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XGDU.L vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGDU.L vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers IE Physical Gold ETC Securities (XGDU.L) and iShares Gold Bullion ETF (CGL-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGDU.L is traded in USD, while CGL-C.TO is traded in CAD. To make them comparable, the CGL-C.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with XGDU.L having a 3.77% return and CGL-C.TO slightly lower at 3.61%.


XGDU.L

1D
0.58%
1M
-2.38%
YTD
3.77%
6M
5.98%
1Y
32.35%
3Y*
31.54%
5Y*
18.61%
10Y*

CGL-C.TO

1D
0.46%
1M
-1.94%
YTD
3.61%
6M
5.87%
1Y
31.52%
3Y*
30.89%
5Y*
18.07%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGDU.L vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XGDU.L
Xtrackers IE Physical Gold ETC Securities
3.77%64.71%26.20%13.45%0.32%-3.91%9.83%
CGL-C.TO
iShares Gold Bullion ETF
3.61%63.00%26.55%12.64%-0.99%-4.15%9.68%

Correlation

The correlation between XGDU.L and CGL-C.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.79

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

0.79

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2020

0.78

The correlation between XGDU.L and CGL-C.TO has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

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Return for Risk

XGDU.L vs. CGL-C.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XGDU.L
XGDU.L Risk / Return Rank: 3636
Overall Rank
XGDU.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XGDU.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
XGDU.L Omega Ratio Rank: 3939
Omega Ratio Rank
XGDU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XGDU.L Martin Ratio Rank: 3232
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3737
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 4141
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 3232
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.L vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.L) and iShares Gold Bullion ETF (CGL-C.TO). 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.LCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

1.84

1.64

+0.20

Martin ratioReturn relative to average drawdown

4.73

4.02

+0.71

XGDU.L vs. CGL-C.TO - Sharpe Ratio Comparison

The current XGDU.L Sharpe Ratio is 1.30, which is comparable to the CGL-C.TO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of XGDU.L and CGL-C.TO, 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.LCGL-C.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.19

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

1.00

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.42

+0.59

Drawdowns

XGDU.L vs. CGL-C.TO - Drawdown Comparison

The maximum XGDU.L drawdown since its inception was -21.59%, smaller than the maximum CGL-C.TO drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for XGDU.L and CGL-C.TO.


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Drawdown Indicators


XGDU.LCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-45.09%

+23.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.47%

-19.31%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-19.31%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-21.60%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-22.53%

Current Drawdown

Current decline from peak

-15.82%

-17.29%

+1.47%

Average Drawdown

Average peak-to-trough decline

-7.31%

-20.11%

+12.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

7.86%

-1.04%

Volatility

XGDU.L vs. CGL-C.TO - Volatility Comparison

Xtrackers IE Physical Gold ETC Securities (XGDU.L) has a higher volatility of 6.39% compared to iShares Gold Bullion ETF (CGL-C.TO) at 5.56%. This indicates that XGDU.L's price experiences larger fluctuations and is considered to be riskier than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGDU.LCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

5.56%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

21.85%

22.89%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

24.87%

26.58%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

18.17%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

16.27%

+1.04%

XGDU.L vs. CGL-C.TO - Expense Ratio Comparison

XGDU.L has a 0.12% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

XGDU.L vs. CGL-C.TO - Dividend Comparison

Neither XGDU.L nor CGL-C.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGDU.L and CGL-C.TO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGDU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGDU.L is cheaper with a 0.12% expense ratio, compared with 0.55% for CGL-C.TO.

Both ETFs track Gold. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XGDU.L and 0.55% for CGL-C.TO.

Portfolio Optimizer

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