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XGDU.DE vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGDU.DE vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGDU.DE is traded in EUR, while GDE is traded in USD. To make them comparable, the GDE 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 -5.61% return, which is significantly lower than GDE's 0.46% return.


XGDU.DE

1D
0.13%
1M
-8.80%
YTD
-5.61%
6M
-6.76%
1Y
23.53%
3Y*
25.91%
5Y*
18.72%
10Y*

GDE

1D
0.54%
1M
-10.10%
YTD
0.46%
6M
-3.91%
1Y
37.58%
3Y*
38.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGDU.DE vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
-5.61%49.09%34.21%9.43%-1.76%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
0.46%53.14%54.35%29.84%-5.28%

Correlation

The correlation between XGDU.DE and GDE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.52

The correlation between XGDU.DE and GDE shifts across timeframes, from 0.52 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XGDU.DE vs. GDE — Risk / Return Rank

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

XGDU.DE
XGDU.DE Risk / Return Rank: 2424
Overall Rank
XGDU.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XGDU.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
XGDU.DE Omega Ratio Rank: 3131
Omega Ratio Rank
XGDU.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XGDU.DE Martin Ratio Rank: 2222
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 3333
Overall Rank
GDE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 3131
Sortino Ratio Rank
GDE Omega Ratio Rank: 3636
Omega Ratio Rank
GDE Calmar Ratio Rank: 3333
Calmar Ratio Rank
GDE Martin Ratio Rank: 3131
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.

XGDU.DE vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.DEGDEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.05

Calmar ratioReturn relative to maximum drawdown

1.06

1.90

-0.84

Martin ratioReturn relative to average drawdown

2.47

5.42

-2.95

XGDU.DE vs. GDE - Sharpe Ratio Comparison

The current XGDU.DE Sharpe Ratio is 0.72, which is lower than the GDE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XGDU.DE and GDE, 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

XGDU.DE vs. GDE - Drawdown Comparison

The maximum XGDU.DE drawdown since its inception was -22.01%, roughly equal to the maximum GDE drawdown of -22.89%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and GDE.


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Drawdown Indicators


XGDU.DEGDEDifference

Max Drawdown

Largest peak-to-trough decline

-22.01%

-22.89%

+0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-22.01%

-19.85%

-2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-22.01%

-20.49%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

Current Drawdown

Current decline from peak

-21.91%

-17.28%

-4.63%

Average Drawdown

Average peak-to-trough decline

-6.83%

-6.59%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.49%

6.95%

+2.54%

Volatility

XGDU.DE vs. GDE - Volatility Comparison

The current volatility for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) is 8.00%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 10.69%. This indicates that XGDU.DE experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGDU.DEGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

10.69%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

21.36%

24.79%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

32.53%

28.65%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

25.22%

-6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

25.22%

-6.46%

XGDU.DE vs. GDE - Expense Ratio Comparison

XGDU.DE has a 0.12% expense ratio, which is lower than GDE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XGDU.DE vs. GDE - Dividend Comparison

XGDU.DE has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.44%.


PositionTTM2025202420232022
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.44%4.32%7.14%2.22%0.81%
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGDU.DE and GDE have a correlation of 0.72, 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 0.20% for GDE.

They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.12% for XGDU.DE and 0.20% for GDE.

Portfolio Optimizer

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