4GLD.DE vs. BTC-USD
4GLD.DE (Xetra-Gold) is Gold fund tracking the LBMA Gold Price, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, 4GLD.DE returned 11.80%/yr vs 59.15%/yr for BTC-USD. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
4GLD.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
4GLD.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD 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 -1.47% return, which is significantly higher than BTC-USD's -24.83% return. Over the past 10 years, 4GLD.DE has underperformed BTC-USD with an annualized return of 11.80%, while BTC-USD has yielded a comparatively higher 59.15% annualized return.
4GLD.DE
- 1D
- 4.13%
- 1M
- 1.45%
- 6M
- -11.57%
- YTD
- -1.47%
- 1Y
- 26.22%
- 3Y*
- 27.99%
- 5Y*
- 19.75%
- 10Y*
- 11.80%
- ALL TIME*
- 10.04%
BTC-USD
- 1D
- 0.81%
- 1M
- 0.11%
- 6M
- -9.46%
- YTD
- -24.83%
- 1Y
- -43.22%
- 3Y*
- 28.52%
- 5Y*
- 8.96%
- 10Y*
- 59.15%
- ALL TIME*
- 88.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
4GLD.DE Xetra-Gold | €13.71M | €14.44M | €17.87M |
BTC-USD Bitcoin | €1294.61T | €1397.97T | €1761.25T |
4GLD.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
4GLD.DE Xetra-Gold | -1.47% | 49.32% | 34.57% | 9.33% | 7.12% | 4.03% | 13.03% | 21.27% | 3.19% | -1.67% |
BTC-USD Bitcoin | -24.99% | -17.40% | 135.33% | 148.15% | -62.01% | 71.33% | 271.22% | 98.48% | -72.12% | 1,149.21% |
Correlation
The correlation between 4GLD.DE and BTC-USD is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2012 | 0.05 |
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Return for Risk
4GLD.DE vs. BTC-USD — Risk / Return Rank
4GLD.DE
BTC-USD
4GLD.DE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and Bitcoin (BTC-USD). 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.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.85 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | -0.83 | +1.99 |
| Martin ratioReturn relative to average drawdown | 2.45 | -1.25 | +3.70 |
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Drawdowns
4GLD.DE vs. BTC-USD - Drawdown Comparison
The maximum 4GLD.DE drawdown since its inception was -36.79%, smaller than the maximum BTC-USD drawdown of -83.17%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and BTC-USD.
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Drawdown Indicators
| 4GLD.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.79% | -83.17% | +46.38% |
Max Drawdown (1Y)Largest decline over 1 year | -22.49% | -51.88% | +29.39% |
Max Drawdown (3Y)Largest decline over 3 years | -22.49% | -51.88% | +29.39% |
Max Drawdown (5Y)Largest decline over 5 years | -22.49% | -73.60% | +51.11% |
Max Drawdown (10Y)Largest decline over 10 years | -22.49% | -83.17% | +60.68% |
Current DrawdownCurrent decline from peak | -18.48% | -47.42% | +28.94% |
Average DrawdownAverage peak-to-trough decline | -12.10% | -40.83% | +28.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.69% | 25.01% | -14.32% |
Volatility
4GLD.DE vs. BTC-USD - Volatility Comparison
The current volatility for Xetra-Gold (4GLD.DE) is 7.30%, while Bitcoin (BTC-USD) has a volatility of 8.07%. This indicates that 4GLD.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4GLD.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 8.07% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 32.15% | -13.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.95% | 35.11% | -10.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 42.97% | -26.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 56.01% | -41.40% |
Frequently Asked Questions
4GLD.DE and BTC-USD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for 4GLD.DE and BTC-USD
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