Xtrackers IE Physical Gold GBP Hedged ETC Securities 6

10-Year Study

XGDG.LSE · · GB · ETF

Executive Summary: Xtrackers IE Physical Gold GBP Hedged ETC Securities 6 has compounded at 16.8% annually over the last 10 years, with a maximum drawdown of 20.2% and an annualized volatility of 15.1%.

1Y CAGR
+49.2%
3Y CAGR
+34.0%
5Y CAGR
+19.1%
10Y CAGR
+16.8%

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 →
20.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +63.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -5.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.44.9-11.93.9————————10.8%
20257.41.49.55.7-0.7-0.00.24.411.23.85.52.363.1%
2024-1.0-0.38.43.61.3-0.23.93.45.04.1-3.1-1.825.2%
20235.8-5.58.10.4-1.0-3.02.6-1.5-4.67.32.21.311.5%
2022-1.05.82.2-2.0-3.5-1.9-2.6-2.7-3.0-2.36.73.5-1.4%
2021-2.1-7.4-1.23.67.2-7.03.1-1.2-2.50.9-0.11.9-5.5%
2020—————2.110.6-1.0-3.7-1.0-5.76.36.9%

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 15.1%. The dominant macroeconomic risk driver is GLD.US, accounting for 66.9% of variance. Idiosyncratic stock-specific factors contribute 3.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-05-0110000
2020-06-0110213.655889667645
2020-07-0111297.761700203482
2020-08-0111182.455347049514
2020-09-0110765.317657698395
2020-10-0110657.924485643229
2020-11-0110052.000904363555
2020-12-0110686.185846710376
2021-01-0110463.486321501243
2021-02-019691.385937146733
2021-03-019574.94912955008
2021-04-019923.129097897356
2021-05-0110638.706760117566
2021-06-019892.606827944834
2021-07-0110203.481799683474
2021-08-0110081.392719873389
2021-09-019833.823196925165
2021-10-019917.476825683925
2021-11-019909.563644585123
2021-12-0110098.349536513677
2022-01-019995.478182229255
2022-02-0110579.923129097897
2022-03-0110816.188107619262
2022-04-0110596.879945738187
2022-05-0110226.090888537192
2022-06-0110030.52226995252
2022-07-019772.778657020122
2022-08-019505.991408546237
2022-09-019221.116888989374
2022-10-019011.98281709247
2022-11-019619.036852814832
2022-12-019957.042731177933
2023-01-0110530.183133619716
2023-02-019955.912276735247
2023-03-0110758.534931042279
2023-04-0110802.622654307033
2023-05-0110689.577210038435
2023-06-0110374.180420529054
2023-07-0110645.489486773682
2023-08-0110484.964955912277
2023-09-019997.739091114629
2023-10-0110723.490843319014
2023-11-0110956.364458512322
2023-12-0111102.19308161881
2024-01-0110992.539000678273
2024-02-0110958.625367397693
2024-03-0111878.815283744065
2024-04-0112301.605245308614
2024-05-0112459.86886728465
2024-06-0112434.998869545558
2024-07-0112916.572462129776
2024-08-0113352.927877006558
2024-09-0114019.895998191272
2024-10-0114598.688672846485
2024-11-0114151.028713542844
2024-12-0113895.546009495818
2025-01-0114921.998643454668
2025-02-0115132.263169794258
2025-03-0116574.723038661545
2025-04-0117522.043861632377
2025-05-0117395.43296405155
2025-06-0117388.65023739543
2025-07-0117418.042052905268
2025-08-0118191.272891702465
2025-09-0120230.612706307937
2025-10-0121001.582636219762
2025-11-0122161.428894415556
2025-12-0122670.133393624237
2026-01-0126172.28125706534
2026-02-0127442.912050644358
2026-03-0124166.85507574045
2026-04-0125111.91498982591
Annual Return Matrix
YearAnnual Return
2021-0.05500899185443775
2022-0.013993059442516498
20230.11500908265213439
20240.25160370634354945
20250.6314676212170518
20260.10770918519996009
Total Factor Risk
0.15098726945849753
VTI.US Exposure
-0.009388198597930743
VEA.US Exposure
-0.020681355211696548
VWO.US Exposure
-0.0009396894726117269
QQQ.US Exposure
0.020119657434318206
VTV.US Exposure
0.008930000275969465
IJR.US Exposure
0.007693828770870668
QUAL.US Exposure
-0.005210523941015539
SHV.US Exposure
0.24095522584415627
TLT.US Exposure
0.0061616684054311985
LQD.US Exposure
0.007667474889018735
HYG.US Exposure
-0.0025883631704867833
GLD.US Exposure
0.6687664152798717
USO.US Exposure
-0.006391723830956849
VNQ.US Exposure
0.00861099154231945
BTC-USD.CC Exposure
0.0014082771629207078
CPER.US Exposure
0.008013223579413383
VIX.INDX Exposure
0.0007590251897508132
UUP.US Exposure
0.041108610077434105
TIP.US Exposure
-0.00544243097633284
Idiosyncratic Exposure
0.03044788674955622
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
15.1%

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 →
-1.6%
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 →
+16.8%
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 →
10.0% 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 IE Physical Gold GBP Hedged ETC Securities 6 a high-risk investment?

Xtrackers IE Physical Gold GBP Hedged ETC Securities 6 (XGDG.LSE) has an annualized volatility of 15.1% and experienced a maximum drawdown of 20.2% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of XGDG.LSE?

Over the past 10 years, XGDG.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.8%. It has had a positive return in 67% 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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