XGLD.L vs. ENR.DE
XGLD.L (Xtrackers Physical Gold ETC) is Precious Metals fund tracking the Gold, while ENR.DE (Siemens Energy AG) is a stock. Over the past 5 years, XGLD.L returned 18.31%/yr vs 43.61%/yr for ENR.DE. At a 0.17 correlation, their price movements are largely independent.
Performance
XGLD.L vs. ENR.DE - Performance Comparison
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Different Trading Currencies
XGLD.L is traded in USD, while ENR.DE is traded in EUR. To make them comparable, the ENR.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 ENR.DE's 31.97% 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%
ENR.DE
- 1D
- 0.78%
- 1M
- -10.08%
- YTD
- 31.97%
- 6M
- 40.23%
- 1Y
- 84.64%
- 3Y*
- 92.61%
- 5Y*
- 43.61%
- 10Y*
- —
XGLD.L vs. ENR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XGLD.L Xtrackers Physical Gold ETC | 3.08% | 64.60% | 25.87% | 13.37% | -0.24% | -4.19% | 1.12% |
ENR.DE Siemens Energy AG | 31.97% | 169.80% | 295.82% | -29.17% | -25.78% | -30.95% | 49.07% |
Correlation
The correlation between XGLD.L and ENR.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2020 | 0.17 |
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Return for Risk
XGLD.L vs. ENR.DE — Risk / Return Rank
XGLD.L
ENR.DE
XGLD.L vs. ENR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and Siemens Energy AG (ENR.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.L | ENR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 4.47 | -2.69 |
| Martin ratioReturn relative to average drawdown | 4.75 | 12.11 | -7.37 |
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
| XGLD.L | ENR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.74 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 0.81 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.82 | -0.34 |
Drawdowns
XGLD.L vs. ENR.DE - Drawdown Comparison
The maximum XGLD.L drawdown since its inception was -45.19%, smaller than the maximum ENR.DE drawdown of -82.10%. Use the drawdown chart below to compare losses from any high point for XGLD.L and ENR.DE.
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Drawdown Indicators
| XGLD.L | ENR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.19% | -82.10% | +36.91% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -18.83% | +0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -18.08% | -72.15% | +54.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.06% | -77.06% | +56.00% |
Max Drawdown (10Y)Largest decline over 10 years | -21.21% | — | — |
Current DrawdownCurrent decline from peak | -16.45% | -15.46% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -18.99% | -31.72% | +12.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.80% | 6.96% | -0.16% |
Volatility
XGLD.L vs. ENR.DE - Volatility Comparison
The current volatility for Xtrackers Physical Gold ETC (XGLD.L) is 6.46%, while Siemens Energy AG (ENR.DE) has a volatility of 12.81%. This indicates that XGLD.L experiences smaller price fluctuations and is considered to be less risky than ENR.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.L | ENR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 12.81% | -6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 21.84% | 35.82% | -13.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.82% | 48.52% | -23.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 53.18% | -35.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 51.62% | -36.16% |
Dividends
XGLD.L vs. ENR.DE - Dividend Comparison
XGLD.L has not paid dividends to shareholders, while ENR.DE's dividend yield for the trailing twelve months is around 0.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.44% | 0.00% | 0.00% | 0.83% | 0.57% |
XGLD.L Xtrackers Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XGLD.L and ENR.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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