XGDU.DE vs. SGDJ
XGDU.DE (Xtrackers IE Physical Gold ETC Securities) and SGDJ (Sprott Junior Gold Miners ETF) are both Gold funds - XGDU.DE tracks the Gold while SGDJ tracks the Solactive Junior Gold Miners Custom Factors Index. Both are passively managed. Over the past 5 years, XGDU.DE returned 18.72%/yr vs 17.24%/yr for SGDJ. A 0.55 correlation means they provide meaningful diversification when combined. XGDU.DE charges 0.12%/yr vs 0.50%/yr for SGDJ.
Performance
XGDU.DE vs. SGDJ - Performance Comparison
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Different Trading Currencies
XGDU.DE is traded in EUR, while SGDJ is traded in USD. To make them comparable, the SGDJ 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 higher than SGDJ's -7.11% 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*
- —
SGDJ
- 1D
- 0.42%
- 1M
- -12.45%
- YTD
- -7.11%
- 6M
- -10.04%
- 1Y
- 71.97%
- 3Y*
- 45.53%
- 5Y*
- 17.24%
- 10Y*
- 9.23%
XGDU.DE vs. SGDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XGDU.DE Xtrackers IE Physical Gold ETC Securities | -5.61% | 49.09% | 34.21% | 9.43% | 6.99% | 3.80% | -10.64% |
SGDJ Sprott Junior Gold Miners ETF | -7.11% | 141.87% | 27.23% | 3.46% | -23.12% | -8.77% | 59.04% |
Correlation
The correlation between XGDU.DE and SGDJ is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2020 | 0.55 |
The correlation between XGDU.DE and SGDJ has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
XGDU.DE vs. SGDJ — Risk / Return Rank
XGDU.DE
SGDJ
XGDU.DE vs. SGDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and Sprott Junior Gold Miners ETF (SGDJ). 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.DE | SGDJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.05 | -0.98 |
| Martin ratioReturn relative to average drawdown | 2.47 | 5.28 | -2.80 |
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Drawdowns
XGDU.DE vs. SGDJ - Drawdown Comparison
The maximum XGDU.DE drawdown since its inception was -22.01%, smaller than the maximum SGDJ drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and SGDJ.
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Drawdown Indicators
| XGDU.DE | SGDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.01% | -59.10% | +37.09% |
Max Drawdown (1Y)Largest decline over 1 year | -22.01% | -35.31% | +13.30% |
Max Drawdown (3Y)Largest decline over 3 years | -22.01% | -35.31% | +13.30% |
Max Drawdown (5Y)Largest decline over 5 years | -22.01% | -46.84% | +24.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.10% | — |
Current DrawdownCurrent decline from peak | -21.91% | -31.88% | +9.97% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -23.78% | +16.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 13.68% | -4.19% |
Volatility
XGDU.DE vs. SGDJ - Volatility Comparison
The current volatility for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) is 8.00%, while Sprott Junior Gold Miners ETF (SGDJ) has a volatility of 18.01%. This indicates that XGDU.DE experiences smaller price fluctuations and is considered to be less risky than SGDJ 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 | SGDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 18.01% | -10.01% |
Volatility (6M)Calculated over the trailing 6-month period | 21.36% | 40.76% | -19.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.53% | 48.89% | -16.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.97% | 38.05% | -19.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.76% | 38.72% | -19.96% |
XGDU.DE vs. SGDJ - Expense Ratio Comparison
XGDU.DE has a 0.12% expense ratio, which is lower than SGDJ's 0.50% expense ratio.
Dividends
XGDU.DE vs. SGDJ - Dividend Comparison
XGDU.DE has not paid dividends to shareholders, while SGDJ's dividend yield for the trailing twelve months is around 9.31%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDJ Sprott Junior Gold Miners ETF | 9.31% | 8.37% | 6.55% | 4.55% | 2.46% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% |
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 SGDJ have a correlation of 0.61, 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 0.50% for SGDJ.
XGDU.DE tracks Gold, while SGDJ tracks Solactive Junior Gold Miners Custom Factors Index. They also come from different issuers: Xtrackers and Sprott. Their fees differ too: 0.12% for XGDU.DE and 0.50% for SGDJ.
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