XGLD.L vs. AAAU
Compare and contrast key facts about Xtrackers Physical Gold ETC (XGLD.L) and Goldman Sachs Physical Gold ETF (AAAU).
XGLD.L and AAAU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XGLD.L is a passively managed fund by Xtrackers that tracks the performance of the Gold. It was launched on Jun 15, 2010. AAAU is a passively managed fund by Goldman Sachs that tracks the performance of the LBMA Gold PM Price. It was launched on Jul 26, 2018. Both XGLD.L and AAAU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XGLD.L or AAAU.
Key characteristics
| XGLD.L | AAAU | |
|---|---|---|
| YTD Return | 25.24% | 24.57% |
| 1Y Return | 31.80% | 30.85% |
| 3Y Return (Ann) | 11.43% | 11.13% |
| 5Y Return (Ann) | 11.82% | 11.73% |
| Sharpe Ratio | 2.28 | 2.17 |
| Sortino Ratio | 2.97 | 2.90 |
| Omega Ratio | 1.40 | 1.38 |
| Calmar Ratio | 4.68 | 4.14 |
| Martin Ratio | 13.69 | 13.73 |
| Ulcer Index | 2.33% | 2.32% |
| Daily Std Dev | 13.99% | 14.63% |
| Max Drawdown | -45.19% | -21.63% |
| Current Drawdown | -6.81% | -7.69% |
Correlation
The correlation between XGLD.L and AAAU is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XGLD.L vs. AAAU - Performance Comparison
The year-to-date returns for both stocks are quite close, with XGLD.L having a 25.24% return and AAAU slightly lower at 24.57%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XGLD.L vs. AAAU - Expense Ratio Comparison
XGLD.L has a 0.25% expense ratio, which is higher than AAAU's 0.18% 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%.
Risk-Adjusted Performance
XGLD.L vs. AAAU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and Goldman Sachs Physical Gold ETF (AAAU). 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.
Dividends
XGLD.L vs. AAAU - Dividend Comparison
Neither XGLD.L nor AAAU has paid dividends to shareholders.
Drawdowns
XGLD.L vs. AAAU - Drawdown Comparison
The maximum XGLD.L drawdown since its inception was -45.19%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for XGLD.L and AAAU. For additional features, visit the drawdowns tool.
Volatility
XGLD.L vs. AAAU - Volatility Comparison
The current volatility for Xtrackers Physical Gold ETC (XGLD.L) is 4.85%, while Goldman Sachs Physical Gold ETF (AAAU) has a volatility of 5.41%. This indicates that XGLD.L experiences smaller price fluctuations and is considered to be less risky than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.