PortfoliosLab logoPortfoliosLab logo
XGDU.DE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

XGDU.DE vs. USD=X - Performance Comparison

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

Loading charts...

Different Trading Currencies

XGDU.DE is traded in EUR, while USD=X is traded in USD. To make them comparable, the USD=X 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 -4.57% return, which is significantly lower than USD=X's 2.97% return.


XGDU.DE

1D
1.65%
1M
-1.26%
6M
-11.64%
YTD
-4.57%
1Y
23.08%
3Y*
26.41%
5Y*
18.30%
10Y*
ALL TIME*
12.39%

USD=X

1D
0.00%
1M
0.46%
6M
2.78%
YTD
2.97%
1Y
2.50%
3Y*
-0.83%
5Y*
0.63%
10Y*
-0.38%
ALL TIME*
1.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGDU.DE vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
-4.57%49.09%34.21%9.43%6.99%3.80%-10.64%
USD=X
USD Cash
2.97%-11.87%6.60%-3.00%6.20%7.48%-11.14%

Correlation

The correlation between XGDU.DE and USD=X is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.01

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

0.07

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

0.04

The correlation between XGDU.DE and USD=X shifts across timeframes, from -0.11 (1 year) to 0.07 (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. USD=X — 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: 2828
Overall Rank
XGDU.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XGDU.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XGDU.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XGDU.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
XGDU.DE Martin Ratio Rank: 2323
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and USD Cash (USD=X). 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.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.19

1.08

+0.11

Calmar ratioReturn relative to maximum drawdown

1.02

0.57

+0.45

Martin ratioReturn relative to average drawdown

2.08

1.30

+0.78

XGDU.DE vs. USD=X - Sharpe Ratio Comparison

The current XGDU.DE Sharpe Ratio is 0.70, which is higher than the USD=X Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of XGDU.DE and USD=X, 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...

Drawdowns

XGDU.DE vs. USD=X - Drawdown Comparison

The maximum XGDU.DE drawdown since its inception was -22.57%, which is greater than USD=X's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and USD=X.


Loading charts...

Drawdown Indicators


XGDU.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-22.57%

-20.32%

-2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-22.57%

-5.33%

-17.24%

Max Drawdown (3Y)

Largest decline over 3 years

-22.57%

-15.23%

-7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.57%

-20.32%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-20.32%

Current Drawdown

Current decline from peak

-21.05%

-15.88%

-5.17%

Average Drawdown

Average peak-to-trough decline

-6.99%

-9.38%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.06%

1.77%

+9.29%

Volatility

XGDU.DE vs. USD=X - Volatility Comparison

Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a higher volatility of 6.23% compared to USD Cash (USD=X) at 1.08%. This indicates that XGDU.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XGDU.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

1.08%

+5.15%

Volatility (6M)

Calculated over the trailing 6-month period

21.04%

4.62%

+16.42%

Volatility (1Y)

Calculated over the trailing 1-year period

32.86%

5.30%

+27.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

6.42%

+12.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.77%

6.14%

+12.63%

Frequently Asked Questions


XGDU.DE and USD=X have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for XGDU.DE and USD=X

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