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

Correlation

The correlation between 4GLD.DE and SPYM.DE is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

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

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.19%
0.73%
4GLD.DE
SPYM.DE

Key characteristics

Sharpe Ratio

4GLD.DE:

3.02

SPYM.DE:

1.31

Sortino Ratio

4GLD.DE:

3.98

SPYM.DE:

1.84

Omega Ratio

4GLD.DE:

1.54

SPYM.DE:

1.24

Calmar Ratio

4GLD.DE:

7.96

SPYM.DE:

1.14

Martin Ratio

4GLD.DE:

18.72

SPYM.DE:

5.64

Ulcer Index

4GLD.DE:

2.32%

SPYM.DE:

3.22%

Daily Std Dev

4GLD.DE:

14.33%

SPYM.DE:

14.00%

Max Drawdown

4GLD.DE:

-36.79%

SPYM.DE:

-36.28%

Current Drawdown

4GLD.DE:

0.00%

SPYM.DE:

-1.55%

Returns By Period

In the year-to-date period, 4GLD.DE achieves a 7.73% return, which is significantly higher than SPYM.DE's 4.42% return. Over the past 10 years, 4GLD.DE has outperformed SPYM.DE with an annualized return of 9.31%, while SPYM.DE has yielded a comparatively lower 4.69% annualized return.


4GLD.DE

YTD

7.73%

1M

5.26%

6M

21.58%

1Y

43.40%

5Y*

13.78%

10Y*

9.31%

SPYM.DE

YTD

4.42%

1M

3.01%

6M

8.80%

1Y

15.56%

5Y*

3.89%

10Y*

4.69%

*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. SPYM.DE - Expense Ratio Comparison

4GLD.DE has a 0.00% expense ratio, which is lower than SPYM.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%.


SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
Expense ratio chart for SPYM.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
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. SPYM.DE — 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

SPYM.DE
The Risk-Adjusted Performance Rank of SPYM.DE is 5353
Overall Rank
The Sharpe Ratio Rank of SPYM.DE is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYM.DE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SPYM.DE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SPYM.DE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of SPYM.DE is 5555
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. SPYM.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold ETF (4GLD.DE) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.


Sharpe ratio
The chart of Sharpe ratio for 4GLD.DE, currently valued at 2.80, compared to the broader market0.002.004.002.800.94
The chart of Sortino ratio for 4GLD.DE, currently valued at 3.57, compared to the broader market0.005.0010.003.571.41
The chart of Omega ratio for 4GLD.DE, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.17
The chart of Calmar ratio for 4GLD.DE, currently valued at 5.09, compared to the broader market0.005.0010.0015.005.090.56
The chart of Martin ratio for 4GLD.DE, currently valued at 14.11, compared to the broader market0.0020.0040.0060.0080.00100.0014.112.89
4GLD.DE
SPYM.DE

The current 4GLD.DE Sharpe Ratio is 3.02, which is higher than the SPYM.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of 4GLD.DE and SPYM.DE, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.80
0.94
4GLD.DE
SPYM.DE

Dividends

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum 4GLD.DE drawdown since its inception was -36.79%, roughly equal to the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and SPYM.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-15.89%
4GLD.DE
SPYM.DE

Volatility

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

The current volatility for Xetra-Gold ETF (4GLD.DE) is 2.55%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 3.85%. This indicates that 4GLD.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.55%
3.85%
4GLD.DE
SPYM.DE
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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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