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4GLD.DE vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4GLD.DE vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

4GLD.DE is traded in EUR, while BIL is traded in USD. To make them comparable, the BIL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 4GLD.DE achieves a -2.63% return, which is significantly lower than BIL's 3.16% return. Over the past 10 years, 4GLD.DE has outperformed BIL with an annualized return of 12.28%, while BIL has yielded a comparatively lower 1.87% annualized return.


4GLD.DE

1D
2.93%
1M
-9.07%
YTD
-2.63%
6M
-0.59%
1Y
24.49%
3Y*
26.47%
5Y*
18.62%
10Y*
12.28%

BIL

1D
0.11%
1M
1.59%
YTD
3.16%
6M
3.26%
1Y
4.08%
3Y*
2.23%
5Y*
4.38%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4GLD.DE vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
4GLD.DE
Xetra-Gold
-2.63%49.32%34.57%9.33%7.12%4.03%13.03%21.27%3.19%-1.67%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.16%-8.21%12.14%1.80%7.69%7.37%-7.88%4.34%6.52%-11.69%

Correlation

The correlation between 4GLD.DE and BIL is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

0.02

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

0.06

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

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2009

0.15

The correlation between 4GLD.DE and BIL shifts across timeframes, from -0.08 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

4GLD.DE vs. BIL — Risk / Return Rank

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

4GLD.DE
4GLD.DE Risk / Return Rank: 3030
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 2828
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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.

4GLD.DE vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


4GLD.DEBILDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.21

1.12

+0.09

Calmar ratioReturn relative to maximum drawdown

1.12

1.06

+0.06

Martin ratioReturn relative to average drawdown

3.41

2.54

+0.87

4GLD.DE vs. BIL - Sharpe Ratio Comparison

The current 4GLD.DE Sharpe Ratio is 1.03, which is higher than the BIL Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of 4GLD.DE and BIL, 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

4GLD.DE vs. BIL - Drawdown Comparison

The maximum 4GLD.DE drawdown since its inception was -36.79%, which is greater than BIL's maximum drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and BIL.


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Drawdown Indicators


4GLD.DEBILDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-19.63%

-17.16%

Max Drawdown (1Y)

Largest decline over 1 year

-21.73%

-3.85%

-17.88%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-11.55%

-10.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-11.75%

-9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-21.73%

-16.25%

-5.48%

Current Drawdown

Current decline from peak

-19.44%

-6.44%

-13.00%

Average Drawdown

Average peak-to-trough decline

-12.03%

-7.67%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.11%

1.61%

+5.50%

Volatility

4GLD.DE vs. BIL - Volatility Comparison

Xetra-Gold (4GLD.DE) has a higher volatility of 6.93% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 1.31%. This indicates that 4GLD.DE's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4GLD.DEBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

1.31%

+5.62%

Volatility (6M)

Calculated over the trailing 6-month period

20.81%

4.36%

+16.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.70%

6.29%

+17.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

7.69%

+8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

7.42%

+7.14%

4GLD.DE vs. BIL - Expense Ratio Comparison

4GLD.DE has a 0.00% expense ratio, which is lower than BIL's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

4GLD.DE vs. BIL - Dividend Comparison

4GLD.DE has not paid dividends to shareholders, while BIL's dividend yield for the trailing twelve months is around 3.86%.


PositionTTM2025202420232022202120202019201820172016
4GLD.DE
Xetra-Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Frequently Asked Questions


4GLD.DE and BIL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4GLD.DE is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4GLD.DE is cheaper with a 0.00% expense ratio, compared with 0.14% for BIL.

4GLD.DE is categorized as Gold, while BIL is Government Bonds. 4GLD.DE tracks LBMA Gold Price, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: Deutsche Börse Commodities and State Street. Their fees differ too: 0.00% for 4GLD.DE and 0.14% for BIL.

Portfolio Optimizer

Find the right allocation for 4GLD.DE and BIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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