XGDU.DE vs. USD=X
XGDU.DE (Xtrackers IE Physical Gold ETC Securities) is Precious Metals fund tracking the Gold, while USD=X (USD Cash) is a currency. Over the past 5 years, XGDU.DE returned 19.58%/yr vs 1.09%/yr for USD=X. At a 0.05 correlation, their price movements are largely independent.
Performance
XGDU.DE vs. USD=X - Performance Comparison
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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 2.16% return, which is significantly higher than USD=X's 1.84% return.
XGDU.DE
- 1D
- -1.23%
- 1M
- -4.42%
- YTD
- 2.16%
- 6M
- 5.58%
- 1Y
- 30.67%
- 3Y*
- 27.75%
- 5Y*
- 19.58%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 2.18%
- YTD
- 1.84%
- 6M
- 0.90%
- 1Y
- -1.05%
- 3Y*
- -2.31%
- 5Y*
- 1.09%
- 10Y*
- -0.25%
XGDU.DE vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XGDU.DE Xtrackers IE Physical Gold ETC Securities | 2.16% | 49.11% | 34.18% | 9.42% | 7.01% | 3.80% | -2.93% |
USD=X USD Cash | 1.84% | -11.87% | 6.60% | -3.00% | 6.20% | 7.48% | -9.11% |
Correlation
The correlation between XGDU.DE and USD=X is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 30, 2020 | 0.05 |
The correlation between XGDU.DE and USD=X shifts across timeframes, from -0.10 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XGDU.DE vs. USD=X — Risk / Return Rank
XGDU.DE
USD=X
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.
| XGDU.DE | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.98 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.18 | +1.97 |
| Martin ratioReturn relative to average drawdown | 4.58 | -0.39 | +4.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XGDU.DE | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | -0.15 | +1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.14 | +1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.10 | +0.89 |
Drawdowns
XGDU.DE vs. USD=X - Drawdown Comparison
The maximum XGDU.DE drawdown since its inception was -18.74%, smaller than the maximum USD=X drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and USD=X.
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Drawdown Indicators
| XGDU.DE | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -20.32% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -5.33% | -11.24% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | -15.23% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -16.57% | -20.32% | +3.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.32% | — |
Current DrawdownCurrent decline from peak | -15.48% | -16.81% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -9.48% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 1.89% | +4.59% |
Volatility
XGDU.DE vs. USD=X - Volatility Comparison
Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a higher volatility of 5.51% compared to USD Cash (USD=X) at 1.33%. 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.
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Volatility by Period
| XGDU.DE | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 1.33% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 20.20% | 4.59% | +15.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.12% | 5.45% | +17.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 6.44% | +9.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 6.20% | +9.58% |
Frequently Asked Questions
XGDU.DE and USD=X have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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