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

Performance

4GLD.DE vs. GLCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). 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 GLCC.TO is traded in CAD. To make them comparable, the GLCC.TO 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 2.80% return, which is significantly higher than GLCC.TO's 1.51% return. Both investments have delivered pretty close results over the past 10 years, with 4GLD.DE having a 13.36% annualized return and GLCC.TO not far ahead at 13.58%.


4GLD.DE

1D
0.57%
1M
-1.56%
YTD
2.80%
6M
6.42%
1Y
30.27%
3Y*
28.18%
5Y*
19.85%
10Y*
13.36%

GLCC.TO

1D
1.89%
1M
2.19%
YTD
1.51%
6M
7.02%
1Y
58.28%
3Y*
36.54%
5Y*
19.53%
10Y*
13.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4GLD.DE vs. GLCC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
4GLD.DE
Xetra-Gold
2.80%49.32%34.57%9.32%7.12%4.03%13.05%21.25%3.20%-1.67%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
1.51%119.28%18.00%5.35%-2.69%-1.88%7.63%48.94%-3.81%0.63%

Correlation

The correlation between 4GLD.DE and GLCC.TO is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.62

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

0.60

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

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2011

0.53

The correlation between 4GLD.DE and GLCC.TO shifts across timeframes, from 0.53 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

4GLD.DE vs. GLCC.TO — 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: 3636
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 3232
Martin Ratio Rank

GLCC.TO
GLCC.TO Risk / Return Rank: 4242
Overall Rank
GLCC.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 4444
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 3939
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. GLCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). 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.


4GLD.DEGLCC.TODifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.26

1.26

-0.01

Calmar ratioReturn relative to maximum drawdown

1.82

2.07

-0.25

Martin ratioReturn relative to average drawdown

4.63

5.52

-0.89

4GLD.DE vs. GLCC.TO - Sharpe Ratio Comparison

The current 4GLD.DE Sharpe Ratio is 1.31, which is comparable to the GLCC.TO Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of 4GLD.DE and GLCC.TO, 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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Sharpe Ratios by Period


4GLD.DEGLCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.43

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.61

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.42

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.00

+0.65

Drawdowns

4GLD.DE vs. GLCC.TO - Drawdown Comparison

The maximum 4GLD.DE drawdown since its inception was -36.79%, smaller than the maximum GLCC.TO drawdown of -73.26%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and GLCC.TO.


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Drawdown Indicators


4GLD.DEGLCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-73.26%

+36.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-28.30%

+11.76%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-28.30%

+11.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-35.37%

+18.83%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

-42.06%

+23.83%

Current Drawdown

Current decline from peak

-14.95%

-22.50%

+7.55%

Average Drawdown

Average peak-to-trough decline

-11.83%

-37.30%

+25.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

10.60%

-4.08%

Volatility

4GLD.DE vs. GLCC.TO - Volatility Comparison

The current volatility for Xetra-Gold (4GLD.DE) is 5.09%, while Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a volatility of 14.47%. This indicates that 4GLD.DE experiences smaller price fluctuations and is considered to be less risky than GLCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4GLD.DEGLCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

14.47%

-9.38%

Volatility (6M)

Calculated over the trailing 6-month period

20.09%

33.57%

-13.48%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

41.10%

-18.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

32.01%

-16.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.37%

32.14%

-17.77%

4GLD.DE vs. GLCC.TO - Expense Ratio Comparison

4GLD.DE has a 0.00% expense ratio, which is lower than GLCC.TO's 0.79% expense ratio.


Dividends

4GLD.DE vs. GLCC.TO - Dividend Comparison

4GLD.DE has not paid dividends to shareholders, while GLCC.TO's dividend yield for the trailing twelve months is around 8.51%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
8.51%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%

Frequently Asked Questions


4GLD.DE and GLCC.TO have a correlation of 0.64, 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 0.79% for GLCC.TO.

4GLD.DE is categorized as Gold, while GLCC.TO is Derivative Income. They also come from different issuers: Deutsche Börse Commodities and Global X. Their fees differ too: 0.00% for 4GLD.DE and 0.79% for GLCC.TO.

Portfolio Optimizer

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