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4GLD.DE vs. QDV5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4GLD.DE vs. QDV5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and iShares MSCI India UCITS ETF USD (Acc) (QDV5.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 -2.63% return, which is significantly higher than QDV5.DE's -10.52% return.


4GLD.DE

1D
2.93%
1M
-9.07%
YTD
-2.63%
6M
-0.59%
1Y
24.49%
3Y*
26.47%
5Y*
18.62%
10Y*
12.28%

QDV5.DE

1D
2.49%
1M
2.21%
YTD
-10.52%
6M
-9.98%
1Y
-13.04%
3Y*
2.71%
5Y*
4.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4GLD.DE vs. QDV5.DE - 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%-1.08%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
-10.52%-8.01%15.55%14.92%-1.74%35.10%3.45%10.54%1.36%

Correlation

The correlation between 4GLD.DE and QDV5.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.16

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

0.09

Correlation (All Time)
Calculated using the full available price history since May 30, 2018

0.07

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Return for Risk

4GLD.DE vs. QDV5.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: 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

QDV5.DE
QDV5.DE Risk / Return Rank: 33
Overall Rank
QDV5.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
QDV5.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
QDV5.DE Omega Ratio Rank: 44
Omega Ratio Rank
QDV5.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
QDV5.DE Martin Ratio Rank: 11
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. QDV5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and iShares MSCI India UCITS ETF USD (Acc) (QDV5.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.DEQDV5.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.51

Omega ratioGain probability vs. loss probability

1.21

0.88

+0.32

Calmar ratioReturn relative to maximum drawdown

1.12

-0.67

+1.79

Martin ratioReturn relative to average drawdown

3.41

-1.48

+4.89

4GLD.DE vs. QDV5.DE - Sharpe Ratio Comparison

The current 4GLD.DE Sharpe Ratio is 1.03, which is higher than the QDV5.DE Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of 4GLD.DE and QDV5.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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Drawdowns

4GLD.DE vs. QDV5.DE - Drawdown Comparison

The maximum 4GLD.DE drawdown since its inception was -36.79%, smaller than the maximum QDV5.DE drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and QDV5.DE.


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Drawdown Indicators


4GLD.DEQDV5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-41.02%

+4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-21.73%

-19.42%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-27.47%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-27.47%

+5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-21.73%

Current Drawdown

Current decline from peak

-19.44%

-23.00%

+3.56%

Average Drawdown

Average peak-to-trough decline

-12.03%

-8.17%

-3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.11%

8.81%

-1.70%

Volatility

4GLD.DE vs. QDV5.DE - Volatility Comparison

Xetra-Gold (4GLD.DE) has a higher volatility of 6.93% compared to iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) at 5.30%. This indicates that 4GLD.DE's price experiences larger fluctuations and is considered to be riskier than QDV5.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.DEQDV5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

5.30%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

20.81%

13.86%

+6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

23.70%

16.64%

+7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

16.55%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

21.66%

-7.10%

4GLD.DE vs. QDV5.DE - Expense Ratio Comparison

4GLD.DE has a 0.00% expense ratio, which is lower than QDV5.DE's 0.65% expense ratio.


Dividends

4GLD.DE vs. QDV5.DE - Dividend Comparison

Neither 4GLD.DE nor QDV5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4GLD.DE and QDV5.DE have a correlation of 0.15, 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 0.65% for QDV5.DE.

4GLD.DE is categorized as Gold, while QDV5.DE is Asia Pacific Equities. 4GLD.DE tracks LBMA Gold Price, while QDV5.DE tracks MSCI India. They also come from different issuers: Deutsche Börse Commodities and iShares. Their fees differ too: 0.00% for 4GLD.DE and 0.65% for QDV5.DE.

Portfolio Optimizer

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