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

Performance

XGLD.L vs. XGDG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Physical Gold ETC (XGLD.L) and Xtrackers IE Physical Gold GBP Hedged ETC Securities (XGDG.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 XGDG.L is traded in GBp. To make them comparable, the XGDG.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 XGDG.L's 2.12% 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%

XGDG.L

1D
-1.71%
1M
-5.36%
YTD
2.12%
6M
4.93%
1Y
30.06%
3Y*
33.00%
5Y*
15.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XGLD.L
Xtrackers Physical Gold ETC
3.08%64.60%25.87%13.37%-0.24%-4.19%9.12%
XGDG.L
Xtrackers IE Physical Gold GBP Hedged ETC Securities
2.12%75.46%23.07%17.38%-11.73%-6.58%20.05%

Correlation

The correlation between XGLD.L and XGDG.L is 0.96 - 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

0.96

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

0.93

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

0.90

Correlation (All Time)
Calculated using the full available price history since May 26, 2020

0.90

The correlation between XGLD.L and XGDG.L has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

XGLD.L vs. XGDG.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

XGDG.L
XGDG.L Risk / Return Rank: 3333
Overall Rank
XGDG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XGDG.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
XGDG.L Omega Ratio Rank: 3636
Omega Ratio Rank
XGDG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
XGDG.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. XGDG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) and Xtrackers IE Physical Gold GBP Hedged ETC Securities (XGDG.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.LXGDG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

1.78

1.44

+0.34

Martin ratioReturn relative to average drawdown

4.75

3.63

+1.12

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

The current XGLD.L Sharpe Ratio is 1.30, which is comparable to the XGDG.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XGLD.L and XGDG.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.LXGDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.09

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.72

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.79

-0.31

Drawdowns

XGLD.L vs. XGDG.L - Drawdown Comparison

The maximum XGLD.L drawdown since its inception was -45.19%, which is greater than XGDG.L's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for XGLD.L and XGDG.L.


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Drawdown Indicators


XGLD.LXGDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.19%

-36.99%

-8.20%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-20.83%

+2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-18.08%

-20.83%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

-36.05%

+14.99%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

Current Drawdown

Current decline from peak

-16.45%

-19.14%

+2.69%

Average Drawdown

Average peak-to-trough decline

-18.99%

-9.64%

-9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

8.27%

-1.47%

Volatility

XGLD.L vs. XGDG.L - Volatility Comparison

The current volatility for Xtrackers Physical Gold ETC (XGLD.L) is 6.46%, while Xtrackers IE Physical Gold GBP Hedged ETC Securities (XGDG.L) has a volatility of 7.19%. This indicates that XGLD.L experiences smaller price fluctuations and is considered to be less risky than XGDG.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.LXGDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

7.19%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

21.84%

23.93%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

24.82%

27.52%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

21.64%

-4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

21.43%

-5.97%

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

XGLD.L has a 0.25% expense ratio, which is lower than XGDG.L's 0.28% expense ratio.


Dividends

XGLD.L vs. XGDG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, XGLD.L and XGDG.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, XGLD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLD.L is cheaper with a 0.25% expense ratio, compared with 0.28% for XGDG.L.

XGLD.L tracks Gold, while XGDG.L tracks Gold (GBP Hedged). Their fees differ too: 0.25% for XGLD.L and 0.28% for XGDG.L.

Portfolio Optimizer

Find the right allocation for XGLD.L and XGDG.L

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