XGDU.DE vs. EMVL.L
XGDU.DE (Xtrackers IE Physical Gold ETC Securities) and EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - XGDU.DE is a Precious Metals fund tracking the Gold, while EMVL.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 5 years, XGDU.DE returned 19.58%/yr vs 17.24%/yr for EMVL.L. At a 0.13 correlation, their price movements are largely independent. XGDU.DE charges 0.12%/yr vs 0.40%/yr for EMVL.L.
Performance
XGDU.DE vs. EMVL.L - Performance Comparison
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Different Trading Currencies
XGDU.DE is traded in EUR, while EMVL.L is traded in USD. To make them comparable, the EMVL.L 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 2.16% return, which is significantly lower than EMVL.L's 45.47% return.
XGDU.DE
- 1D
- -1.23%
- 1M
- -2.15%
- YTD
- 2.16%
- 6M
- 5.79%
- 1Y
- 29.40%
- 3Y*
- 27.75%
- 5Y*
- 19.58%
- 10Y*
- —
EMVL.L
- 1D
- -2.71%
- 1M
- 11.52%
- YTD
- 45.47%
- 6M
- 48.46%
- 1Y
- 82.77%
- 3Y*
- 34.00%
- 5Y*
- 17.24%
- 10Y*
- —
XGDU.DE vs. EMVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XGDU.DE Xtrackers IE Physical Gold ETC Securities | 2.16% | 49.11% | 34.18% | 9.42% | 7.01% | 3.80% | -2.93% |
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.47% | 26.14% | 22.04% | 14.83% | -11.10% | 13.16% | 22.18% |
Correlation
The correlation between XGDU.DE and EMVL.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2020 | 0.13 |
The correlation between XGDU.DE and EMVL.L shifts across timeframes, from 0.13 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XGDU.DE vs. EMVL.L — Risk / Return Rank
XGDU.DE
EMVL.L
XGDU.DE vs. EMVL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.
| XGDU.DE | EMVL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.68 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 8.47 | -6.68 |
| Martin ratioReturn relative to average drawdown | 4.58 | 28.09 | -23.51 |
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
| XGDU.DE | EMVL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 4.03 | -2.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.91 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.82 | +0.17 |
Drawdowns
XGDU.DE vs. EMVL.L - Drawdown Comparison
The maximum XGDU.DE drawdown since its inception was -18.74%, smaller than the maximum EMVL.L drawdown of -32.00%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and EMVL.L.
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Drawdown Indicators
| XGDU.DE | EMVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -32.00% | +13.26% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -9.62% | -6.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | -18.28% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -16.57% | -21.00% | +4.43% |
Current DrawdownCurrent decline from peak | -15.48% | -4.06% | -11.42% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -6.50% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 2.92% | +3.56% |
Volatility
XGDU.DE vs. EMVL.L - Volatility Comparison
The current volatility for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) is 5.51%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a volatility of 9.23%. This indicates that XGDU.DE experiences smaller price fluctuations and is considered to be less risky than EMVL.L 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 | EMVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 9.23% | -3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 20.20% | 16.78% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.12% | 20.25% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 18.91% | -2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 21.44% | -5.66% |
XGDU.DE vs. EMVL.L - Expense Ratio Comparison
XGDU.DE has a 0.12% expense ratio, which is lower than EMVL.L's 0.40% expense ratio.
Dividends
XGDU.DE vs. EMVL.L - Dividend Comparison
Neither XGDU.DE nor EMVL.L has paid dividends to shareholders.
Frequently Asked Questions
XGDU.DE and EMVL.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XGDU.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XGDU.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for EMVL.L.
XGDU.DE is categorized as Precious Metals, while EMVL.L is Emerging Markets Equities. XGDU.DE tracks Gold, while EMVL.L tracks MSCI EM NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XGDU.DE and 0.40% for EMVL.L.
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