YGLD.DE vs. ^SP600
YGLD.DE (IncomeShares Gold + Yield ETP) is Derivative Income fund actively managed by Leverage Shares, while ^SP600 (S&P 600) is an index. Over the past year, YGLD.DE returned 16.88% vs 29.22% for ^SP600. At a 0.08 correlation, their price movements are largely independent.
Performance
YGLD.DE vs. ^SP600 - Performance Comparison
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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%
YGLD.DE vs. ^SP600 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
YGLD.DE
^SP600
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 | ^SP600 | Difference | |
|---|---|---|---|
| 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 |
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
| YGLD.DE | ^SP600 | Difference | |
|---|---|---|---|
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 | ^SP600 | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -15.27% | -0.34% | -14.93% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -10.72% | +5.18% |
Ulcer IndexDepth 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 | ^SP600 | Difference | |
|---|---|---|---|
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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