XGDU.DE vs. VWCE.DE
XGDU.DE (Xtrackers IE Physical Gold ETC Securities) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - XGDU.DE is a Precious Metals fund tracking the Gold, while VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, XGDU.DE returned 18.50%/yr vs 11.89%/yr for VWCE.DE. At a 0.08 correlation, their price movements are largely independent. XGDU.DE charges 0.12%/yr vs 0.19%/yr for VWCE.DE.
Performance
XGDU.DE vs. VWCE.DE - Performance Comparison
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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 VWCE.DE's 11.72% return.
XGDU.DE
- 1D
- 2.94%
- 1M
- -9.05%
- YTD
- -2.66%
- 6M
- -0.07%
- 1Y
- 24.40%
- 3Y*
- 26.34%
- 5Y*
- 18.50%
- 10Y*
- —
VWCE.DE
- 1D
- 1.82%
- 1M
- 2.09%
- YTD
- 11.72%
- 6M
- 13.39%
- 1Y
- 25.76%
- 3Y*
- 17.02%
- 5Y*
- 11.89%
- 10Y*
- —
XGDU.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XGDU.DE Xtrackers IE Physical Gold ETC Securities | -2.66% | 49.09% | 34.21% | 9.43% | 6.99% | 3.80% | -10.64% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.72% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 25.86% |
Correlation
The correlation between XGDU.DE and VWCE.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2020 | 0.08 |
The correlation between XGDU.DE and VWCE.DE shifts across timeframes, from 0.08 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XGDU.DE vs. VWCE.DE — Risk / Return Rank
XGDU.DE
VWCE.DE
XGDU.DE vs. VWCE.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 FTSE All-World UCITS ETF (VWCE.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.DE | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.41 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 3.92 | -2.80 |
| Martin ratioReturn relative to average drawdown | 2.75 | 16.07 | -13.33 |
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Drawdowns
XGDU.DE vs. VWCE.DE - Drawdown Comparison
The maximum XGDU.DE drawdown since its inception was -21.77%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and VWCE.DE.
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Drawdown Indicators
| XGDU.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.77% | -33.43% | +11.66% |
Max Drawdown (1Y)Largest decline over 1 year | -21.77% | -6.55% | -15.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.77% | -21.07% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -21.07% | -0.70% |
Current DrawdownCurrent decline from peak | -19.47% | -1.47% | -18.00% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -4.68% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.83% | 1.60% | +7.23% |
Volatility
XGDU.DE vs. VWCE.DE - Volatility Comparison
Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a higher volatility of 6.91% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.40%. This indicates that XGDU.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 3.40% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 20.80% | 8.51% | +12.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.30% | 11.63% | +20.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 13.79% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 16.16% | +2.54% |
XGDU.DE vs. VWCE.DE - Expense Ratio Comparison
XGDU.DE has a 0.12% expense ratio, which is lower than VWCE.DE's 0.19% 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. VWCE.DE - Dividend Comparison
Neither XGDU.DE nor VWCE.DE has paid dividends to shareholders.
Frequently Asked Questions
XGDU.DE and VWCE.DE have a correlation of 0.26, 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 0.19% for VWCE.DE.
XGDU.DE is categorized as Precious Metals, while VWCE.DE is Global Equities. XGDU.DE tracks Gold, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.12% for XGDU.DE and 0.19% for VWCE.DE.
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