XGDU.DE vs. XHYA.DE
XGDU.DE (Xtrackers IE Physical Gold ETC Securities) and XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) are both exchange-traded funds - XGDU.DE is a Precious Metals fund tracking the Gold, while XHYA.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield. Both are passively managed. Over the past 5 years, XGDU.DE returned 19.58%/yr vs 2.78%/yr for XHYA.DE. At a 0.03 correlation, their price movements are largely independent. XGDU.DE charges 0.12%/yr vs 0.20%/yr for XHYA.DE.
Performance
XGDU.DE vs. XHYA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGDU.DE achieves a 2.16% return, which is significantly higher than XHYA.DE's 1.11% return.
XGDU.DE
- 1D
- -1.23%
- 1M
- -4.18%
- YTD
- 2.16%
- 6M
- 5.58%
- 1Y
- 30.34%
- 3Y*
- 27.75%
- 5Y*
- 19.58%
- 10Y*
- —
XHYA.DE
- 1D
- -0.22%
- 1M
- 0.41%
- YTD
- 1.11%
- 6M
- 1.27%
- 1Y
- 3.39%
- 3Y*
- 6.38%
- 5Y*
- 2.78%
- 10Y*
- —
XGDU.DE vs. XHYA.DE - 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% |
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 1.11% | 4.47% | 6.15% | 10.88% | -8.84% | 2.96% | 9.36% |
Correlation
The correlation between XGDU.DE and XHYA.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2020 | 0.03 |
The correlation between XGDU.DE and XHYA.DE shifts across timeframes, from 0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XGDU.DE vs. XHYA.DE — Risk / Return Rank
XGDU.DE
XHYA.DE
XGDU.DE vs. XHYA.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 Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.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.
| XGDU.DE | XHYA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.11 | +0.68 |
| Martin ratioReturn relative to average drawdown | 4.58 | 4.54 | +0.05 |
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 | XHYA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.84 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.50 | +0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.44 | +0.55 |
Drawdowns
XGDU.DE vs. XHYA.DE - Drawdown Comparison
The maximum XGDU.DE drawdown since its inception was -18.74%, smaller than the maximum XHYA.DE drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and XHYA.DE.
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Drawdown Indicators
| XGDU.DE | XHYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -23.86% | +5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -2.89% | -13.68% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | -4.23% | -12.34% |
Max Drawdown (5Y)Largest decline over 5 years | -16.57% | -14.48% | -2.09% |
Current DrawdownCurrent decline from peak | -15.48% | -0.22% | -15.26% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -2.52% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 0.71% | +5.77% |
Volatility
XGDU.DE vs. XHYA.DE - Volatility Comparison
Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a higher volatility of 5.51% compared to Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) at 1.08%. This indicates that XGDU.DE's price experiences larger fluctuations and is considered to be riskier than XHYA.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 | XHYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 1.08% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 20.20% | 3.23% | +16.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.12% | 3.82% | +19.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 5.46% | +10.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 6.67% | +9.11% |
XGDU.DE vs. XHYA.DE - Expense Ratio Comparison
XGDU.DE has a 0.12% expense ratio, which is lower than XHYA.DE's 0.20% 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. XHYA.DE - Dividend Comparison
Neither XGDU.DE nor XHYA.DE has paid dividends to shareholders.
Frequently Asked Questions
XGDU.DE and XHYA.DE have a correlation of 0.17, 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 0.20% for XHYA.DE.
XGDU.DE is categorized as Precious Metals, while XHYA.DE is European High Yield Bonds. XGDU.DE tracks Gold, while XHYA.DE tracks iBoxx® EUR Liquid High Yield. Their fees differ too: 0.12% for XGDU.DE and 0.20% for XHYA.DE.
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