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4GLD.DE vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 4GLD.DE and GLD is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

4GLD.DE vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xetra-Gold ETF (4GLD.DE) and SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
11.19%
16.69%
4GLD.DE
GLD

Key characteristics

Sharpe Ratio

4GLD.DE:

3.02

GLD:

2.90

Sortino Ratio

4GLD.DE:

3.98

GLD:

3.67

Omega Ratio

4GLD.DE:

1.54

GLD:

1.49

Calmar Ratio

4GLD.DE:

7.96

GLD:

5.47

Martin Ratio

4GLD.DE:

18.72

GLD:

14.93

Ulcer Index

4GLD.DE:

2.32%

GLD:

2.97%

Daily Std Dev

4GLD.DE:

14.33%

GLD:

15.33%

Max Drawdown

4GLD.DE:

-36.79%

GLD:

-45.56%

Current Drawdown

4GLD.DE:

0.00%

GLD:

-0.09%

Returns By Period

In the year-to-date period, 4GLD.DE achieves a 7.73% return, which is significantly lower than GLD's 11.82% return. Both investments have delivered pretty close results over the past 10 years, with 4GLD.DE having a 9.31% annualized return and GLD not far behind at 8.94%.


4GLD.DE

YTD

7.73%

1M

5.26%

6M

21.58%

1Y

43.40%

5Y*

13.78%

10Y*

9.31%

GLD

YTD

11.82%

1M

6.41%

6M

16.69%

1Y

44.35%

5Y*

11.87%

10Y*

8.94%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


4GLD.DE vs. GLD - Expense Ratio Comparison

4GLD.DE has a 0.00% expense ratio, which is lower than GLD's 0.40% expense ratio.


GLD
SPDR Gold Trust
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for 4GLD.DE: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

4GLD.DE vs. GLD — Risk-Adjusted Performance Rank

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

4GLD.DE
The Risk-Adjusted Performance Rank of 4GLD.DE is 9696
Overall Rank
The Sharpe Ratio Rank of 4GLD.DE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of 4GLD.DE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of 4GLD.DE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of 4GLD.DE is 9898
Calmar Ratio Rank
The Martin Ratio Rank of 4GLD.DE is 9494
Martin Ratio Rank

GLD
The Risk-Adjusted Performance Rank of GLD is 9494
Overall Rank
The Sharpe Ratio Rank of GLD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9393
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

4GLD.DE vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold ETF (4GLD.DE) and SPDR Gold Trust (GLD). 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.


Sharpe ratio
The chart of Sharpe ratio for 4GLD.DE, currently valued at 2.57, compared to the broader market0.002.004.002.572.81
The chart of Sortino ratio for 4GLD.DE, currently valued at 3.32, compared to the broader market0.005.0010.003.323.58
The chart of Omega ratio for 4GLD.DE, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.48
The chart of Calmar ratio for 4GLD.DE, currently valued at 4.66, compared to the broader market0.005.0010.0015.004.665.30
The chart of Martin ratio for 4GLD.DE, currently valued at 12.52, compared to the broader market0.0020.0040.0060.0080.00100.0012.5214.15
4GLD.DE
GLD

The current 4GLD.DE Sharpe Ratio is 3.02, which is comparable to the GLD Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of 4GLD.DE and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.00SeptemberOctoberNovemberDecember2025February
2.57
2.81
4GLD.DE
GLD

Dividends

4GLD.DE vs. GLD - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

4GLD.DE vs. GLD - Drawdown Comparison

The maximum 4GLD.DE drawdown since its inception was -36.79%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and GLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.09%
4GLD.DE
GLD

Volatility

4GLD.DE vs. GLD - Volatility Comparison

The current volatility for Xetra-Gold ETF (4GLD.DE) is 1.94%, while SPDR Gold Trust (GLD) has a volatility of 3.76%. This indicates that 4GLD.DE experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.94%
3.76%
4GLD.DE
GLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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