ZGLD.SW vs. PHYS
Compare and contrast key facts about Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and Sprott Physical Gold Trust (PHYS).
ZGLD.SW is a passively managed fund by Swisscanto that tracks the performance of the Gold Bullion. It was launched on Mar 14, 2006.
Performance
ZGLD.SW vs. PHYS - Performance Comparison
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ZGLD.SW vs. PHYS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZGLD.SW Swisscanto (CH) Gold ETF EA CHF | 7.40% | 45.59% | 35.04% | 3.06% | 0.89% | -1.00% | 12.95% | 16.46% | -1.49% | 7.06% |
PHYS Sprott Physical Gold Trust | 7.93% | 43.26% | 36.39% | 2.86% | -0.47% | -2.03% | 13.44% | 16.13% | -1.70% | 7.99% |
Different Trading Currencies
ZGLD.SW is traded in CHF, while PHYS is traded in USD. To make them comparable, the PHYS values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZGLD.SW achieves a 7.40% return, which is significantly lower than PHYS's 7.93% return. Both investments have delivered pretty close results over the past 10 years, with ZGLD.SW having a 11.79% annualized return and PHYS not far behind at 11.36%.
ZGLD.SW
- 1D
- 2.20%
- 1M
- -7.99%
- YTD
- 7.40%
- 6M
- 20.65%
- 1Y
- 34.02%
- 3Y*
- 26.57%
- 5Y*
- 17.33%
- 10Y*
- 11.79%
PHYS
- 1D
- 3.72%
- 1M
- -8.35%
- YTD
- 7.93%
- 6M
- 20.03%
- 1Y
- 32.89%
- 3Y*
- 25.96%
- 5Y*
- 17.21%
- 10Y*
- 11.36%
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Return for Risk
ZGLD.SW vs. PHYS — Risk / Return Rank
ZGLD.SW
PHYS
ZGLD.SW vs. PHYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and Sprott Physical Gold Trust (PHYS). 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.
| ZGLD.SW | PHYS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.25 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.65 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 1.98 | +0.29 |
Martin ratioReturn relative to average drawdown | 8.74 | 6.98 | +1.77 |
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
| ZGLD.SW | PHYS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.25 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 1.05 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.77 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.37 | +0.13 |
Correlation
The correlation between ZGLD.SW and PHYS is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ZGLD.SW vs. PHYS - Dividend Comparison
Neither ZGLD.SW nor PHYS has paid dividends to shareholders.
Drawdowns
ZGLD.SW vs. PHYS - Drawdown Comparison
The maximum ZGLD.SW drawdown since its inception was -38.49%, smaller than the maximum PHYS drawdown of -40.67%. Use the drawdown chart below to compare losses from any high point for ZGLD.SW and PHYS.
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Drawdown Indicators
| ZGLD.SW | PHYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.49% | -48.16% | +9.67% |
Max Drawdown (1Y)Largest decline over 1 year | -16.91% | -19.35% | +2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -16.94% | -21.80% | +4.86% |
Max Drawdown (10Y)Largest decline over 10 years | -16.94% | -23.75% | +6.81% |
Current DrawdownCurrent decline from peak | -10.76% | -13.41% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -14.24% | -21.07% | +6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 5.33% | -0.94% |
Volatility
ZGLD.SW vs. PHYS - Volatility Comparison
Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and Sprott Physical Gold Trust (PHYS) have volatilities of 11.14% and 11.08%, 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
| ZGLD.SW | PHYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.14% | 11.08% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 20.66% | 23.75% | -3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.60% | 26.45% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 16.51% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.01% | 14.86% | -0.85% |