XGLD.L vs. PGR
XGLD.L (Xtrackers Physical Gold ETC) is Gold fund tracking the Gold, while PGR (The Progressive Corporation) is a stock. Over the past 10 years, XGLD.L returned 12.36%/yr vs 23.64%/yr for PGR. At a correlation of -0.03, they often move in opposite directions.
Performance
XGLD.L vs. PGR - Performance Comparison
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Returns By Period
In the year-to-date period, XGLD.L achieves a -2.14% return, which is significantly higher than PGR's -5.09% return. Over the past 10 years, XGLD.L has underperformed PGR with an annualized return of 12.36%, while PGR has yielded a comparatively higher 23.64% annualized return.
XGLD.L
- 1D
- 3.38%
- 1M
- -9.98%
- YTD
- -2.14%
- 6M
- -1.50%
- 1Y
- 22.86%
- 3Y*
- 29.15%
- 5Y*
- 17.29%
- 10Y*
- 12.36%
PGR
- 1D
- 0.42%
- 1M
- 1.69%
- YTD
- -5.09%
- 6M
- -7.97%
- 1Y
- -19.25%
- 3Y*
- 19.07%
- 5Y*
- 19.40%
- 10Y*
- 23.64%
XGLD.L vs. PGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGLD.L Xtrackers Physical Gold ETC | -2.14% | 64.60% | 25.87% | 13.37% | -0.24% | -4.19% | 24.11% | 18.35% | -1.36% | 11.68% |
PGR The Progressive Corporation | -5.09% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
Correlation
The correlation between XGLD.L and PGR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | -0.03 |
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Return for Risk
XGLD.L vs. PGR — Risk / Return Rank
XGLD.L
PGR
XGLD.L vs. PGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and The Progressive Corporation (PGR). 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.L | PGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.87 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | -0.80 | +1.84 |
| Martin ratioReturn relative to average drawdown | 3.19 | -1.23 | +4.43 |
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Drawdowns
XGLD.L vs. PGR - Drawdown Comparison
The maximum XGLD.L drawdown since its inception was -45.34%, smaller than the maximum PGR drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for XGLD.L and PGR.
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Drawdown Indicators
| XGLD.L | PGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.34% | -71.06% | +25.72% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -24.30% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -23.27% | -30.35% | +7.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -30.35% | +7.08% |
Max Drawdown (10Y)Largest decline over 10 years | -23.27% | -30.35% | +7.08% |
Current DrawdownCurrent decline from peak | -20.68% | -25.70% | +5.02% |
Average DrawdownAverage peak-to-trough decline | -18.94% | -14.53% | -4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.55% | 15.96% | -8.41% |
Volatility
XGLD.L vs. PGR - Volatility Comparison
Xtrackers Physical Gold ETC (XGLD.L) and The Progressive Corporation (PGR) have volatilities of 7.75% and 7.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGLD.L | PGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 7.54% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 22.54% | 16.87% | +5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.47% | 22.55% | +2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 24.55% | -7.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.56% | 24.48% | -8.92% |
Dividends
XGLD.L vs. PGR - Dividend Comparison
XGLD.L has not paid dividends to shareholders, while PGR's dividend yield for the trailing twelve months is around 6.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 6.84% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
XGLD.L Xtrackers Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XGLD.L and PGR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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