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YGLD.DE vs. ^SP600
Performance
Return for Risk
Drawdowns
Volatility

Performance

YGLD.DE vs. ^SP600 - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Gold + Yield ETP (YGLD.DE) and S&P 600 (^SP600). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

YGLD.DE is traded in EUR, while ^SP600 is traded in USD. To make them comparable, the ^SP600 values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, YGLD.DE achieves a -5.17% return, which is significantly lower than ^SP600's 17.38% return.


YGLD.DE

1D
-0.03%
1M
-1.25%
YTD
-5.17%
6M
-1.72%
1Y
16.88%
3Y*
5Y*
10Y*

^SP600

1D
1.13%
1M
2.04%
YTD
17.38%
6M
15.23%
1Y
29.22%
3Y*
10.71%
5Y*
5.21%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YGLD.DE vs. ^SP600 - Yearly Performance Comparison


2026 (YTD)20252024
YGLD.DE
IncomeShares Gold + Yield ETP
-5.17%41.92%-7.11%
^SP600
S&P 600
17.38%-8.14%-5.36%

Correlation

The correlation between YGLD.DE and ^SP600 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 (All Time)
Calculated using the full available price history since Nov 12, 2024

0.08

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Return for Risk

YGLD.DE vs. ^SP600 — Risk / Return Rank

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

YGLD.DE
YGLD.DE Risk / Return Rank: 2121
Overall Rank
YGLD.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YGLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
YGLD.DE Omega Ratio Rank: 2626
Omega Ratio Rank
YGLD.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
YGLD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

^SP600
^SP600 Risk / Return Rank: 7171
Overall Rank
^SP600 Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
^SP600 Sortino Ratio Rank: 6868
Sortino Ratio Rank
^SP600 Omega Ratio Rank: 6060
Omega Ratio Rank
^SP600 Calmar Ratio Rank: 8787
Calmar Ratio Rank
^SP600 Martin Ratio Rank: 7777
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.

YGLD.DE vs. ^SP600 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP (YGLD.DE) and S&P 600 (^SP600). 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.


YGLD.DE^SP600Difference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratioReturn relative to maximum drawdown

0.99

4.20

-3.20

Martin ratioReturn relative to average drawdown

1.95

13.39

-11.43

YGLD.DE vs. ^SP600 - Sharpe Ratio Comparison

The current YGLD.DE Sharpe Ratio is 0.56, which is lower than the ^SP600 Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of YGLD.DE and ^SP600, 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


YGLD.DE^SP600Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.70

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.36

+0.23

Drawdowns

YGLD.DE vs. ^SP600 - Drawdown Comparison

The maximum YGLD.DE drawdown since its inception was -16.94%, smaller than the maximum ^SP600 drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for YGLD.DE and ^SP600.


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Drawdown Indicators


YGLD.DE^SP600Difference

Max Drawdown

Largest peak-to-trough decline

-16.94%

-53.95%

+37.01%

Max Drawdown (1Y)

Largest decline over 1 year

-16.94%

-6.99%

-9.95%

Max Drawdown (3Y)

Largest decline over 3 years

-32.09%

Max Drawdown (5Y)

Largest decline over 5 years

-32.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

Current Drawdown

Current decline from peak

-15.27%

-0.34%

-14.93%

Average Drawdown

Average peak-to-trough decline

-5.54%

-10.72%

+5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

2.19%

+6.43%

Volatility

YGLD.DE vs. ^SP600 - Volatility Comparison

IncomeShares Gold + Yield ETP (YGLD.DE) has a higher volatility of 6.19% compared to S&P 600 (^SP600) at 3.80%. This indicates that YGLD.DE's price experiences larger fluctuations and is considered to be riskier than ^SP600 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YGLD.DE^SP600Difference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

3.80%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

17.41%

11.51%

+5.90%

Volatility (1Y)

Calculated over the trailing 1-year period

29.80%

17.27%

+12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.34%

21.07%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.34%

23.49%

+2.85%

Frequently Asked Questions


YGLD.DE and ^SP600 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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