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XGDU.L vs. SPYL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGDU.L vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers IE Physical Gold ETC Securities (XGDU.L) and State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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XGDU.L vs. SPYL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XGDU.L
Xtrackers IE Physical Gold ETC Securities
10.77%64.71%26.20%4.52%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Acc
-4.25%18.21%24.76%14.39%
Different Trading Currencies

XGDU.L is traded in USD, while SPYL.DE is traded in EUR. To make them comparable, the SPYL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGDU.L achieves a 10.77% return, which is significantly higher than SPYL.DE's -6.03% return.


XGDU.L

1D
3.30%
1M
-10.14%
YTD
10.77%
6M
23.43%
1Y
52.46%
3Y*
33.96%
5Y*
22.38%
10Y*

SPYL.DE

1D
0.00%
1M
-5.63%
YTD
-6.03%
6M
-2.91%
1Y
16.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGDU.L vs. SPYL.DE - Expense Ratio Comparison

XGDU.L has a 0.12% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XGDU.L vs. SPYL.DE — 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: 8787
Overall Rank
XGDU.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XGDU.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XGDU.L Omega Ratio Rank: 8686
Omega Ratio Rank
XGDU.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XGDU.L Martin Ratio Rank: 8787
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 3636
Overall Rank
SPYL.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 3131
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 4545
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. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Gold ETC Securities (XGDU.L) and State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.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.LSPYL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.99

0.96

+1.03

Sortino ratio

Return per unit of downside risk

2.46

1.42

+1.04

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

2.99

1.70

+1.30

Martin ratio

Return relative to average drawdown

11.35

7.23

+4.12

XGDU.L vs. SPYL.DE - Sharpe Ratio Comparison

The current XGDU.L Sharpe Ratio is 1.99, which is higher than the SPYL.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XGDU.L and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XGDU.LSPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.96

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

1.46

-0.34

Correlation

The correlation between XGDU.L and SPYL.DE is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XGDU.L vs. SPYL.DE - Dividend Comparison

Neither XGDU.L nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XGDU.L vs. SPYL.DE - Drawdown Comparison

The maximum XGDU.L drawdown since its inception was -21.59%, which is greater than SPYL.DE's maximum drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for XGDU.L and SPYL.DE.


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Drawdown Indicators


XGDU.LSPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-23.27%

+1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-17.47%

-13.42%

-4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

Current Drawdown

Current decline from peak

-10.14%

-5.21%

-4.93%

Average Drawdown

Average peak-to-trough decline

-7.16%

-3.41%

-3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

2.31%

+2.30%

Volatility

XGDU.L vs. SPYL.DE - Volatility Comparison

Xtrackers IE Physical Gold ETC Securities (XGDU.L) has a higher volatility of 11.38% compared to State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE) at 3.85%. This indicates that XGDU.L's price experiences larger fluctuations and is considered to be riskier than SPYL.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.LSPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.38%

3.85%

+7.53%

Volatility (6M)

Calculated over the trailing 6-month period

22.32%

8.51%

+13.81%

Volatility (1Y)

Calculated over the trailing 1-year period

26.24%

17.00%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

14.34%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.19%

14.34%

+2.85%