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XRH0.L vs. 0GZB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRH0.L vs. 0GZB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Physical Rhodium ETC (XRH0.L) and BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC (0GZB.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XRH0.L is traded in USD, while 0GZB.DE is traded in EUR. To make them comparable, the 0GZB.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XRH0.L achieves a -15.28% return, which is significantly lower than 0GZB.DE's 9.48% return.


XRH0.L

1D
0.78%
1M
-3.00%
YTD
-15.28%
6M
10.23%
1Y
73.21%
3Y*
18.90%
5Y*
-13.58%
10Y*
29.93%

0GZB.DE

1D
0.97%
1M
4.46%
YTD
9.48%
6M
22.07%
1Y
44.82%
3Y*
21.92%
5Y*
5.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRH0.L vs. 0GZB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XRH0.L
Xtrackers Physical Rhodium ETC
-15.28%205.23%-14.69%-60.81%-4.46%-15.51%183.21%52.89%
0GZB.DE
BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC
9.48%50.68%2.19%7.00%-16.45%10.71%33.47%6.66%

Correlation

The correlation between XRH0.L and 0GZB.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.07

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

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2019

0.09

The correlation between XRH0.L and 0GZB.DE shifts across timeframes, from 0.07 (3 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XRH0.L vs. 0GZB.DE — Risk / Return Rank

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

XRH0.L
XRH0.L Risk / Return Rank: 3434
Overall Rank
XRH0.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XRH0.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
XRH0.L Omega Ratio Rank: 3636
Omega Ratio Rank
XRH0.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
XRH0.L Martin Ratio Rank: 2929
Martin Ratio Rank

0GZB.DE
0GZB.DE Risk / Return Rank: 6666
Overall Rank
0GZB.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
0GZB.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
0GZB.DE Omega Ratio Rank: 6262
Omega Ratio Rank
0GZB.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
0GZB.DE Martin Ratio Rank: 6767
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.

XRH0.L vs. 0GZB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Rhodium ETC (XRH0.L) and BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC (0GZB.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.


XRH0.L0GZB.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.23

1.34

-0.10

Calmar ratioReturn relative to maximum drawdown

2.12

3.04

-0.92

Martin ratioReturn relative to average drawdown

4.10

9.48

-5.38

XRH0.L vs. 0GZB.DE - Sharpe Ratio Comparison

The current XRH0.L Sharpe Ratio is 1.03, which is lower than the 0GZB.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of XRH0.L and 0GZB.DE, 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


XRH0.L0GZB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.02

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.24

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.57

-0.37

Drawdowns

XRH0.L vs. 0GZB.DE - Drawdown Comparison

The maximum XRH0.L drawdown since its inception was -85.90%, which is greater than 0GZB.DE's maximum drawdown of -45.15%. Use the drawdown chart below to compare losses from any high point for XRH0.L and 0GZB.DE.


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Drawdown Indicators


XRH0.L0GZB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-85.90%

-45.15%

-40.75%

Max Drawdown (1Y)

Largest decline over 1 year

-34.33%

-14.66%

-19.67%

Max Drawdown (3Y)

Largest decline over 3 years

-46.87%

-18.57%

-28.30%

Max Drawdown (5Y)

Largest decline over 5 years

-82.47%

-42.85%

-39.62%

Max Drawdown (10Y)

Largest decline over 10 years

-85.90%

Current Drawdown

Current decline from peak

-61.74%

-3.05%

-58.69%

Average Drawdown

Average peak-to-trough decline

-51.31%

-15.40%

-35.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.81%

4.71%

+13.10%

Volatility

XRH0.L vs. 0GZB.DE - Volatility Comparison

Xtrackers Physical Rhodium ETC (XRH0.L) has a higher volatility of 12.10% compared to BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC (0GZB.DE) at 7.03%. This indicates that XRH0.L's price experiences larger fluctuations and is considered to be riskier than 0GZB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRH0.L0GZB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

7.03%

+5.07%

Volatility (6M)

Calculated over the trailing 6-month period

52.72%

18.37%

+34.35%

Volatility (1Y)

Calculated over the trailing 1-year period

71.00%

22.07%

+48.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.08%

24.02%

+40.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.25%

23.76%

+40.49%

XRH0.L vs. 0GZB.DE - Expense Ratio Comparison

XRH0.L has a 0.95% expense ratio, which is lower than 0GZB.DE's 1.20% expense ratio.


Dividends

XRH0.L vs. 0GZB.DE - Dividend Comparison

Neither XRH0.L nor 0GZB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XRH0.L and 0GZB.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XRH0.L is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRH0.L is cheaper with a 0.95% expense ratio, compared with 1.20% for 0GZB.DE.

XRH0.L tracks Rhodium, while 0GZB.DE tracks RICI Enhanced Copper (EUR Hedged). They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.95% for XRH0.L and 1.20% for 0GZB.DE.

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