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

Performance

XGDU.L vs. WGLD.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 WisdomTree Core Physical Gold (WGLD.DE). 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 WGLD.DE is traded in EUR. To make them comparable, the WGLD.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 3.77% return, which is significantly higher than WGLD.DE's 1.57% return.


XGDU.L

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

WGLD.DE

1D
0.71%
1M
-2.25%
YTD
1.57%
6M
6.11%
1Y
32.41%
3Y*
31.52%
5Y*
18.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XGDU.L
Xtrackers IE Physical Gold ETC Securities
3.77%64.71%26.20%13.45%0.32%4.57%
WGLD.DE
WisdomTree Core Physical Gold
1.57%68.30%26.50%12.85%1.17%4.12%

Correlation

The correlation between XGDU.L and WGLD.DE is 0.95 - 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

0.95

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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.91

The correlation between XGDU.L and WGLD.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

XGDU.L vs. WGLD.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: 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

WGLD.DE
WGLD.DE Risk / Return Rank: 3636
Overall Rank
WGLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WGLD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WGLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WGLD.DE 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. WGLD.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 WisdomTree Core Physical Gold (WGLD.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.LWGLD.DEDifference
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

1.88

-0.03

Martin ratioReturn relative to average drawdown

4.73

4.78

-0.05

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

The current XGDU.L Sharpe Ratio is 1.30, which is comparable to the WGLD.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of XGDU.L and WGLD.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.LWGLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.33

-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

1.14

-0.14

Drawdowns

XGDU.L vs. WGLD.DE - Drawdown Comparison

The maximum XGDU.L drawdown since its inception was -21.59%, roughly equal to the maximum WGLD.DE drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for XGDU.L and WGLD.DE.


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Drawdown Indicators


XGDU.LWGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-21.37%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-17.47%

-17.19%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-17.19%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-21.37%

+0.37%

Current Drawdown

Current decline from peak

-15.82%

-15.61%

-0.21%

Average Drawdown

Average peak-to-trough decline

-7.31%

-5.56%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

6.75%

+0.07%

Volatility

XGDU.L vs. WGLD.DE - Volatility Comparison

Xtrackers IE Physical Gold ETC Securities (XGDU.L) has a higher volatility of 6.39% compared to WisdomTree Core Physical Gold (WGLD.DE) at 5.63%. This indicates that XGDU.L's price experiences larger fluctuations and is considered to be riskier than WGLD.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.LWGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

5.63%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

21.85%

21.08%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

24.87%

24.32%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

17.33%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

17.17%

+0.14%

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

Both XGDU.L and WGLD.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XGDU.L vs. WGLD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, XGDU.L and WGLD.DE 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.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XGDU.L and WGLD.DE have the same expense ratio: 0.12% per year.

Both ETFs track Gold. They also come from different issuers: Xtrackers and WisdomTree.

Portfolio Optimizer

Find the right allocation for XGDU.L and WGLD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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