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4GLD.DE vs. V50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4GLD.DE vs. V50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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 V50A.DE's 7.23% return. Over the past 10 years, 4GLD.DE has outperformed V50A.DE with an annualized return of 13.36%, while V50A.DE has yielded a comparatively lower 10.46% annualized return.


4GLD.DE

1D
0.57%
1M
-1.56%
YTD
2.80%
6M
6.42%
1Y
30.27%
3Y*
28.18%
5Y*
19.85%
10Y*
13.36%

V50A.DE

1D
0.74%
1M
4.66%
YTD
7.23%
6M
8.65%
1Y
15.93%
3Y*
15.63%
5Y*
11.52%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4GLD.DE vs. V50A.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%
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
7.23%22.17%11.16%22.51%-8.94%23.51%-2.91%30.09%-12.12%9.96%

Correlation

The correlation between 4GLD.DE and V50A.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.10

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

0.02

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2010

-0.04

The correlation between 4GLD.DE and V50A.DE shifts across timeframes, from -0.04 (10 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

4GLD.DE vs. V50A.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

V50A.DE
V50A.DE Risk / Return Rank: 3030
Overall Rank
V50A.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 2828
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3333
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. V50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.DEV50A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratioReturn relative to maximum drawdown

1.82

1.45

+0.37

Martin ratioReturn relative to average drawdown

4.63

4.92

-0.30

4GLD.DE vs. V50A.DE - Sharpe Ratio Comparison

The current 4GLD.DE Sharpe Ratio is 1.31, which is higher than the V50A.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of 4GLD.DE and V50A.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.DEV50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.99

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.65

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.57

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.43

+0.22

Drawdowns

4GLD.DE vs. V50A.DE - Drawdown Comparison

The maximum 4GLD.DE drawdown since its inception was -36.79%, roughly equal to the maximum V50A.DE drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and V50A.DE.


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Drawdown Indicators


4GLD.DEV50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-38.57%

+1.78%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-10.92%

-5.62%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-16.54%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-23.31%

+6.77%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

-38.57%

+20.34%

Current Drawdown

Current decline from peak

-14.95%

-0.50%

-14.45%

Average Drawdown

Average peak-to-trough decline

-11.83%

-7.22%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

3.23%

+3.29%

Volatility

4GLD.DE vs. V50A.DE - Volatility Comparison

Xetra-Gold (4GLD.DE) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) have volatilities of 5.09% and 4.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4GLD.DEV50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

4.92%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

20.09%

12.97%

+7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

15.95%

+7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

17.50%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.37%

18.24%

-3.87%

4GLD.DE vs. V50A.DE - Expense Ratio Comparison

4GLD.DE has a 0.00% expense ratio, which is lower than V50A.DE's 0.15% 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%.


Dividends

4GLD.DE vs. V50A.DE - Dividend Comparison

Neither 4GLD.DE nor V50A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4GLD.DE and V50A.DE have a correlation of 0.23, 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 0.15% for V50A.DE.

4GLD.DE is categorized as Gold, while V50A.DE is Europe Equities. 4GLD.DE tracks LBMA Gold Price, while V50A.DE tracks EURO STOXX® 50. They also come from different issuers: Deutsche Börse Commodities and Amundi. Their fees differ too: 0.00% for 4GLD.DE and 0.15% for V50A.DE.

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