4GLD.DE vs. ESIF.DE
4GLD.DE (Xetra-Gold) and ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - 4GLD.DE is a Gold fund tracking the LBMA Gold Price, while ESIF.DE is a Financials Equities fund tracking the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, 4GLD.DE returned 19.59%/yr vs 20.35%/yr for ESIF.DE. At a correlation of -0.03, they often move in opposite directions. 4GLD.DE charges 0.00%/yr vs 0.18%/yr for ESIF.DE.
Performance
4GLD.DE vs. ESIF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4GLD.DE achieves a 0.25% return, which is significantly lower than ESIF.DE's 7.54% return.
4GLD.DE
- 1D
- 2.95%
- 1M
- -4.05%
- YTD
- 0.25%
- 6M
- 2.33%
- 1Y
- 26.79%
- 3Y*
- 27.91%
- 5Y*
- 19.59%
- 10Y*
- 12.59%
ESIF.DE
- 1D
- 1.42%
- 1M
- 6.38%
- YTD
- 7.54%
- 6M
- 11.44%
- 1Y
- 29.59%
- 3Y*
- 29.86%
- 5Y*
- 20.35%
- 10Y*
- —
4GLD.DE vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
4GLD.DE Xetra-Gold | 0.25% | 49.32% | 34.57% | 9.33% | 7.12% | 4.03% | -3.83% |
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 7.54% | 47.72% | 25.25% | 21.60% | -2.85% | 29.01% | 2.38% |
Correlation
The correlation between 4GLD.DE and ESIF.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020 | -0.03 |
The correlation between 4GLD.DE and ESIF.DE shifts across timeframes, from -0.03 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
4GLD.DE vs. ESIF.DE — Risk / Return Rank
4GLD.DE
ESIF.DE
4GLD.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE). 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 | ESIF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.38 | -1.16 |
| Martin ratioReturn relative to average drawdown | 3.72 | 8.11 | -4.40 |
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Drawdowns
4GLD.DE vs. ESIF.DE - Drawdown Comparison
The maximum 4GLD.DE drawdown since its inception was -36.79%, which is greater than ESIF.DE's maximum drawdown of -22.87%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and ESIF.DE.
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Drawdown Indicators
| 4GLD.DE | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.79% | -22.87% | -13.92% |
Max Drawdown (1Y)Largest decline over 1 year | -21.73% | -12.35% | -9.38% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -17.08% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -22.87% | +1.14% |
Max Drawdown (10Y)Largest decline over 10 years | -21.73% | — | — |
Current DrawdownCurrent decline from peak | -17.06% | 0.00% | -17.06% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -4.12% | -7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 3.62% | +3.57% |
Volatility
4GLD.DE vs. ESIF.DE - Volatility Comparison
Xetra-Gold (4GLD.DE) has a higher volatility of 7.32% compared to iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) at 5.58%. This indicates that 4GLD.DE's price experiences larger fluctuations and is considered to be riskier than ESIF.DE 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 | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 5.58% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 21.00% | 14.93% | +6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.89% | 18.27% | +5.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.35% | 19.05% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 18.88% | -4.31% |
4GLD.DE vs. ESIF.DE - Expense Ratio Comparison
4GLD.DE has a 0.00% expense ratio, which is lower than ESIF.DE's 0.18% 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. ESIF.DE - Dividend Comparison
Neither 4GLD.DE nor ESIF.DE has paid dividends to shareholders.
Frequently Asked Questions
4GLD.DE and ESIF.DE have a correlation of 0.21, 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 0.18% for ESIF.DE.
4GLD.DE is categorized as Gold, while ESIF.DE is Financials Equities. 4GLD.DE tracks LBMA Gold Price, while ESIF.DE tracks MSCI World/Financials NR USD. They also come from different issuers: Deutsche Börse Commodities and iShares. Their fees differ too: 0.00% for 4GLD.DE and 0.18% for ESIF.DE.
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