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

Performance

4GLD.DE vs. VEMT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

4GLD.DE is traded in EUR, while VEMT.L is traded in GBP. To make them comparable, the VEMT.L 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 2.80% return, which is significantly higher than VEMT.L's 2.47% return.


4GLD.DE

1D
0.57%
1M
-3.86%
YTD
2.80%
6M
6.64%
1Y
31.48%
3Y*
28.18%
5Y*
19.85%
10Y*
13.36%

VEMT.L

1D
-0.03%
1M
1.28%
YTD
2.47%
6M
2.50%
1Y
7.48%
3Y*
5.91%
5Y*
3.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4GLD.DE vs. VEMT.L - 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%
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
2.47%-1.35%13.29%5.64%-10.09%5.91%-3.04%16.66%1.53%-5.48%

Correlation

The correlation between 4GLD.DE and VEMT.L is 0.07, 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

0.07

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

0.15

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

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2016

0.17

The correlation between 4GLD.DE and VEMT.L shifts across timeframes, from 0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

4GLD.DE vs. VEMT.L — 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

VEMT.L
VEMT.L Risk / Return Rank: 5353
Overall Rank
VEMT.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEMT.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
VEMT.L Omega Ratio Rank: 5353
Omega Ratio Rank
VEMT.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
VEMT.L Martin Ratio Rank: 4545
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. VEMT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L). 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.DEVEMT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratioReturn relative to maximum drawdown

1.82

2.44

-0.62

Martin ratioReturn relative to average drawdown

4.63

6.53

-1.90

4GLD.DE vs. VEMT.L - Sharpe Ratio Comparison

The current 4GLD.DE Sharpe Ratio is 1.31, which is comparable to the VEMT.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of 4GLD.DE and VEMT.L, 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.DEVEMT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.18

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.39

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.28

+0.37

Drawdowns

4GLD.DE vs. VEMT.L - Drawdown Comparison

The maximum 4GLD.DE drawdown since its inception was -36.79%, which is greater than VEMT.L's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and VEMT.L.


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Drawdown Indicators


4GLD.DEVEMT.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-20.32%

-16.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-3.05%

-13.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-11.95%

-4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-11.95%

-4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

Current Drawdown

Current decline from peak

-14.95%

-1.39%

-13.56%

Average Drawdown

Average peak-to-trough decline

-11.83%

-6.51%

-5.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

1.14%

+5.38%

Volatility

4GLD.DE vs. VEMT.L - Volatility Comparison

Xetra-Gold (4GLD.DE) has a higher volatility of 5.09% compared to Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L) at 1.00%. This indicates that 4GLD.DE's price experiences larger fluctuations and is considered to be riskier than VEMT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4GLD.DEVEMT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

1.00%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

20.09%

4.49%

+15.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

6.33%

+16.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

8.18%

+7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.37%

9.01%

+5.36%

4GLD.DE vs. VEMT.L - Expense Ratio Comparison

4GLD.DE has a 0.00% expense ratio, which is lower than VEMT.L's 0.25% 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. VEMT.L - Dividend Comparison

4GLD.DE has not paid dividends to shareholders, while VEMT.L's dividend yield for the trailing twelve months is around 5.92%.


PositionTTM202520242023202220212020201920182017
4GLD.DE
Xetra-Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
5.92%6.17%5.74%5.56%4.88%3.81%4.47%4.46%4.45%4.81%

Frequently Asked Questions


4GLD.DE and VEMT.L have a correlation of 0.07, 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 0.25% for VEMT.L.

4GLD.DE is categorized as Gold, while VEMT.L is Emerging Markets Bonds. 4GLD.DE tracks LBMA Gold Price, while VEMT.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: Deutsche Börse Commodities and Vanguard. Their fees differ too: 0.00% for 4GLD.DE and 0.25% for VEMT.L.

Portfolio Optimizer

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