PortfoliosLab logoPortfoliosLab logo
XGLS.L vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGLS.L vs. GLD - Performance Comparison

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

Loading graphics...

XGLS.L vs. GLD - 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%
GLD
SPDR Gold Shares
10.64%52.02%28.87%7.06%11.03%-3.24%21.15%13.37%3.87%3.05%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with XGLS.L having a 6.53% return and GLD slightly higher at 6.69%. Over the past 10 years, XGLS.L has underperformed GLD with an annualized return of 12.38%, while GLD has yielded a comparatively higher 14.34% 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%

GLD

1D
0.00%
1M
-12.53%
YTD
6.69%
6M
18.73%
1Y
40.70%
3Y*
28.32%
5Y*
21.79%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XGLS.L vs. GLD - Expense Ratio Comparison

XGLS.L has a 0.69% expense ratio, which is higher than GLD's 0.40% expense ratio.


Return for Risk

XGLS.L vs. GLD — 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

GLD
GLD Risk / Return Rank: 8787
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLD Omega Ratio Rank: 8686
Omega Ratio Rank
GLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLD 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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) and SPDR Gold Shares (GLD). 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.LGLDDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.59

+0.16

Sortino ratio

Return per unit of downside risk

2.20

2.03

+0.18

Omega ratio

Gain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratio

Return relative to maximum drawdown

2.49

2.41

+0.08

Martin ratio

Return relative to average drawdown

9.76

9.16

+0.60

XGLS.L vs. GLD - Sharpe Ratio Comparison

The current XGLS.L Sharpe Ratio is 1.75, which is comparable to the GLD Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of XGLS.L and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XGLS.LGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.59

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

1.33

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.89

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.70

-0.32

Correlation

The correlation between XGLS.L and GLD is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XGLS.L vs. GLD - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XGLS.L vs. GLD - Drawdown Comparison

The maximum XGLS.L drawdown since its inception was -46.55%, which is greater than GLD's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for XGLS.L and GLD.


Loading graphics...

Drawdown Indicators


XGLS.LGLDDifference

Max Drawdown

Largest peak-to-trough decline

-46.55%

-45.56%

-0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-18.19%

-19.21%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.87%

-21.03%

-0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-22.00%

-0.99%

Current Drawdown

Current decline from peak

-13.35%

-13.23%

-0.12%

Average Drawdown

Average peak-to-trough decline

-23.50%

-16.17%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

5.20%

-0.56%

Volatility

XGLS.L vs. GLD - Volatility Comparison

Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) has a higher volatility of 11.58% compared to SPDR Gold Shares (GLD) at 10.52%. This indicates that XGLS.L's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XGLS.LGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.58%

10.52%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

22.04%

23.00%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

25.70%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

16.46%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.37%

16.20%

-0.83%