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ZGLD.SW vs. PHYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGLD.SW vs. PHYS - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and Sprott Physical Gold Trust (PHYS). The values are adjusted to include any dividend payments, if applicable.

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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 -5.92% return, which is significantly higher than PHYS's -6.28% return. Over the past 10 years, ZGLD.SW has outperformed PHYS with an annualized return of 9.15%, while PHYS has yielded a comparatively lower 8.58% annualized return.


ZGLD.SW

1D
0.00%
1M
-8.26%
YTD
-5.92%
6M
-7.87%
1Y
20.65%
3Y*
23.09%
5Y*
14.20%
10Y*
9.15%

PHYS

1D
0.84%
1M
-8.43%
YTD
-6.28%
6M
-9.14%
1Y
19.73%
3Y*
22.66%
5Y*
13.65%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGLD.SW vs. PHYS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZGLD.SW
Swisscanto (CH) Gold ETF EA CHF
-5.92%45.59%35.04%3.06%0.89%-1.00%12.95%16.46%-1.49%7.06%
PHYS
Sprott Physical Gold Trust
-6.28%43.26%36.39%2.86%-0.47%-2.03%13.44%16.13%-1.70%7.99%

Correlation

The correlation between ZGLD.SW and PHYS is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2010

0.71

The correlation between ZGLD.SW and PHYS has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.

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Return for Risk

ZGLD.SW vs. PHYS — Risk / Return Rank

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

ZGLD.SW
ZGLD.SW Risk / Return Rank: 2525
Overall Rank
ZGLD.SW Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ZGLD.SW Sortino Ratio Rank: 2525
Sortino Ratio Rank
ZGLD.SW Omega Ratio Rank: 2828
Omega Ratio Rank
ZGLD.SW Calmar Ratio Rank: 2222
Calmar Ratio Rank
ZGLD.SW Martin Ratio Rank: 2323
Martin Ratio Rank

PHYS
PHYS Risk / Return Rank: 6161
Overall Rank
PHYS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PHYS Sortino Ratio Rank: 5757
Sortino Ratio Rank
PHYS Omega Ratio Rank: 6060
Omega Ratio Rank
PHYS Calmar Ratio Rank: 6060
Calmar Ratio Rank
PHYS Martin Ratio Rank: 6363
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.

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.

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.


ZGLD.SWPHYSDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.18

1.16

+0.01

Calmar ratioReturn relative to maximum drawdown

0.96

0.85

+0.10

Martin ratioReturn relative to average drawdown

2.65

2.33

+0.32

ZGLD.SW vs. PHYS - Sharpe Ratio Comparison

The current ZGLD.SW Sharpe Ratio is 0.88, which is comparable to the PHYS Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ZGLD.SW and PHYS, 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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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.SWPHYSDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-40.67%

+2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-21.83%

-23.20%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

-23.20%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

-23.20%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-21.83%

-23.20%

+1.37%

Current Drawdown

Current decline from peak

-21.83%

-22.55%

+0.72%

Average Drawdown

Average peak-to-trough decline

-14.84%

-17.90%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.92%

8.49%

-0.57%

Volatility

ZGLD.SW vs. PHYS - Volatility Comparison

Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and Sprott Physical Gold Trust (PHYS) have volatilities of 7.59% and 7.38%, 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.SWPHYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

7.38%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

20.94%

23.06%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

23.76%

26.43%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

17.01%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.10%

14.86%

-0.76%

Dividends

ZGLD.SW vs. PHYS - Dividend Comparison

Neither ZGLD.SW nor PHYS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZGLD.SW and PHYS have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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