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

XGLD.L vs. RR.L

Last updated Jun 14, 2026

XGLD.L (Xtrackers Physical Gold ETC) is Gold fund tracking the Gold, while RR.L (Rolls-Royce Holdings PLC) is a stock. Over the past 10 years, XGLD.L returned 12.36%/yr vs 20.35%/yr for RR.L. At a 0.07 correlation, their price movements are largely independent.

Performance

XGLD.L vs. RR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Physical Gold ETC (XGLD.L) and Rolls-Royce Holdings PLC (RR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGLD.L is traded in USD, while RR.L is traded in GBp. To make them comparable, the RR.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 -2.14% return, which is significantly lower than RR.L's 13.72% return. Over the past 10 years, XGLD.L has underperformed RR.L with an annualized return of 12.36%, while RR.L has yielded a comparatively higher 20.35% 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%

RR.L

1D
4.24%
1M
15.39%
YTD
13.72%
6M
20.08%
1Y
49.79%
3Y*
110.91%
5Y*
62.35%
10Y*
20.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
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%
RR.L
Rolls-Royce Holdings PLC		13.72%120.24%86.56%238.53%-32.26%9.45%-51.10%-13.17%-6.26%39.55%

Correlation

The correlation between XGLD.L and RR.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.21

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2010

0.07

Over the past year, XGLD.L and RR.L have become more correlated (0.31) than their long-term average of 0.07, meaning their price movements have been converging.

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Xtrackers Physical Gold ETC

Rolls-Royce Holdings PLC

Often compared with XGLD.L:
XGLD.L vs. GLDXGLD.L vs. SGBX.LXGLD.L vs. SGLN.LXGLD.L vs. XGDU.LXGLD.L vs. AAAUXGLD.L vs. G2XJ.DEXGLD.L vs. XGD.TO
Often compared with RR.L:
RR.L vs. RYCEYRR.L vs. RNMBYRR.L vs. COST.LRR.L vs. LUG.TORR.L vs. AVIO.MIRR.L vs. SAABYRR.L vs. BTC-USD

Return for Risk

XGLD.L vs. RR.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: 2828
Overall Rank
XGLD.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 3131
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
XGLD.L Martin Ratio Rank: 2626
Martin Ratio Rank
RR.L
RR.L Risk / Return Rank: 7979
Overall Rank
RR.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7575
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8383
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. RR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and Rolls-Royce Holdings PLC (RR.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.LRR.LDifference
Sharpe ratioReturn per unit of total volatility
0.95
1.22

-0.27

Sortino ratioReturn per unit of downside risk
1.34
1.91

-0.57

Omega ratioGain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratioReturn relative to maximum drawdown

1.04

2.31

-1.27

Martin ratioReturn relative to average drawdown

3.19

6.56

-3.36

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

The current XGLD.L Sharpe Ratio is 0.95, which is comparable to the RR.L Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of XGLD.L and RR.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. RR.L - Drawdown Comparison

The maximum XGLD.L drawdown since its inception was -45.34%, smaller than the maximum RR.L drawdown of -92.32%. Use the drawdown chart below to compare losses from any high point for XGLD.L and RR.L.

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Drawdown Indicators

XGLD.LRR.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.34%

-92.32%

+46.98%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

-19.98%

-3.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

-23.51%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-64.03%

+40.76%

Max Drawdown (10Y)

Largest decline over 10 years

-23.27%

-89.47%

+66.20%

Current Drawdown

Current decline from peak

-20.68%

-3.49%

-17.19%

Average Drawdown

Average peak-to-trough decline

-18.94%

-36.67%

+17.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

7.04%

+0.51%

Volatility

XGLD.L vs. RR.L - Volatility Comparison

The current volatility for Xtrackers Physical Gold ETC (XGLD.L) is 7.75%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 12.44%. This indicates that XGLD.L experiences smaller price fluctuations and is considered to be less risky than RR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XGLD.LRR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

12.44%

-4.69%

Volatility (6M)

Calculated over the trailing 6-month period

22.54%

32.55%

-10.01%

Volatility (1Y)

Calculated over the trailing 1-year period

25.47%

37.87%

-12.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

43.93%

-26.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

50.21%

-34.65%

Dividends

XGLD.L vs. RR.L - Dividend Comparison

XGLD.L has not paid dividends to shareholders, while RR.L's dividend yield for the trailing twelve months is around 0.73%.

PositionTTM20252024202320222021202020192018201720162015
RR.L
Rolls-Royce Holdings PLC		0.73%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%0.54%1.75%4.06%
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 RR.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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