PortfoliosLab logoPortfoliosLab logo
XGDU.DE vs. LQDH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGDU.DE vs. LQDH - 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 Interest Rate Hedged Corporate Bond ETF (LQDH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XGDU.DE is traded in EUR, while LQDH is traded in USD. To make them comparable, the LQDH 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 LQDH's 3.48% 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*

LQDH

1D
-0.14%
1M
1.76%
YTD
3.48%
6M
3.28%
1Y
5.74%
3Y*
5.18%
5Y*
6.26%
10Y*
4.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGDU.DE vs. LQDH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
2.16%49.11%34.18%9.42%7.01%3.80%-2.93%
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
3.48%-5.70%14.53%7.81%4.20%9.46%-0.85%

Correlation

The correlation between XGDU.DE and LQDH is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.05

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2020

0.03

The correlation between XGDU.DE and LQDH shifts across timeframes, from -0.06 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XGDU.DE vs. LQDH — 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: 3535
Overall Rank
XGDU.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XGDU.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XGDU.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XGDU.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
XGDU.DE Martin Ratio Rank: 3131
Martin Ratio Rank

LQDH
LQDH Risk / Return Rank: 8181
Overall Rank
LQDH Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 9191
Sortino Ratio Rank
LQDH Omega Ratio Rank: 8989
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6666
Calmar Ratio Rank
LQDH Martin Ratio Rank: 7474
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. LQDH - 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 Interest Rate Hedged Corporate Bond ETF (LQDH). 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.DELQDHDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.25

1.17

+0.09

Calmar ratioReturn relative to maximum drawdown

1.79

1.68

+0.11

Martin ratioReturn relative to average drawdown

4.58

4.30

+0.28

XGDU.DE vs. LQDH - Sharpe Ratio Comparison

The current XGDU.DE Sharpe Ratio is 1.28, which is higher than the LQDH Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of XGDU.DE and LQDH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XGDU.DELQDHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.90

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.78

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.52

+0.47

Drawdowns

XGDU.DE vs. LQDH - Drawdown Comparison

The maximum XGDU.DE drawdown since its inception was -18.74%, smaller than the maximum LQDH drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and LQDH.


Loading charts...

Drawdown Indicators


XGDU.DELQDHDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-23.50%

+4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-16.57%

-3.43%

-13.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

-12.59%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-16.57%

-12.59%

-3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-23.50%

Current Drawdown

Current decline from peak

-15.48%

-3.94%

-11.54%

Average Drawdown

Average peak-to-trough decline

-6.27%

-4.79%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

1.34%

+5.14%

Volatility

XGDU.DE vs. LQDH - Volatility Comparison

Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a higher volatility of 5.51% compared to iShares Interest Rate Hedged Corporate Bond ETF (LQDH) at 1.04%. This indicates that XGDU.DE's price experiences larger fluctuations and is considered to be riskier than LQDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XGDU.DELQDHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

1.04%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

20.20%

4.32%

+15.88%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

6.42%

+16.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

8.07%

+7.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

9.17%

+6.61%

XGDU.DE vs. LQDH - Expense Ratio Comparison

XGDU.DE has a 0.12% expense ratio, which is lower than LQDH's 0.25% 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. LQDH - Dividend Comparison

XGDU.DE has not paid dividends to shareholders, while LQDH's dividend yield for the trailing twelve months is around 5.95%.


PositionTTM20252024202320222021202020192018201720162015
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
5.95%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGDU.DE and LQDH have a correlation of -0.06, 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 0.25% for LQDH.

XGDU.DE is categorized as Precious Metals, while LQDH is Corporate Bonds. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XGDU.DE and 0.25% for LQDH.

Portfolio Optimizer

Find the right allocation for XGDU.DE and LQDH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer