XSEN.L vs. GC=F
XSEN.L (Xtrackers MSCI USA Energy UCITS ETF 1D) is Energy Equities fund tracking the MSCI World/Energy NR USD, while GC=F (Gold Futures) is an asset. Over the past 5 years, XSEN.L returned 21.37%/yr vs 20.25%/yr for GC=F. At a 0.02 correlation, their price movements are largely independent.
Performance
XSEN.L vs. GC=F - Performance Comparison
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Different Trading Currencies
XSEN.L is traded in GBp, while GC=F is traded in USD. To make them comparable, the GC=F values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSEN.L achieves a 30.06% return, which is significantly higher than GC=F's 4.51% return.
XSEN.L
- 1D
- -0.32%
- 1M
- -0.61%
- YTD
- 30.06%
- 6M
- 28.04%
- 1Y
- 45.70%
- 3Y*
- 14.11%
- 5Y*
- 21.37%
- 10Y*
- —
GC=F
- 1D
- 1.48%
- 1M
- -0.27%
- YTD
- 4.51%
- 6M
- 6.16%
- 1Y
- 34.76%
- 3Y*
- 28.68%
- 5Y*
- 20.25%
- 10Y*
- 14.57%
XSEN.L vs. GC=F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSEN.L Xtrackers MSCI USA Energy UCITS ETF 1D | 30.06% | 1.87% | 6.67% | -5.89% | 82.86% | 50.90% | -35.95% | 5.01% | -12.11% |
GC=F Gold Futures | 4.51% | 52.80% | 29.71% | 7.67% | 11.41% | -2.55% | 20.93% | 14.35% | 5.62% |
Correlation
The correlation between XSEN.L and GC=F is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018 | 0.02 |
The correlation between XSEN.L and GC=F shifts across timeframes, from -0.07 (1 year) to 0.06 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XSEN.L vs. GC=F — Risk / Return Rank
XSEN.L
GC=F
XSEN.L vs. GC=F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) and Gold Futures (GC=F). 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.
| XSEN.L | GC=F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.98 | +0.77 |
| Martin ratioReturn relative to average drawdown | 8.57 | 5.00 | +3.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSEN.L | GC=F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.31 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 1.16 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.69 | -0.35 |
Drawdowns
XSEN.L vs. GC=F - Drawdown Comparison
The maximum XSEN.L drawdown since its inception was -62.46%, which is greater than GC=F's maximum drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for XSEN.L and GC=F.
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Drawdown Indicators
| XSEN.L | GC=F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.46% | -40.62% | -21.84% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | -16.99% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -16.99% | -6.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.04% | -16.99% | -7.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.25% | — |
Current DrawdownCurrent decline from peak | -9.31% | -15.05% | +5.74% |
Average DrawdownAverage peak-to-trough decline | -17.79% | -12.19% | -5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.32% | 6.82% | -1.50% |
Volatility
XSEN.L vs. GC=F - Volatility Comparison
Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) has a higher volatility of 9.04% compared to Gold Futures (GC=F) at 4.26%. This indicates that XSEN.L's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSEN.L | GC=F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 4.26% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 20.50% | 22.29% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.79% | 25.67% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.01% | 17.38% | +8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.43% | 17.07% | +12.36% |
Frequently Asked Questions
XSEN.L and GC=F have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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