XSLE.DE vs. IGLD
XSLE.DE (Xtrackers IE Physical Silver (EUR Hedged) ETC Securities) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both exchange-traded funds - XSLE.DE is a Silver fund tracking the LBMA Silver Price (EUR Hedged), while IGLD is a Precious Metals fund actively managed by First Trust. XSLE.DE is passively managed, while IGLD is actively managed. Over the past 5 years, XSLE.DE returned 16.90%/yr vs 14.26%/yr for IGLD. At a 0.43 correlation, their price movements are largely independent. XSLE.DE charges 0.73%/yr vs 0.85%/yr for IGLD.
Performance
XSLE.DE vs. IGLD - Performance Comparison
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Different Trading Currencies
XSLE.DE is traded in EUR, while IGLD is traded in USD. To make them comparable, the IGLD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSLE.DE achieves a -5.59% return, which is significantly lower than IGLD's 3.69% return.
XSLE.DE
- 1D
- 0.53%
- 1M
- -0.03%
- YTD
- -5.59%
- 6M
- 25.87%
- 1Y
- 104.34%
- 3Y*
- 40.82%
- 5Y*
- 16.90%
- 10Y*
- —
IGLD
- 1D
- 0.68%
- 1M
- -0.31%
- YTD
- 3.69%
- 6M
- 5.58%
- 1Y
- 23.05%
- 3Y*
- 19.76%
- 5Y*
- 14.26%
- 10Y*
- —
XSLE.DE vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XSLE.DE Xtrackers IE Physical Silver (EUR Hedged) ETC Securities | -5.59% | 149.28% | 20.14% | -4.86% | 0.29% | -15.16% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 3.69% | 29.96% | 27.24% | 5.97% | 3.72% | 10.67% |
Correlation
The correlation between XSLE.DE and IGLD is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021 | 0.43 |
The correlation between XSLE.DE and IGLD shifts across timeframes, from 0.42 (5 years) to 0.53 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XSLE.DE vs. IGLD — Risk / Return Rank
XSLE.DE
IGLD
XSLE.DE vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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.
| XSLE.DE | IGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.22 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.41 | +1.10 |
| Martin ratioReturn relative to average drawdown | 5.40 | 3.67 | +1.73 |
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
| XSLE.DE | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.05 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.99 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.06 | -0.42 |
Drawdowns
XSLE.DE vs. IGLD - Drawdown Comparison
The maximum XSLE.DE drawdown since its inception was -42.43%, which is greater than IGLD's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for XSLE.DE and IGLD.
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Drawdown Indicators
| XSLE.DE | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.43% | -16.45% | -25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -41.35% | -16.45% | -24.90% |
Max Drawdown (3Y)Largest decline over 3 years | -41.35% | -16.45% | -24.90% |
Max Drawdown (5Y)Largest decline over 5 years | -41.35% | -16.45% | -24.90% |
Current DrawdownCurrent decline from peak | -36.50% | -13.90% | -22.60% |
Average DrawdownAverage peak-to-trough decline | -18.29% | -3.91% | -14.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.25% | 6.30% | +12.95% |
Volatility
XSLE.DE vs. IGLD - Volatility Comparison
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) has a higher volatility of 17.13% compared to FT Cboe Vest Gold Strategy Target Income ETF (IGLD) at 4.26%. This indicates that XSLE.DE's price experiences larger fluctuations and is considered to be riskier than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSLE.DE | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.13% | 4.26% | +12.87% |
Volatility (6M)Calculated over the trailing 6-month period | 53.94% | 19.83% | +34.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.40% | 22.14% | +34.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.13% | 14.43% | +20.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.05% | 14.22% | +20.83% |
XSLE.DE vs. IGLD - Expense Ratio Comparison
XSLE.DE has a 0.73% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Dividends
XSLE.DE vs. IGLD - Dividend Comparison
XSLE.DE has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 17.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 17.77% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% |
XSLE.DE Xtrackers IE Physical Silver (EUR Hedged) ETC Securities | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSLE.DE and IGLD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSLE.DE is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSLE.DE is cheaper with a 0.73% expense ratio, compared with 0.85% for IGLD.
XSLE.DE is categorized as Silver, while IGLD is Precious Metals. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.73% for XSLE.DE and 0.85% for IGLD.
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