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4GLD.DE vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4GLD.DE vs. IUS7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 4GLD.DE achieves a 2.80% return, which is significantly lower than IUS7.DE's 2.97% return. Over the past 10 years, 4GLD.DE has outperformed IUS7.DE with an annualized return of 13.36%, while IUS7.DE has yielded a comparatively lower 3.08% annualized return.


4GLD.DE

1D
0.57%
1M
-3.60%
YTD
2.80%
6M
6.23%
1Y
31.21%
3Y*
28.18%
5Y*
19.85%
10Y*
13.36%

IUS7.DE

1D
0.14%
1M
1.36%
YTD
2.97%
6M
2.33%
1Y
9.74%
3Y*
6.75%
5Y*
2.86%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4GLD.DE vs. IUS7.DE - 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%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.97%1.14%11.74%6.77%-13.16%5.75%-4.03%18.79%-1.16%-3.39%

Correlation

The correlation between 4GLD.DE and IUS7.DE 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

0.18

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

0.18

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

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2009

0.19

The correlation between 4GLD.DE and IUS7.DE shifts across timeframes, from 0.04 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

4GLD.DE vs. IUS7.DE — 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

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
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. IUS7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.


4GLD.DEIUS7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratioReturn relative to maximum drawdown

1.82

3.00

-1.18

Martin ratioReturn relative to average drawdown

4.63

9.17

-4.54

4GLD.DE vs. IUS7.DE - Sharpe Ratio Comparison

The current 4GLD.DE Sharpe Ratio is 1.31, which is comparable to the IUS7.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of 4GLD.DE and IUS7.DE, 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.DEIUS7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.55

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.33

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.28

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.61

+0.04

Drawdowns

4GLD.DE vs. IUS7.DE - Drawdown Comparison

The maximum 4GLD.DE drawdown since its inception was -36.79%, which is greater than IUS7.DE's maximum drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and IUS7.DE.


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Drawdown Indicators


4GLD.DEIUS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-27.13%

-9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-3.09%

-13.45%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-12.95%

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-15.90%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

-27.13%

+8.90%

Current Drawdown

Current decline from peak

-14.95%

0.00%

-14.95%

Average Drawdown

Average peak-to-trough decline

-11.83%

-6.48%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

1.01%

+5.51%

Volatility

4GLD.DE vs. IUS7.DE - Volatility Comparison

Xetra-Gold (4GLD.DE) has a higher volatility of 5.09% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) at 1.24%. This indicates that 4GLD.DE's price experiences larger fluctuations and is considered to be riskier than IUS7.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.DEIUS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

1.24%

+3.85%

Volatility (6M)

Calculated over the trailing 6-month period

20.09%

4.03%

+16.06%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

5.97%

+17.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

8.56%

+7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.37%

11.02%

+3.35%

4GLD.DE vs. IUS7.DE - Expense Ratio Comparison

4GLD.DE has a 0.00% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.


Dividends

4GLD.DE vs. IUS7.DE - Dividend Comparison

4GLD.DE has not paid dividends to shareholders, while IUS7.DE's dividend yield for the trailing twelve months is around 5.80%.


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%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.80%6.10%5.62%5.77%5.63%3.80%4.17%4.72%4.70%5.11%5.29%4.71%

Frequently Asked Questions


4GLD.DE and IUS7.DE 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 0.45% for IUS7.DE.

4GLD.DE is categorized as Gold, while IUS7.DE is Emerging Markets Bonds. 4GLD.DE tracks LBMA Gold Price, while IUS7.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: Deutsche Börse Commodities and iShares. Their fees differ too: 0.00% for 4GLD.DE and 0.45% for IUS7.DE.

Portfolio Optimizer

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