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XGDU.DE vs. V80A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGDU.DE vs. V80A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XGDU.DE achieves a -2.66% return, which is significantly lower than V80A.DE's 9.45% return.


XGDU.DE

1D
2.94%
1M
-6.74%
YTD
-2.66%
6M
-0.07%
1Y
23.09%
3Y*
26.34%
5Y*
18.50%
10Y*

V80A.DE

1D
1.92%
1M
1.51%
YTD
9.45%
6M
11.01%
1Y
21.02%
3Y*
14.04%
5Y*
9.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGDU.DE vs. V80A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
-2.66%49.09%34.21%9.43%6.99%3.80%0.00%
V80A.DE
Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc
9.45%7.93%19.23%15.09%-13.51%20.57%2.00%

Correlation

The correlation between XGDU.DE and V80A.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.18

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

0.10

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.09

The correlation between XGDU.DE and V80A.DE shifts across timeframes, from 0.09 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XGDU.DE vs. V80A.DE — 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: 2626
Overall Rank
XGDU.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XGDU.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
XGDU.DE Omega Ratio Rank: 3434
Omega Ratio Rank
XGDU.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XGDU.DE Martin Ratio Rank: 2424
Martin Ratio Rank

V80A.DE
V80A.DE Risk / Return Rank: 7979
Overall Rank
V80A.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
V80A.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
V80A.DE Omega Ratio Rank: 7878
Omega Ratio Rank
V80A.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
V80A.DE Martin Ratio Rank: 8181
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. V80A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.DE) and Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE). 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.DEV80A.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.20

1.40

-0.20

Calmar ratioReturn relative to maximum drawdown

1.12

3.62

-2.50

Martin ratioReturn relative to average drawdown

2.75

14.24

-11.50

XGDU.DE vs. V80A.DE - Sharpe Ratio Comparison

The current XGDU.DE Sharpe Ratio is 0.75, which is lower than the V80A.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of XGDU.DE and V80A.DE, 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. V80A.DE - Drawdown Comparison

The maximum XGDU.DE drawdown since its inception was -21.77%, which is greater than V80A.DE's maximum drawdown of -16.78%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and V80A.DE.


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Drawdown Indicators


XGDU.DEV80A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.77%

-16.78%

-4.99%

Max Drawdown (1Y)

Largest decline over 1 year

-21.77%

-5.63%

-16.14%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

-16.78%

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.77%

-16.78%

-4.99%

Current Drawdown

Current decline from peak

-19.47%

-1.22%

-18.25%

Average Drawdown

Average peak-to-trough decline

-6.75%

-3.99%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.83%

1.43%

+7.40%

Volatility

XGDU.DE vs. V80A.DE - Volatility Comparison

Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a higher volatility of 6.91% compared to Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) at 3.42%. This indicates that XGDU.DE's price experiences larger fluctuations and is considered to be riskier than V80A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGDU.DEV80A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

3.42%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

7.26%

+13.54%

Volatility (1Y)

Calculated over the trailing 1-year period

32.30%

9.50%

+22.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

11.02%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

10.89%

+7.81%

XGDU.DE vs. V80A.DE - Expense Ratio Comparison

XGDU.DE has a 0.12% expense ratio, which is lower than V80A.DE'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. V80A.DE - Dividend Comparison

Neither XGDU.DE nor V80A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGDU.DE and V80A.DE have a correlation of 0.23, 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 V80A.DE.

XGDU.DE is categorized as Gold, while V80A.DE is Diversified Portfolio. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.12% for XGDU.DE and 0.25% for V80A.DE.

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