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XGDU.DE vs. XYP1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGDU.DE vs. XYP1.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 Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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 2.16% return, which is significantly higher than XYP1.DE's 0.03% return.


XGDU.DE

1D
-1.23%
1M
-2.15%
YTD
2.16%
6M
5.79%
1Y
29.40%
3Y*
27.75%
5Y*
19.58%
10Y*

XYP1.DE

1D
0.05%
1M
0.28%
YTD
0.03%
6M
0.09%
1Y
0.77%
3Y*
2.85%
5Y*
0.86%
10Y*
0.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGDU.DE vs. XYP1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
2.16%49.11%34.18%9.42%7.01%3.80%-2.93%
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
0.03%2.37%3.44%3.75%-4.62%-0.71%1.03%

Correlation

The correlation between XGDU.DE and XYP1.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.25

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2020

0.24

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Return for Risk

XGDU.DE vs. XYP1.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: 3535
Overall Rank
XGDU.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XGDU.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XGDU.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XGDU.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
XGDU.DE Martin Ratio Rank: 3131
Martin Ratio Rank

XYP1.DE
XYP1.DE Risk / Return Rank: 1818
Overall Rank
XYP1.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XYP1.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XYP1.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XYP1.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XYP1.DE Martin Ratio Rank: 1818
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. XYP1.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 Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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.DEXYP1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.25

1.11

+0.14

Calmar ratioReturn relative to maximum drawdown

1.79

0.55

+1.24

Martin ratioReturn relative to average drawdown

4.58

1.75

+2.83

XGDU.DE vs. XYP1.DE - Sharpe Ratio Comparison

The current XGDU.DE Sharpe Ratio is 1.28, which is higher than the XYP1.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of XGDU.DE and XYP1.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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Sharpe Ratios by Period


XGDU.DEXYP1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.56

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.49

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.46

+0.53

Drawdowns

XGDU.DE vs. XYP1.DE - Drawdown Comparison

The maximum XGDU.DE drawdown since its inception was -18.74%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for XGDU.DE and XYP1.DE.


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Drawdown Indicators


XGDU.DEXYP1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-5.77%

-12.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.57%

-1.39%

-15.18%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

-1.39%

-15.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.57%

-5.53%

-11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

Current Drawdown

Current decline from peak

-15.48%

-0.61%

-14.87%

Average Drawdown

Average peak-to-trough decline

-6.27%

-0.93%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

0.44%

+6.04%

Volatility

XGDU.DE vs. XYP1.DE - Volatility Comparison

Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a higher volatility of 5.51% compared to Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) at 0.49%. This indicates that XGDU.DE's price experiences larger fluctuations and is considered to be riskier than XYP1.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.DEXYP1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

0.49%

+5.02%

Volatility (6M)

Calculated over the trailing 6-month period

20.20%

1.25%

+18.95%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

1.38%

+21.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

1.75%

+14.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

2.01%

+13.77%

XGDU.DE vs. XYP1.DE - Expense Ratio Comparison

XGDU.DE has a 0.12% expense ratio, which is lower than XYP1.DE's 0.15% 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. XYP1.DE - Dividend Comparison

Neither XGDU.DE nor XYP1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGDU.DE and XYP1.DE have a correlation of 0.31, 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 0.15% for XYP1.DE.

XGDU.DE is categorized as Precious Metals, while XYP1.DE is European Government Bonds. XGDU.DE tracks Gold, while XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. Their fees differ too: 0.12% for XGDU.DE and 0.15% for XYP1.DE.

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