XGLD.L vs. VOD
XGLD.L (Xtrackers Physical Gold ETC) is Gold fund tracking the Gold, while VOD (Vodafone Group Plc) is a stock. Over the past 10 years, XGLD.L returned 12.36%/yr vs -0.06%/yr for VOD. At a 0.06 correlation, their price movements are largely independent.
Performance
XGLD.L vs. VOD - Performance Comparison
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Returns By Period
In the year-to-date period, XGLD.L achieves a -2.14% return, which is significantly lower than VOD's 19.76% return. Over the past 10 years, XGLD.L has outperformed VOD with an annualized return of 12.36%, while VOD has yielded a comparatively lower -0.06% 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%
VOD
- 1D
- 1.77%
- 1M
- 7.76%
- YTD
- 19.76%
- 6M
- 25.65%
- 1Y
- 61.95%
- 3Y*
- 27.46%
- 5Y*
- 4.14%
- 10Y*
- -0.06%
XGLD.L vs. VOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOD Vodafone Group Plc | 19.76% | 63.00% | 5.68% | -4.59% | -27.22% | -3.57% | -9.63% | 5.64% | -34.92% | 38.22% |
Correlation
The correlation between XGLD.L and VOD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.06 |
The correlation between XGLD.L and VOD shifts across timeframes, from 0.06 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XGLD.L vs. VOD — Risk / Return Rank
XGLD.L
VOD
XGLD.L vs. VOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and Vodafone Group Plc (VOD). 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.L | VOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 6.16 | -5.13 |
| Martin ratioReturn relative to average drawdown | 3.19 | 14.54 | -11.35 |
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Drawdowns
XGLD.L vs. VOD - Drawdown Comparison
The maximum XGLD.L drawdown since its inception was -45.34%, smaller than the maximum VOD drawdown of -79.32%. Use the drawdown chart below to compare losses from any high point for XGLD.L and VOD.
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Drawdown Indicators
| XGLD.L | VOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.34% | -79.32% | +33.98% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -10.05% | -13.22% |
Max Drawdown (3Y)Largest decline over 3 years | -23.27% | -20.03% | -3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -49.24% | +25.97% |
Max Drawdown (10Y)Largest decline over 10 years | -23.27% | -62.36% | +39.09% |
Current DrawdownCurrent decline from peak | -20.68% | -16.19% | -4.49% |
Average DrawdownAverage peak-to-trough decline | -18.94% | -32.70% | +13.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.55% | 4.25% | +3.30% |
Volatility
XGLD.L vs. VOD - Volatility Comparison
Xtrackers Physical Gold ETC (XGLD.L) has a higher volatility of 7.75% compared to Vodafone Group Plc (VOD) at 7.37%. This indicates that XGLD.L's price experiences larger fluctuations and is considered to be riskier than VOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGLD.L | VOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 7.37% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 22.54% | 19.67% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.47% | 25.97% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 27.00% | -9.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.56% | 27.85% | -12.29% |
Dividends
XGLD.L vs. VOD - Dividend Comparison
XGLD.L has not paid dividends to shareholders, while VOD's dividend yield for the trailing twelve months is around 3.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOD Vodafone Group Plc | 3.43% | 3.86% | 8.58% | 11.15% | 9.27% | 7.04% | 6.11% | 4.92% | 8.99% | 5.33% | 12.26% | 6.77% |
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 VOD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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