YGLD.DE vs. GC=F

Last updated Jun 26, 2026

YGLD.DE (IncomeShares Gold + Yield ETP) is Derivative Income fund actively managed by Leverage Shares, while GC=F (Gold Futures) is an asset.

Performance

YGLD.DE vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Gold + Yield ETP (YGLD.DE) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

YGLD.DE

• 1D: 0.00%
• 1M: -6.80%
• YTD: -11.04%
• 6M: -12.14%
• 1Y: 13.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YGLD.DE vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024
YGLD.DE IncomeShares Gold + Yield ETP	-11.04%	41.94%	-7.11%
GC=F Gold Futures	0.00%	0.00%	0.00%

Return for Risk

YGLD.DE vs. GC=F — 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: 17
YGLD.DE Sharpe Ratio Rank: 16
YGLD.DE Sortino Ratio Rank: 15
YGLD.DE Omega Ratio Rank: 21
YGLD.DE Calmar Ratio Rank: 17
YGLD.DE Martin Ratio Rank: 15

GC=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP (YGLD.DE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	YGLD.DE	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	0.43	—	—
Sortino ratio: Return per unit of downside risk	0.76	—	—
Omega ratio: Gain probability vs. loss probability	1.14	—	—
Calmar ratio: Return relative to maximum drawdown	0.62	—	—
Martin ratio: Return relative to average drawdown	1.35	—	—

Drawdowns

Drawdown Indicators

	YGLD.DE	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-21.11%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-21.11%	—	—
Current Drawdown Current decline from peak	-20.51%	—	—
Average Drawdown Average peak-to-trough decline	-6.04%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	9.70%	—	—

Volatility

Volatility by Period

	YGLD.DE	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.31%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	30.24%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.52%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.52%	—	—