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

Performance

XGLD.L vs. SGBX.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
XGLD.L
Xtrackers Physical Gold ETC
10.73%64.60%25.87%13.37%-0.24%-4.19%24.11%18.35%-1.36%3.73%
SGBX.L
WisdomTree Physical Swiss Gold
10.68%65.13%26.00%12.90%0.58%-4.47%23.68%19.27%-1.56%3.48%
Different Trading Currencies

XGLD.L is traded in USD, while SGBX.L is traded in GBp. To make them comparable, the SGBX.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with XGLD.L having a 10.73% return and SGBX.L slightly lower at 10.68%.


XGLD.L

1D
3.64%
1M
-10.25%
YTD
10.73%
6M
23.48%
1Y
52.25%
3Y*
33.77%
5Y*
22.22%
10Y*
14.39%

SGBX.L

1D
3.33%
1M
-10.42%
YTD
10.68%
6M
23.45%
1Y
52.35%
3Y*
34.04%
5Y*
22.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XGLD.L has a 0.25% expense ratio, which is higher than SGBX.L's 0.15% 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%.


Return for Risk

XGLD.L vs. SGBX.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: 8787
Overall Rank
XGLD.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 8686
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XGLD.L Martin Ratio Rank: 8787
Martin Ratio Rank

SGBX.L
SGBX.L Risk / Return Rank: 8787
Overall Rank
SGBX.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGBX.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGBX.L Omega Ratio Rank: 8888
Omega Ratio Rank
SGBX.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SGBX.L Martin Ratio Rank: 8787
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. SGBX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and WisdomTree Physical Swiss Gold (SGBX.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.


XGLD.LSGBX.LDifference

Sharpe ratio

Return per unit of total volatility

2.00

1.99

0.00

Sortino ratio

Return per unit of downside risk

2.47

2.49

-0.02

Omega ratio

Gain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

2.89

2.90

0.00

Martin ratio

Return relative to average drawdown

11.37

11.36

+0.01

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

The current XGLD.L Sharpe Ratio is 2.00, which is comparable to the SGBX.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of XGLD.L and SGBX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XGLD.LSGBX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.99

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

1.29

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.98

-0.47

Correlation

The correlation between XGLD.L and SGBX.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XGLD.L vs. SGBX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XGLD.L vs. SGBX.L - Drawdown Comparison

The maximum XGLD.L drawdown since its inception was -45.19%, which is greater than SGBX.L's maximum drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for XGLD.L and SGBX.L.


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Drawdown Indicators


XGLD.LSGBX.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.19%

-22.29%

-22.90%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-18.07%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

-18.07%

-2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

Current Drawdown

Current decline from peak

-10.25%

-9.74%

-0.51%

Average Drawdown

Average peak-to-trough decline

-19.06%

-5.94%

-13.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

4.24%

+0.36%

Volatility

XGLD.L vs. SGBX.L - Volatility Comparison

Xtrackers Physical Gold ETC (XGLD.L) has a higher volatility of 11.87% compared to WisdomTree Physical Swiss Gold (SGBX.L) at 10.87%. This indicates that XGLD.L's price experiences larger fluctuations and is considered to be riskier than SGBX.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.LSGBX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.87%

10.87%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

22.29%

21.82%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

26.04%

26.11%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

17.28%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

15.93%

-0.60%