PortfoliosLab logoPortfoliosLab logo
XGLD.L vs. GDGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLD.L vs. GDGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Physical Gold ETC (XGLD.L) and VanEck Gold Miners UCITS ETF (GDGB.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XGLD.L is traded in USD, while GDGB.L is traded in GBP. To make them comparable, the GDGB.L 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 -6.93% return, which is significantly higher than GDGB.L's -17.10% return.


XGLD.L

1D
0.05%
1M
-7.92%
6M
-12.72%
YTD
-6.93%
1Y
19.97%
3Y*
26.19%
5Y*
16.94%
10Y*
11.38%

GDGB.L

1D
-1.07%
1M
-19.64%
6M
-26.30%
YTD
-17.10%
1Y
41.23%
3Y*
31.02%
5Y*
17.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLD.L vs. GDGB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGLD.L
Xtrackers Physical Gold ETC
-6.93%64.60%25.87%13.37%-0.24%-4.19%24.11%18.35%-1.36%2.53%
GDGB.L
VanEck Gold Miners UCITS ETF
-17.10%156.24%9.38%9.16%-7.97%-11.28%23.23%44.43%-10.42%1.81%

Correlation

The correlation between XGLD.L and GDGB.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.80

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2017

0.78

The correlation between XGLD.L and GDGB.L has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XGLD.L vs. GDGB.L — 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: 2424
Overall Rank
XGLD.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 2727
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
XGLD.L Martin Ratio Rank: 2121
Martin Ratio Rank

GDGB.L
GDGB.L Risk / Return Rank: 2929
Overall Rank
GDGB.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GDGB.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
GDGB.L Omega Ratio Rank: 3030
Omega Ratio Rank
GDGB.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
GDGB.L Martin Ratio Rank: 2525
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. GDGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and VanEck Gold Miners UCITS ETF (GDGB.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XGLD.LGDGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratioReturn relative to maximum drawdown

0.81

1.07

-0.26

Martin ratioReturn relative to average drawdown

1.92

2.51

-0.59

XGLD.L vs. GDGB.L - Sharpe Ratio Comparison

The current XGLD.L Sharpe Ratio is 0.75, which is comparable to the GDGB.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XGLD.L and GDGB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XGLD.L vs. GDGB.L - Drawdown Comparison

The maximum XGLD.L drawdown since its inception was -45.34%, smaller than the maximum GDGB.L drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for XGLD.L and GDGB.L.


Loading charts...

Drawdown Indicators


XGLD.LGDGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.34%

-50.68%

+5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-24.61%

-38.28%

+13.67%

Max Drawdown (3Y)

Largest decline over 3 years

-24.61%

-38.28%

+13.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

-46.27%

+21.66%

Max Drawdown (10Y)

Largest decline over 10 years

-24.61%

Current Drawdown

Current decline from peak

-24.57%

-38.28%

+13.71%

Average Drawdown

Average peak-to-trough decline

-18.96%

-17.97%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.36%

16.36%

-6.00%

Volatility

XGLD.L vs. GDGB.L - Volatility Comparison

The current volatility for Xtrackers Physical Gold ETC (XGLD.L) is 6.82%, while VanEck Gold Miners UCITS ETF (GDGB.L) has a volatility of 13.16%. This indicates that XGLD.L experiences smaller price fluctuations and is considered to be less risky than GDGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XGLD.LGDGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

13.16%

-6.34%

Volatility (6M)

Calculated over the trailing 6-month period

23.03%

37.78%

-14.75%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

46.90%

-20.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

36.33%

-18.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

34.56%

-18.91%

XGLD.L vs. GDGB.L - Expense Ratio Comparison

XGLD.L has a 0.25% expense ratio, which is lower than GDGB.L's 0.53% expense ratio.


Dividends

XGLD.L vs. GDGB.L - Dividend Comparison

Neither XGLD.L nor GDGB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XGLD.L and GDGB.L have a correlation of 0.83, 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 0.53% for GDGB.L.

XGLD.L tracks Gold, while GDGB.L tracks MarketVector Global Gold Miners Index. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.25% for XGLD.L and 0.53% for GDGB.L.

Portfolio Optimizer

Find the right allocation for XGLD.L and GDGB.L

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

Open Portfolio Optimizer