4GLD.DE vs. U-U.TO

Last updated Jun 13, 2026

4GLD.DE (Xetra-Gold) is Gold fund tracking the LBMA Gold Price, while U-U.TO (Sprott Physical Uranium Trust Fund) is a stock. Over the past 3 years, 4GLD.DE returned 26.47%/yr vs 7.16%/yr for U-U.TO. At a 0.11 correlation, their price movements are largely independent.

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and Sprott Physical Uranium Trust Fund (U-U.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

4GLD.DE is traded in EUR, while U-U.TO is traded in CAD. To make them comparable, the U-U.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 -2.63% return, which is significantly higher than U-U.TO's -5.73% 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%

U-U.TO

• 1D: -1.06%
• 1M: -7.49%
• YTD: -5.73%
• 6M: 2.90%
• 1Y: 5.95%
• 3Y*: 7.16%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021
4GLD.DE Xetra-Gold	-2.63%	49.32%	34.57%	9.33%	7.12%	3.88%
U-U.TO Sprott Physical Uranium Trust Fund	-5.73%	4.15%	-20.22%	80.90%	6.13%	22.26%

Correlation

The correlation between 4GLD.DE and U-U.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021	0.11

The correlation between 4GLD.DE and U-U.TO shifts across timeframes, from 0.11 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

4GLD.DE vs. U-U.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: 30
4GLD.DE Sharpe Ratio Rank: 32
4GLD.DE Sortino Ratio Rank: 29
4GLD.DE Omega Ratio Rank: 34
4GLD.DE Calmar Ratio Rank: 26
4GLD.DE Martin Ratio Rank: 28

U-U.TO

U-U.TO Risk / Return Rank: 49
U-U.TO Sharpe Ratio Rank: 51
U-U.TO Sortino Ratio Rank: 46
U-U.TO Omega Ratio Rank: 45
U-U.TO Calmar Ratio Rank: 52
U-U.TO Martin Ratio Rank: 51

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. U-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and Sprott Physical Uranium Trust Fund (U-U.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.

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.DE	U-U.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.03	0.17	+0.86
Sortino ratio: Return per unit of downside risk	1.43	0.49	+0.94
Omega ratio: Gain probability vs. loss probability	1.21	1.06	+0.15
Calmar ratio: Return relative to maximum drawdown	1.12	0.26	+0.86
Martin ratio: Return relative to average drawdown	3.41	0.52	+2.89

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

The current 4GLD.DE Sharpe Ratio is 1.03, which is higher than the U-U.TO Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of 4GLD.DE and U-U.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.

Drawdowns

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

The maximum 4GLD.DE drawdown since its inception was -36.79%, smaller than the maximum U-U.TO drawdown of -52.37%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and U-U.TO.

Drawdown Indicators

	4GLD.DE	U-U.TO	Difference
Max Drawdown Largest peak-to-trough decline	-36.79%	-52.37%	+15.58%
Max Drawdown (1Y) Largest decline over 1 year	-21.73%	-22.74%	+1.01%
Max Drawdown (3Y) Largest decline over 3 years	-21.73%	-52.37%	+30.64%
Max Drawdown (5Y) Largest decline over 5 years	-21.73%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-21.73%	—	—
Current Drawdown Current decline from peak	-19.44%	-34.23%	+14.79%
Average Drawdown Average peak-to-trough decline	-12.03%	-24.47%	+12.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.11%	11.47%	-4.36%

Volatility

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

Xetra-Gold (4GLD.DE) has a higher volatility of 6.93% compared to Sprott Physical Uranium Trust Fund (U-U.TO) at 5.52%. This indicates that 4GLD.DE's price experiences larger fluctuations and is considered to be riskier than U-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	4GLD.DE	U-U.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.93%	5.52%	+1.41%
Volatility (6M) Calculated over the trailing 6-month period	20.81%	25.32%	-4.51%
Volatility (1Y) Calculated over the trailing 1-year period	23.70%	34.90%	-11.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.29%	41.43%	-25.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.56%	41.43%	-26.87%

Dividends

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

Neither 4GLD.DE nor U-U.TO has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 4GLD.DE and U-U.TO in my portfolio?

4GLD.DE and U-U.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.