XGLD.L vs. PHYS
Compare and contrast key facts about Xtrackers Physical Gold ETC (XGLD.L) and Sprott Physical Gold Trust (PHYS).
XGLD.L is a passively managed fund by Xtrackers that tracks the performance of the Gold. It was launched on Jun 15, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XGLD.L or PHYS.
Key characteristics
| XGLD.L | PHYS | |
|---|---|---|
| YTD Return | 25.24% | 24.11% |
| 1Y Return | 31.80% | 28.54% |
| 3Y Return (Ann) | 11.43% | 10.44% |
| 5Y Return (Ann) | 11.82% | 10.95% |
| 10Y Return (Ann) | 7.97% | 7.23% |
| Sharpe Ratio | 2.28 | 2.01 |
| Sortino Ratio | 2.97 | 2.62 |
| Omega Ratio | 1.40 | 1.35 |
| Calmar Ratio | 4.68 | 3.39 |
| Martin Ratio | 13.69 | 12.21 |
| Ulcer Index | 2.33% | 2.42% |
| Daily Std Dev | 13.99% | 14.71% |
| Max Drawdown | -45.19% | -48.16% |
| Current Drawdown | -6.81% | -8.73% |
Correlation
The correlation between XGLD.L and PHYS is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XGLD.L vs. PHYS - Performance Comparison
The year-to-date returns for both stocks are quite close, with XGLD.L having a 25.24% return and PHYS slightly lower at 24.11%. Over the past 10 years, XGLD.L has outperformed PHYS with an annualized return of 7.97%, while PHYS has yielded a comparatively lower 7.23% annualized return. 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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Risk-Adjusted Performance
XGLD.L vs. PHYS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and Sprott Physical Gold Trust (PHYS). 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. PHYS - Dividend Comparison
Neither XGLD.L nor PHYS has paid dividends to shareholders.
Drawdowns
XGLD.L vs. PHYS - Drawdown Comparison
The maximum XGLD.L drawdown since its inception was -45.19%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for XGLD.L and PHYS. For additional features, visit the drawdowns tool.
Volatility
XGLD.L vs. PHYS - Volatility Comparison
The current volatility for Xtrackers Physical Gold ETC (XGLD.L) is 4.85%, while Sprott Physical Gold Trust (PHYS) has a volatility of 5.67%. This indicates that XGLD.L experiences smaller price fluctuations and is considered to be less risky than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.