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XGDU.DE vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGDU.DE vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and iShares Physical Gold ETC (IGLN.L). 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 IGLN.L is traded in USD. To make them comparable, the IGLN.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 -5.61% return, which is significantly lower than IGLN.L's -3.87% 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*

IGLN.L

1D
0.00%
1M
-8.92%
YTD
-3.87%
6M
-7.56%
1Y
23.59%
3Y*
25.77%
5Y*
18.64%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGDU.DE vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
-5.61%49.09%34.21%9.43%6.99%3.80%-10.64%
IGLN.L
iShares Physical Gold ETC
-3.59%45.35%34.46%10.04%6.10%3.15%0.08%

Correlation

The correlation between XGDU.DE and IGLN.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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2020

0.90

The correlation between XGDU.DE and IGLN.L has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

XGDU.DE vs. IGLN.L — 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

IGLN.L
IGLN.L Risk / Return Rank: 2323
Overall Rank
IGLN.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 2525
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 2222
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. IGLN.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 Physical Gold ETC (IGLN.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.


XGDU.DEIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.19

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.06

1.05

+0.01

Martin ratioReturn relative to average drawdown

2.47

2.95

-0.48

XGDU.DE vs. IGLN.L - Sharpe Ratio Comparison

The current XGDU.DE Sharpe Ratio is 0.72, which is comparable to the IGLN.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of XGDU.DE and IGLN.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

XGDU.DE vs. IGLN.L - Drawdown Comparison

The maximum XGDU.DE drawdown since its inception was -22.01%, smaller than the maximum IGLN.L drawdown of -36.94%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and IGLN.L.


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Drawdown Indicators


XGDU.DEIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.01%

-36.94%

+14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-22.01%

-22.28%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-22.01%

-22.28%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

-22.28%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-22.28%

Current Drawdown

Current decline from peak

-21.91%

-22.19%

+0.28%

Average Drawdown

Average peak-to-trough decline

-6.83%

-13.19%

+6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.49%

7.96%

+1.53%

Volatility

XGDU.DE vs. IGLN.L - Volatility Comparison

The current volatility for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) is 8.00%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 8.81%. This indicates that XGDU.DE experiences smaller price fluctuations and is considered to be less risky than IGLN.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.DEIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

8.81%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

21.36%

22.46%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

32.53%

25.17%

+7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

17.00%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

15.13%

+3.63%

XGDU.DE vs. IGLN.L - Expense Ratio Comparison

Both XGDU.DE and IGLN.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XGDU.DE vs. IGLN.L - Dividend Comparison

Neither XGDU.DE nor IGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, XGDU.DE and IGLN.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.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XGDU.DE and IGLN.L have the same expense ratio: 0.12% per year.

XGDU.DE tracks Gold, while IGLN.L tracks LBMA Gold Price. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

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