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XGLS.L vs. 4GLD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGLS.L vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) and Xetra-Gold ETF (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

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XGLS.L vs. 4GLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGLS.L
Xtrackers Physical Gold GBP Hedged ETC
6.53%63.07%24.85%11.63%-1.63%-4.91%22.11%15.69%-3.62%9.65%
4GLD.DE
Xetra-Gold ETF
7.38%57.09%28.71%7.13%12.98%-3.31%19.44%14.94%4.66%2.53%
Different Trading Currencies

XGLS.L is traded in GBp, while 4GLD.DE is traded in EUR. To make them comparable, the 4GLD.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGLS.L achieves a 6.53% return, which is significantly lower than 4GLD.DE's 7.38% return. Over the past 10 years, XGLS.L has underperformed 4GLD.DE with an annualized return of 12.38%, while 4GLD.DE has yielded a comparatively higher 15.17% annualized return.


XGLS.L

1D
1.74%
1M
-11.95%
YTD
6.53%
6M
19.35%
1Y
45.55%
3Y*
30.85%
5Y*
20.00%
10Y*
12.38%

4GLD.DE

1D
1.59%
1M
-11.14%
YTD
7.38%
6M
22.27%
1Y
45.01%
3Y*
29.88%
5Y*
22.88%
10Y*
15.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGLS.L vs. 4GLD.DE - Expense Ratio Comparison

XGLS.L has a 0.69% expense ratio, which is higher than 4GLD.DE's 0.00% expense ratio.


Return for Risk

XGLS.L vs. 4GLD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XGLS.L
XGLS.L Risk / Return Rank: 8484
Overall Rank
XGLS.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XGLS.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XGLS.L Omega Ratio Rank: 8282
Omega Ratio Rank
XGLS.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
XGLS.L Martin Ratio Rank: 8484
Martin Ratio Rank

4GLD.DE
4GLD.DE Risk / Return Rank: 8383
Overall Rank
4GLD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
4GLD.DE 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.

XGLS.L vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) and Xetra-Gold ETF (4GLD.DE). 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.


XGLS.L4GLD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.87

-0.11

Sortino ratio

Return per unit of downside risk

2.20

2.34

-0.14

Omega ratio

Gain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratio

Return relative to maximum drawdown

2.49

2.61

-0.12

Martin ratio

Return relative to average drawdown

9.76

10.76

-1.01

XGLS.L vs. 4GLD.DE - Sharpe Ratio Comparison

The current XGLS.L Sharpe Ratio is 1.75, which is comparable to the 4GLD.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XGLS.L and 4GLD.DE, 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


XGLS.L4GLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.87

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

1.41

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.95

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.68

-0.30

Correlation

The correlation between XGLS.L and 4GLD.DE is 0.72, 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

XGLS.L vs. 4GLD.DE - Dividend Comparison

Neither XGLS.L nor 4GLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XGLS.L vs. 4GLD.DE - Drawdown Comparison

The maximum XGLS.L drawdown since its inception was -46.55%, which is greater than 4GLD.DE's maximum drawdown of -40.90%. Use the drawdown chart below to compare losses from any high point for XGLS.L and 4GLD.DE.


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Drawdown Indicators


XGLS.L4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.55%

-36.79%

-9.76%

Max Drawdown (1Y)

Largest decline over 1 year

-18.19%

-16.54%

-1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-21.87%

-16.54%

-5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-18.23%

-4.76%

Current Drawdown

Current decline from peak

-13.35%

-11.47%

-1.88%

Average Drawdown

Average peak-to-trough decline

-23.50%

-11.83%

-11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

4.34%

+0.30%

Volatility

XGLS.L vs. 4GLD.DE - Volatility Comparison

Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) and Xetra-Gold ETF (4GLD.DE) have volatilities of 11.58% and 11.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLS.L4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.58%

11.34%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

22.04%

20.87%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

24.05%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

16.01%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.37%

15.75%

-0.38%