XGDU.L vs. SGBX.L
XGDU.L (Xtrackers IE Physical Gold ETC Securities) and SGBX.L (WisdomTree Physical Swiss Gold) are both Precious Metals funds tracking the Gold, from Xtrackers and WisdomTree respectively. Both are passively managed. Over the past 5 years, XGDU.L returned 18.61%/yr vs 18.58%/yr for SGBX.L. Their correlation of 0.91 suggests significant overlap in exposure. XGDU.L charges 0.12%/yr vs 0.15%/yr for SGBX.L.
Performance
XGDU.L vs. SGBX.L - Performance Comparison
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Different Trading Currencies
XGDU.L is traded in USD, while SGBX.L is traded in GBp. To make them comparable, the SGBX.L 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 SGBX.L 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*
- —
SGBX.L
- 1D
- 0.73%
- 1M
- -2.22%
- YTD
- 3.61%
- 6M
- 6.05%
- 1Y
- 32.23%
- 3Y*
- 31.38%
- 5Y*
- 18.58%
- 10Y*
- —
XGDU.L vs. SGBX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XGDU.L Xtrackers IE Physical Gold ETC Securities | 3.77% | 64.71% | 26.20% | 13.45% | 0.32% | -3.91% | 9.83% |
SGBX.L WisdomTree Physical Swiss Gold | 3.61% | 65.13% | 26.00% | 12.90% | 0.58% | -4.47% | 10.39% |
Correlation
The correlation between XGDU.L and SGBX.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2020 | 0.91 |
The correlation between XGDU.L and SGBX.L has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
XGDU.L vs. SGBX.L — Risk / Return Rank
XGDU.L
SGBX.L
XGDU.L vs. SGBX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.L) and WisdomTree Physical Swiss Gold (SGBX.L). 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.L | SGBX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.79 | +0.06 |
| Martin ratioReturn relative to average drawdown | 4.73 | 4.65 | +0.09 |
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.L | SGBX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.32 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 1.06 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.91 | +0.10 |
Drawdowns
XGDU.L vs. SGBX.L - Drawdown Comparison
The maximum XGDU.L drawdown since its inception was -21.59%, roughly equal to the maximum SGBX.L drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for XGDU.L and SGBX.L.
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Drawdown Indicators
| XGDU.L | SGBX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.59% | -21.49% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -17.47% | -17.95% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -17.95% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -21.46% | +0.46% |
Current DrawdownCurrent decline from peak | -15.82% | -16.14% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -6.03% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.82% | 6.92% | -0.10% |
Volatility
XGDU.L vs. SGBX.L - Volatility Comparison
Xtrackers IE Physical Gold ETC Securities (XGDU.L) has a higher volatility of 6.39% compared to WisdomTree Physical Swiss Gold (SGBX.L) at 5.72%. This indicates that XGDU.L's price experiences larger fluctuations and is considered to be riskier than SGBX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGDU.L | SGBX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 5.72% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 21.85% | 20.97% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.87% | 24.27% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 17.48% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.31% | 15.99% | +1.32% |
XGDU.L vs. SGBX.L - Expense Ratio Comparison
XGDU.L has a 0.12% expense ratio, which is lower than SGBX.L'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.L vs. SGBX.L - Dividend Comparison
Neither XGDU.L nor SGBX.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, XGDU.L and SGBX.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.15% for SGBX.L.
Both ETFs track Gold. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.12% for XGDU.L and 0.15% for SGBX.L.
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