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XGLD.L vs. 18MF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLD.L vs. 18MF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Physical Gold ETC (XGLD.L) and Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGLD.L is traded in USD, while 18MF.DE is traded in EUR. To make them comparable, the 18MF.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGLD.L achieves a 3.08% return, which is significantly lower than 18MF.DE's 20.22% return. Over the past 10 years, XGLD.L has underperformed 18MF.DE with an annualized return of 13.32%, while 18MF.DE has yielded a comparatively higher 25.79% annualized return.


XGLD.L

1D
-1.36%
1M
-4.18%
YTD
3.08%
6M
5.21%
1Y
32.33%
3Y*
30.96%
5Y*
18.31%
10Y*
13.32%

18MF.DE

1D
-0.89%
1M
11.62%
YTD
20.22%
6M
20.67%
1Y
53.33%
3Y*
36.97%
5Y*
22.16%
10Y*
25.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLD.L vs. 18MF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGLD.L
Xtrackers Physical Gold ETC
3.08%64.60%25.87%13.37%-0.24%-4.19%24.11%18.35%-1.36%11.68%
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
20.22%14.77%54.75%47.65%-37.10%73.35%15.57%74.05%-10.18%27.90%

Correlation

The correlation between XGLD.L and 18MF.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.09

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2010

-0.05

The correlation between XGLD.L and 18MF.DE shifts across timeframes, from -0.05 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XGLD.L vs. 18MF.DE — Risk / Return Rank

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

XGLD.L
XGLD.L Risk / Return Rank: 3535
Overall Rank
XGLD.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 3737
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
XGLD.L Martin Ratio Rank: 3232
Martin Ratio Rank

18MF.DE
18MF.DE Risk / Return Rank: 6262
Overall Rank
18MF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 6060
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 6262
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.

XGLD.L vs. 18MF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.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.


XGLD.L18MF.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.25

1.39

-0.15

Calmar ratioReturn relative to maximum drawdown

1.78

3.39

-1.61

Martin ratioReturn relative to average drawdown

4.75

13.14

-8.39

XGLD.L vs. 18MF.DE - Sharpe Ratio Comparison

The current XGLD.L Sharpe Ratio is 1.30, which is lower than the 18MF.DE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of XGLD.L and 18MF.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


XGLD.L18MF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

2.36

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.71

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.80

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.82

-0.34

Drawdowns

XGLD.L vs. 18MF.DE - Drawdown Comparison

The maximum XGLD.L drawdown since its inception was -45.19%, smaller than the maximum 18MF.DE drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for XGLD.L and 18MF.DE.


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Drawdown Indicators


XGLD.L18MF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.19%

-59.96%

+14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-15.66%

-2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-18.08%

-40.04%

+21.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

-40.04%

+18.98%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

-59.96%

+38.75%

Current Drawdown

Current decline from peak

-16.45%

-0.89%

-15.56%

Average Drawdown

Average peak-to-trough decline

-18.99%

-8.89%

-10.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

4.05%

+2.75%

Volatility

XGLD.L vs. 18MF.DE - Volatility Comparison

Xtrackers Physical Gold ETC (XGLD.L) has a higher volatility of 6.46% compared to Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) at 5.67%. This indicates that XGLD.L's price experiences larger fluctuations and is considered to be riskier than 18MF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLD.L18MF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

5.67%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

21.84%

15.41%

+6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

24.82%

22.64%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

30.73%

-13.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

31.98%

-16.52%

XGLD.L vs. 18MF.DE - Expense Ratio Comparison

XGLD.L has a 0.25% expense ratio, which is lower than 18MF.DE's 0.50% expense ratio.


Dividends

XGLD.L vs. 18MF.DE - Dividend Comparison

Neither XGLD.L nor 18MF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGLD.L and 18MF.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGLD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLD.L is cheaper with a 0.25% expense ratio, compared with 0.50% for 18MF.DE.

XGLD.L is categorized as Precious Metals, while 18MF.DE is Leveraged Equities. XGLD.L tracks Gold, while 18MF.DE tracks MSCI USA Index (200%). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XGLD.L and 0.50% for 18MF.DE.

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