Best way to handle this ground loop

This might have been questioned a lot but I can’t find a proper answer for this: 
I have two components that form a ground loop together. Both my integrated amp and my cd player are grounded and they’re connected through RCA cables.
I did all sorts of things to try and prevent this ground loop (all power cables in one strip, tried different wall sockets, even different power circuits), but nothing helped except removing the ground plug from the cd player (or the amp of course). As I saw it, it now has one route to ground, right?
So my question is, did I do the right thing here? Can’t it damage the equipment like this? Or should I have taken an other route?
Are there for example RCA cables that break this ground loop also? Please advice..

I wish I could buy a HumX but I live in Europe and it’s not available here.
If you can DIY, try the circuit below, use a 0,01uF 600V capacitor and two diode rated 15A 600V or higher:

For RCA cables, try a transformer like the Jensen:
The Jensen Iso-Max really does work. I used one a while ago between an amp and preamp. It's better than an isolation transformer which may colour the sound.

I don’t understand how you can get electrocuted if there is one straight point to ground. Of course I want to trust someone who wants to sell a product (Jensen) but it’s not that there’s a ground loop because I’m holding a guitar or touching a microphone.
I don’t understand how you can get electrocuted if there is one straight point to ground ...
Simple. If there is current flowing through the ground and you become part of that circuit you can be electrocuted.

The current doesn't know or care whether it's flowing through a hot wire, neutral, ground, or chassis. Lethal voltage is lethal regardless of how you contact it.
If there’s current escaping through the ground, it will blow a fuse and stop the current from flowing right?