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

Performance

4GLD.DE vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). 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 DTLA.L is traded in USD. To make them comparable, the DTLA.L 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 DTLA.L's 0.67% return.


4GLD.DE

1D
2.93%
1M
-9.21%
YTD
-2.63%
6M
-0.59%
1Y
23.16%
3Y*
26.47%
5Y*
18.62%
10Y*
12.28%

DTLA.L

1D
0.52%
1M
1.99%
YTD
0.67%
6M
2.37%
1Y
4.14%
3Y*
-3.47%
5Y*
-5.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4GLD.DE vs. DTLA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
4GLD.DE
Xetra-Gold
-2.63%49.32%34.57%9.33%7.12%4.03%13.03%21.27%0.70%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.67%-7.91%-0.76%-1.36%-25.97%2.68%7.36%18.30%7.78%

Correlation

The correlation between 4GLD.DE and DTLA.L is 0.04, 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

0.04

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

0.09

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

0.17

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

0.22

The correlation between 4GLD.DE and DTLA.L shifts across timeframes, from 0.04 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

4GLD.DE vs. DTLA.L — 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

DTLA.L
DTLA.L Risk / Return Rank: 1515
Overall Rank
DTLA.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1313
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 1515
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. DTLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). 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.DEDTLA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.21

1.06

+0.14

Calmar ratioReturn relative to maximum drawdown

1.12

0.48

+0.64

Martin ratioReturn relative to average drawdown

3.41

1.03

+2.38

4GLD.DE vs. DTLA.L - Sharpe Ratio Comparison

The current 4GLD.DE Sharpe Ratio is 1.03, which is higher than the DTLA.L Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of 4GLD.DE and DTLA.L, 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. DTLA.L - Drawdown Comparison

The maximum 4GLD.DE drawdown since its inception was -36.79%, smaller than the maximum DTLA.L drawdown of -46.97%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and DTLA.L.


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Drawdown Indicators


4GLD.DEDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-46.97%

+10.18%

Max Drawdown (1Y)

Largest decline over 1 year

-21.73%

-7.33%

-14.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-18.22%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-39.80%

+18.07%

Max Drawdown (10Y)

Largest decline over 10 years

-21.73%

Current Drawdown

Current decline from peak

-19.44%

-43.20%

+23.76%

Average Drawdown

Average peak-to-trough decline

-12.03%

-24.85%

+12.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.11%

3.44%

+3.67%

Volatility

4GLD.DE vs. DTLA.L - Volatility Comparison

Xetra-Gold (4GLD.DE) has a higher volatility of 6.93% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 2.95%. This indicates that 4GLD.DE's price experiences larger fluctuations and is considered to be riskier than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4GLD.DEDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

2.95%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

20.81%

7.07%

+13.74%

Volatility (1Y)

Calculated over the trailing 1-year period

23.70%

10.15%

+13.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

15.52%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

15.57%

-1.01%

4GLD.DE vs. DTLA.L - Expense Ratio Comparison

4GLD.DE has a 0.00% expense ratio, which is lower than DTLA.L's 0.07% 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. DTLA.L - Dividend Comparison

Neither 4GLD.DE nor DTLA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4GLD.DE and DTLA.L have a correlation of 0.04, 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 0.07% for DTLA.L.

4GLD.DE is categorized as Gold, while DTLA.L is Government Bonds. 4GLD.DE tracks LBMA Gold Price, while DTLA.L tracks ICE US Treasury 20+ Year Index. They also come from different issuers: Deutsche Börse Commodities and iShares. Their fees differ too: 0.00% for 4GLD.DE and 0.07% for DTLA.L.

Portfolio Optimizer

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