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YGLD.DE vs. GBSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YGLD.DE vs. GBSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Gold + Yield ETP (YGLD.DE) and WisdomTree Physical Gold EUR Daily Hedged (GBSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YGLD.DE achieves a -5.17% return, which is significantly lower than GBSE.DE's 0.31% return.


YGLD.DE

1D
-0.03%
1M
-2.44%
YTD
-5.17%
6M
-2.21%
1Y
17.39%
3Y*
5Y*
10Y*

GBSE.DE

1D
0.75%
1M
-2.43%
YTD
0.31%
6M
4.63%
1Y
28.73%
3Y*
28.22%
5Y*
15.61%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YGLD.DE vs. GBSE.DE - Yearly Performance Comparison


2026 (YTD)20252024
YGLD.DE
IncomeShares Gold + Yield ETP
-5.17%41.92%-7.11%
GBSE.DE
WisdomTree Physical Gold EUR Daily Hedged
0.31%62.87%-0.10%

Correlation

The correlation between YGLD.DE and GBSE.DE is 0.72, 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

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2024

0.72

The correlation between YGLD.DE and GBSE.DE has been stable across timeframes, ranging from 0.72 to 0.72 - a consistent structural relationship.

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Return for Risk

YGLD.DE vs. GBSE.DE — 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

GBSE.DE
GBSE.DE Risk / Return Rank: 3232
Overall Rank
GBSE.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GBSE.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
GBSE.DE Omega Ratio Rank: 3434
Omega Ratio Rank
GBSE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
GBSE.DE Martin Ratio Rank: 2929
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. GBSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP (YGLD.DE) and WisdomTree Physical Gold EUR Daily Hedged (GBSE.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.


YGLD.DEGBSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratioReturn relative to maximum drawdown

0.99

1.63

-0.64

Martin ratioReturn relative to average drawdown

1.95

4.08

-2.13

YGLD.DE vs. GBSE.DE - Sharpe Ratio Comparison

The current YGLD.DE Sharpe Ratio is 0.56, which is lower than the GBSE.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of YGLD.DE and GBSE.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


YGLD.DEGBSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.16

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.31

+0.27

Drawdowns

YGLD.DE vs. GBSE.DE - Drawdown Comparison

The maximum YGLD.DE drawdown since its inception was -16.94%, smaller than the maximum GBSE.DE drawdown of -38.38%. Use the drawdown chart below to compare losses from any high point for YGLD.DE and GBSE.DE.


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Drawdown Indicators


YGLD.DEGBSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.94%

-38.38%

+21.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.94%

-17.55%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.71%

Max Drawdown (10Y)

Largest decline over 10 years

-24.45%

Current Drawdown

Current decline from peak

-15.27%

-16.18%

+0.91%

Average Drawdown

Average peak-to-trough decline

-5.54%

-18.88%

+13.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

7.02%

+1.60%

Volatility

YGLD.DE vs. GBSE.DE - Volatility Comparison

IncomeShares Gold + Yield ETP (YGLD.DE) and WisdomTree Physical Gold EUR Daily Hedged (GBSE.DE) have volatilities of 6.19% and 5.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YGLD.DEGBSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

5.93%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

17.41%

21.62%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

29.80%

24.64%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.34%

17.12%

+9.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.34%

15.50%

+10.84%

YGLD.DE vs. GBSE.DE - Expense Ratio Comparison

YGLD.DE has a 0.35% expense ratio, which is higher than GBSE.DE's 0.12% expense ratio.


Dividends

YGLD.DE vs. GBSE.DE - Dividend Comparison

YGLD.DE's dividend yield for the trailing twelve months is around 6.24%, while GBSE.DE has not paid dividends to shareholders.


PositionTTM2025
GBSE.DE
WisdomTree Physical Gold EUR Daily Hedged
0.00%0.00%
YGLD.DE
IncomeShares Gold + Yield ETP
6.24%6.36%

Frequently Asked Questions


YGLD.DE and GBSE.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GBSE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBSE.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for YGLD.DE.

YGLD.DE is categorized as Derivative Income, while GBSE.DE is Gold. They also come from different issuers: Leverage Shares and WisdomTree. Their fees differ too: 0.35% for YGLD.DE and 0.12% for GBSE.DE.

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