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

Performance

XGDU.DE vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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XGDU.DE vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
9.96%49.11%34.18%9.42%7.01%3.80%-2.93%
GLD
SPDR Gold Shares
12.17%44.25%35.02%9.31%5.38%3.02%-0.49%
Different Trading Currencies

XGDU.DE is traded in EUR, while GLD is traded in USD. To make them comparable, the GLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XGDU.DE having a 9.96% return and GLD slightly higher at 10.30%.


XGDU.DE

1D
2.74%
1M
-9.03%
YTD
9.96%
6M
24.94%
1Y
42.06%
3Y*
31.12%
5Y*
22.75%
10Y*

GLD

1D
0.00%
1M
-11.22%
YTD
10.30%
6M
22.63%
1Y
39.68%
3Y*
30.10%
5Y*
22.03%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGDU.DE vs. GLD - Expense Ratio Comparison

XGDU.DE has a 0.12% expense ratio, which is lower than GLD's 0.40% expense ratio.


Return for Risk

XGDU.DE vs. GLD — 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: 8383
Overall Rank
XGDU.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XGDU.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XGDU.DE Omega Ratio Rank: 8282
Omega Ratio Rank
XGDU.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
XGDU.DE Martin Ratio Rank: 8282
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 8585
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
GLD Omega Ratio Rank: 8585
Omega Ratio Rank
GLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
GLD Martin Ratio Rank: 8484
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. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and SPDR Gold Shares (GLD). 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.DEGLDDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.55

+0.21

Sortino ratio

Return per unit of downside risk

2.25

1.99

+0.26

Omega ratio

Gain probability vs. loss probability

1.33

1.31

+0.03

Calmar ratio

Return relative to maximum drawdown

2.59

2.32

+0.27

Martin ratio

Return relative to average drawdown

9.85

8.00

+1.85

XGDU.DE vs. GLD - Sharpe Ratio Comparison

The current XGDU.DE Sharpe Ratio is 1.76, which is comparable to the GLD Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of XGDU.DE and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XGDU.DEGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.55

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

1.34

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.67

+0.45

Correlation

The correlation between XGDU.DE and GLD is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XGDU.DE vs. GLD - Dividend Comparison

Neither XGDU.DE nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XGDU.DE vs. GLD - Drawdown Comparison

The maximum XGDU.DE drawdown since its inception was -18.74%, smaller than the maximum GLD drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and GLD.


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Drawdown Indicators


XGDU.DEGLDDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-45.56%

+26.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.57%

-19.21%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.57%

-21.03%

+4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

-9.03%

-11.71%

+2.68%

Average Drawdown

Average peak-to-trough decline

-6.10%

-16.17%

+10.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

5.25%

-0.90%

Volatility

XGDU.DE vs. GLD - Volatility Comparison

Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a higher volatility of 11.28% compared to SPDR Gold Shares (GLD) at 10.37%. This indicates that XGDU.DE's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGDU.DEGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.28%

10.37%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

21.10%

23.27%

-2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.76%

25.71%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

16.48%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

14.82%

+0.89%