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XGLD.L vs. RMAU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLD.L vs. RMAU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Physical Gold ETC (XGLD.L) and The Royal Mint Physical Gold ETC Securities (RMAU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with XGLD.L at -6.12% and RMAU.L at -6.12%.


XGLD.L

1D
-0.88%
1M
-7.03%
6M
-12.51%
YTD
-6.12%
1Y
21.12%
3Y*
27.05%
5Y*
17.15%
10Y*
11.49%

RMAU.L

1D
-0.87%
1M
-7.02%
6M
-12.45%
YTD
-6.12%
1Y
21.14%
3Y*
27.06%
5Y*
17.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XGLD.L
Xtrackers Physical Gold ETC
-6.12%64.60%25.87%13.37%-0.24%-4.19%20.00%
RMAU.L
The Royal Mint Physical Gold ETC Securities
-6.12%64.59%25.96%13.29%-0.19%-4.17%19.56%

Correlation

The correlation between XGLD.L and RMAU.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2020

0.98

The correlation between XGLD.L and RMAU.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

XGLD.L vs. RMAU.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

RMAU.L
RMAU.L Risk / Return Rank: 2424
Overall Rank
RMAU.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RMAU.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
RMAU.L Omega Ratio Rank: 2727
Omega Ratio Rank
RMAU.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
RMAU.L Martin Ratio Rank: 2222
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. RMAU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and The Royal Mint Physical Gold ETC Securities (RMAU.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.LRMAU.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.16

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

0.86

0.85

0.00

Martin ratioReturn relative to average drawdown

2.08

2.08

0.00

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

The current XGLD.L Sharpe Ratio is 0.80, which is comparable to the RMAU.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of XGLD.L and RMAU.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.


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Drawdowns

XGLD.L vs. RMAU.L - Drawdown Comparison

The maximum XGLD.L drawdown since its inception was -45.34%, which is greater than RMAU.L's maximum drawdown of -24.69%. Use the drawdown chart below to compare losses from any high point for XGLD.L and RMAU.L.


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Drawdown Indicators


XGLD.LRMAU.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.34%

-24.69%

-20.65%

Max Drawdown (1Y)

Largest decline over 1 year

-24.53%

-24.69%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-24.53%

-24.69%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-24.69%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-24.53%

Current Drawdown

Current decline from peak

-23.91%

-23.91%

0.00%

Average Drawdown

Average peak-to-trough decline

-18.96%

-7.13%

-11.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.12%

10.13%

-0.01%

Volatility

XGLD.L vs. RMAU.L - Volatility Comparison

Xtrackers Physical Gold ETC (XGLD.L) and The Royal Mint Physical Gold ETC Securities (RMAU.L) have volatilities of 7.34% 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.LRMAU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

7.54%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

23.02%

23.08%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

26.43%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

17.87%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

18.02%

-2.37%

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

XGLD.L has a 0.25% expense ratio, which is higher than RMAU.L's 0.22% 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%.


Dividends

XGLD.L vs. RMAU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, XGLD.L and RMAU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, RMAU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RMAU.L is cheaper with a 0.22% expense ratio, compared with 0.25% for XGLD.L.

XGLD.L is categorized as Gold, while RMAU.L is Commodities. XGLD.L tracks Gold, while RMAU.L tracks LBMA Gold PM Price. They also come from different issuers: Xtrackers and HANetf. Their fees differ too: 0.25% for XGLD.L and 0.22% for RMAU.L.

Portfolio Optimizer

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