physical Gold ETC Securities | -2.66% | 49.09% | 34.21% | 9.43% | 6.99% | 3.80% | -10.64% |
BTC-USD Bitcoin | -26.20% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 275.85% |
Correlation
The correlation between XGDU.DE and BTC-USD is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2020 | 0.02 |
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Return for Risk
XGDU.DE vs. BTC-USD — Risk / Return Rank
XGDU.DE
BTC-USD
XGDU.DE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and Bitcoin (BTC-USD). 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.
| XGDU.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.86 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | -0.79 | +1.91 |
| Martin ratioReturn relative to average drawdown | 2.75 | -1.37 | +4.11 |
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Drawdowns
XGDU.DE vs. BTC-USD - Drawdown Comparison
The maximum XGDU.DE drawdown since its inception was -21.77%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and BTC-USD.
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Drawdown Indicators
| XGDU.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.77% | -83.05% | +61.28% |
Max Drawdown (1Y)Largest decline over 1 year | -21.77% | -50.24% | +28.47% |
Max Drawdown (3Y)Largest decline over 3 years | -21.77% | -50.24% | +28.47% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -73.60% | +51.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.51% | — |
Current DrawdownCurrent decline from peak | -19.47% | -48.38% | +28.91% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -40.02% | +33.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.83% | 34.80% | -25.97% |
Volatility
XGDU.DE vs. BTC-USD - Volatility Comparison
The current volatility for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) is 6.91%, while Bitcoin (BTC-USD) has a volatility of 11.61%. This indicates that XGDU.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGDU.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 11.61% | -4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 20.80% | 34.71% | -13.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.30% | 35.34% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 44.75% | -25.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 55.74% | -37.04% |
Frequently Asked Questions
XGDU.DE and BTC-USD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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