Xtrackers Physical Gold EUR Hedged ETC

10-Year Study

XAD1.XETRA · · DE · ETF

Executive Summary: Xtrackers Physical Gold EUR Hedged ETC has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 20.9% and an annualized volatility of 14.1%.

1Y CAGR
+46.2%
3Y CAGR
+31.9%
5Y CAGR
+17.4%
10Y CAGR
+11.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
20.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.97
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +62.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -5.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.55.1-12.03.8————————8.0%
20256.91.39.15.7-0.8-0.50.04.211.03.65.44.362.5%
2024-0.9-0.48.53.21.1-0.23.83.24.84.0-3.1-1.724.0%
20235.6-5.57.90.4-1.2-3.02.5-1.8-4.67.22.11.110.2%
2022-0.55.92.2-2.1-3.6-2.0-2.8-2.7-3.1-2.46.83.4-1.9%
2021-1.4-7.4-1.23.67.7-7.53.0-1.0-2.80.9-0.41.5-5.7%
20204.6-0.11.15.61.82.710.5-0.6-3.7-1.2-5.35.421.5%
20193.0-0.8-1.8-1.31.08.20.86.7-4.32.7-3.33.014.0%
20183.0-1.9-0.0-0.9-1.2-4.2-2.6-2.1-1.01.50.14.4-4.9%
20174.43.4-1.21.7-0.3-1.00.63.5-2.7-0.8-0.31.28.8%
2016———4.5-6.48.72.0-3.30.9-3.8-8.3-1.4-7.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.1%. The dominant macroeconomic risk driver is GLD.US, accounting for 81.1% of variance. Idiosyncratic stock-specific factors contribute 2.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110454.496730624931
2016-05-019782.398970950799
2016-06-0110634.580340872546
2016-07-0110847.893664915853
2016-08-0110488.798370672097
2016-09-0110580.984028298852
2016-10-0110183.299389002037
2016-11-019334.333797834708
2016-12-019205.70264765784
2017-01-019610.890770714974
2017-02-019942.115982420408
2017-03-019826.347947261229
2017-04-019990.352663736734
2017-05-019963.554507449886
2017-06-019862.793439811341
2017-07-019921.749383642406
2017-08-0110273.341194125844
2017-09-019997.85614749705
2017-10-019921.749383642406
2017-11-019896.023153607031
2017-12-0110017.150820023582
2018-01-0110322.649801693642
2018-02-0110126.487297673919
2018-03-0110125.415371422443
2018-04-0110032.157787544216
2018-05-019912.10204737914
2018-06-019498.338514310215
2018-07-019253.939328974166
2018-08-019062.600493086074
2018-09-018970.950798585056
2018-10-019109.765248150927
2018-11-019118.340658162719
2018-12-019521.92089184264
2019-01-019805.981348483223
2019-02-019732.018437131526
2019-03-019555.686568764067
2019-04-019435.094865473255
2019-05-019529.42437560296
2019-06-0110308.714760424482
2019-07-0110393.396934290919
2019-08-0111086.933218994533
2019-09-0110612.069889591596
2019-10-0110897.202272483653
2019-11-0110533.283310108263
2019-12-0110852.181369921747
2020-01-0111349.555150605636
2020-02-0111335.620109336478
2020-03-0111462.107407010399
2020-04-0112102.047379140315
2020-05-0112315.36070318362
2020-06-0112645.51398863758
2020-07-0113975.774466716688
2020-08-0113895.379997856146
2020-09-0113374.42383963983
2020-10-0113217.922606924643
2020-11-0112511.523207203343
2020-12-0113184.692893128951
2021-01-0113002.46543037839
2021-02-0112034.516025297458
2021-03-0111890.877907599957
2021-04-0112320.720334440988
2021-05-0113270.446993246862
2021-06-0112273.555579376138
2021-07-0112646.585914889054
2021-08-0112525.458248472503
2021-09-0112180.29799549791
2021-10-0112291.778325651194
2021-11-0112245.685496837817
2021-12-0112432.200664594275
2022-01-0112364.66931075142
2022-02-0113088.2195304963
2022-03-0113371.208060885408
2022-04-0113090.363382999249
2022-05-0112615.500053596312
2022-06-0112359.30967949405
2022-07-0112008.789795262084
2022-08-0111681.852288562546
2022-09-0111323.828920570264
2022-10-0111048.34387394147
2022-11-0111797.620323721727
2022-12-0112194.233036767071
2023-01-0112880.265837710365
2023-02-0112171.722585486117
2023-03-0113136.456211812627
2023-04-0113186.836745631901
2023-05-0113034.623217922604
2023-06-0112647.657841140528
2023-07-0112966.019937828274
2023-08-0112733.41194125844
2023-09-0112145.996355450745
2023-10-0113019.61625040197
2023-11-0113290.813592024868
2023-12-0113432.307857219423
2024-01-0113311.180190802872
2024-02-0113253.296173223282
2024-03-0114373.459106013506
2024-04-0114839.747025404651
2024-05-0115010.183299389002
2024-06-0114983.385143102154
2024-07-0115553.649908886267
2024-08-0116044.592132061312
2024-09-0116819.59481187694
2024-10-0117488.476792796653
2024-11-0116951.44174080823
2024-12-0116655.590095401436
2025-01-0117802.551184478507
2025-02-0118037.303033551292
2025-03-0119675.20634580341
2025-04-0120791.081573587737
2025-05-0120634.580340872544
2025-06-0120538.106978239895
2025-07-0120547.754314503163
2025-08-0121404.22338943081
2025-09-0123768.892700182227
2025-10-0124630.72140636724
2025-11-0125949.190695680136
2025-12-0127072.569407224782
2026-01-0130444.849394361663
2026-02-0131990.567048987028
2026-03-0128165.934183728157
2026-04-0129224.997320184368
Annual Return Matrix
YearAnnual Return
20170.08814625058220793
2018-0.04943820224719109
20190.13970505459867155
20200.214934808376136
2021-0.05707317073170726
2022-0.0191412312467667
20230.10152953586497881
20240.2399648870800415
20250.6254344188441241
20260.07950585999366488
Total Factor Risk
0.1413230922371806
VTI.US Exposure
-0.01577194036513846
VEA.US Exposure
-0.013804239053940516
VWO.US Exposure
0.00026194721707157784
QQQ.US Exposure
0.01679561870703186
VTV.US Exposure
0.006942296879818605
IJR.US Exposure
0.007044821374419568
QUAL.US Exposure
-0.0031169591174609267
SHV.US Exposure
0.1236228465509617
TLT.US Exposure
0.0077892983640387515
LQD.US Exposure
0.003236826992674248
HYG.US Exposure
-0.004689877459725254
GLD.US Exposure
0.8113380322590069
USO.US Exposure
-0.007493774319390394
VNQ.US Exposure
0.007446946433013346
BTC-USD.CC Exposure
0.0018193620449327066
CPER.US Exposure
0.011379204297901176
VIX.INDX Exposure
0.0008606364854736198
UUP.US Exposure
0.026804455515036824
TIP.US Exposure
-0.0029532282111129856
Idiosyncratic Exposure
0.022487725405387744
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+15.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers Physical Gold EUR Hedged ETC a high-risk investment?

Xtrackers Physical Gold EUR Hedged ETC (XAD1.XETRA) has an annualized volatility of 14.1% and experienced a maximum drawdown of 20.9% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of XAD1.XETRA?

Over the past 10 years, XAD1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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