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

Performance

XGLD.L vs. SPLT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Physical Gold ETC (XGLD.L) and iShares Physical Platinum ETC (SPLT.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 SPLT.L is traded in GBp. To make them comparable, the SPLT.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 3.08% return, which is significantly higher than SPLT.L's -5.69% return. Over the past 10 years, XGLD.L has outperformed SPLT.L with an annualized return of 13.32%, while SPLT.L has yielded a comparatively lower 6.46% annualized return.


XGLD.L

1D
-1.36%
1M
-4.18%
YTD
3.08%
6M
5.21%
1Y
32.33%
3Y*
30.96%
5Y*
18.31%
10Y*
13.32%

SPLT.L

1D
-3.02%
1M
-5.30%
YTD
-5.69%
6M
13.54%
1Y
74.80%
3Y*
23.07%
5Y*
9.86%
10Y*
6.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XGLD.L
Xtrackers Physical Gold ETC
3.08%64.60%25.87%13.37%-0.24%-4.19%24.11%18.35%-1.36%11.68%
SPLT.L
iShares Physical Platinum ETC
-5.69%120.07%-9.90%-6.07%10.71%-10.99%10.32%22.42%-15.00%1.98%

Correlation

The correlation between XGLD.L and SPLT.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.57

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

0.54

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

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.53

The correlation between XGLD.L and SPLT.L shifts across timeframes, from 0.53 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XGLD.L vs. SPLT.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: 3535
Overall Rank
XGLD.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 3737
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
XGLD.L Martin Ratio Rank: 3232
Martin Ratio Rank

SPLT.L
SPLT.L Risk / Return Rank: 4141
Overall Rank
SPLT.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPLT.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPLT.L Omega Ratio Rank: 4444
Omega Ratio Rank
SPLT.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPLT.L Martin Ratio Rank: 3131
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. SPLT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and iShares Physical Platinum ETC (SPLT.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.LSPLT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

1.78

2.09

-0.31

Martin ratioReturn relative to average drawdown

4.75

4.38

+0.37

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

The current XGLD.L Sharpe Ratio is 1.30, which is comparable to the SPLT.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of XGLD.L and SPLT.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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Sharpe Ratios by Period


XGLD.LSPLT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.54

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.30

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.22

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.00

+0.48

Drawdowns

XGLD.L vs. SPLT.L - Drawdown Comparison

The maximum XGLD.L drawdown since its inception was -45.19%, smaller than the maximum SPLT.L drawdown of -70.11%. Use the drawdown chart below to compare losses from any high point for XGLD.L and SPLT.L.


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Drawdown Indicators


XGLD.LSPLT.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.19%

-70.11%

+24.92%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-35.57%

+17.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.08%

-35.57%

+17.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

-35.57%

+14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

-51.44%

+30.23%

Current Drawdown

Current decline from peak

-16.45%

-33.81%

+17.36%

Average Drawdown

Average peak-to-trough decline

-18.99%

-42.93%

+23.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

17.03%

-10.23%

Volatility

XGLD.L vs. SPLT.L - Volatility Comparison

The current volatility for Xtrackers Physical Gold ETC (XGLD.L) is 6.46%, while iShares Physical Platinum ETC (SPLT.L) has a volatility of 11.84%. This indicates that XGLD.L experiences smaller price fluctuations and is considered to be less risky than SPLT.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.LSPLT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

11.84%

-5.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.84%

42.93%

-21.09%

Volatility (1Y)

Calculated over the trailing 1-year period

24.82%

48.46%

-23.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

32.41%

-15.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

29.29%

-13.83%

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

XGLD.L has a 0.25% expense ratio, which is higher than SPLT.L's 0.20% 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. SPLT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XGLD.L and SPLT.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPLT.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPLT.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XGLD.L.

XGLD.L tracks Gold, while SPLT.L tracks Platinum. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XGLD.L and 0.20% for SPLT.L.

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