4GLD.DE vs. VJPN.DE
4GLD.DE (Xetra-Gold) and VJPN.DE (Vanguard FTSE Japan UCITS ETF Distributing) are both exchange-traded funds - 4GLD.DE is a Gold fund tracking the LBMA Gold Price, while VJPN.DE is a Japan Equities fund tracking the TOPIX TR JPY. Both are passively managed. Over the past 5 years, 4GLD.DE returned 18.62%/yr vs 9.76%/yr for VJPN.DE. At a 0.08 correlation, their price movements are largely independent. 4GLD.DE charges 0.00%/yr vs 0.15%/yr for VJPN.DE.
Performance
4GLD.DE vs. VJPN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4GLD.DE achieves a -2.63% return, which is significantly lower than VJPN.DE's 15.87% return.
4GLD.DE
- 1D
- 2.93%
- 1M
- -9.21%
- YTD
- -2.63%
- 6M
- -0.59%
- 1Y
- 23.16%
- 3Y*
- 26.47%
- 5Y*
- 18.62%
- 10Y*
- 12.28%
VJPN.DE
- 1D
- 2.24%
- 1M
- 0.92%
- YTD
- 15.87%
- 6M
- 16.47%
- 1Y
- 31.49%
- 3Y*
- 14.11%
- 5Y*
- 9.76%
- 10Y*
- —
4GLD.DE vs. VJPN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
4GLD.DE Xetra-Gold | -2.63% | 49.32% | 34.57% | 9.33% | 7.12% | 4.03% | 13.03% | 21.27% | 3.19% | -0.03% |
VJPN.DE Vanguard FTSE Japan UCITS ETF Distributing | 15.87% | 13.29% | 13.05% | 15.88% | -11.56% | 9.49% | 4.96% | 21.66% | -10.15% | 0.18% |
Correlation
The correlation between 4GLD.DE and VJPN.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.08 |
The correlation between 4GLD.DE and VJPN.DE shifts across timeframes, from 0.08 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
4GLD.DE vs. VJPN.DE — Risk / Return Rank
4GLD.DE
VJPN.DE
4GLD.DE vs. VJPN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.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.DE | VJPN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 3.19 | -2.07 |
| Martin ratioReturn relative to average drawdown | 3.41 | 10.64 | -7.23 |
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Drawdowns
4GLD.DE vs. VJPN.DE - Drawdown Comparison
The maximum 4GLD.DE drawdown since its inception was -36.79%, which is greater than VJPN.DE's maximum drawdown of -28.35%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and VJPN.DE.
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Drawdown Indicators
| 4GLD.DE | VJPN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.79% | -28.35% | -8.44% |
Max Drawdown (1Y)Largest decline over 1 year | -21.73% | -9.71% | -12.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -16.02% | -5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -18.85% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -21.73% | — | — |
Current DrawdownCurrent decline from peak | -19.44% | -0.90% | -18.54% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -5.83% | -6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.11% | 2.92% | +4.19% |
Volatility
4GLD.DE vs. VJPN.DE - Volatility Comparison
Xetra-Gold (4GLD.DE) has a higher volatility of 6.93% compared to Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) at 4.29%. This indicates that 4GLD.DE's price experiences larger fluctuations and is considered to be riskier than VJPN.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.DE | VJPN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 4.29% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 20.81% | 14.84% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.70% | 18.36% | +5.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 16.24% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 16.85% | -2.29% |
4GLD.DE vs. VJPN.DE - Expense Ratio Comparison
4GLD.DE has a 0.00% expense ratio, which is lower than VJPN.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. VJPN.DE - Dividend Comparison
4GLD.DE has not paid dividends to shareholders, while VJPN.DE's dividend yield for the trailing twelve months is around 1.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
4GLD.DE Xetra-Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VJPN.DE Vanguard FTSE Japan UCITS ETF Distributing | 1.67% | 1.91% | 1.93% | 1.91% | 2.22% | 1.66% | 1.62% | 1.80% | 1.94% | 0.59% |
Frequently Asked Questions
4GLD.DE and VJPN.DE have a correlation of 0.21, 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 VJPN.DE.
4GLD.DE is categorized as Gold, while VJPN.DE is Japan Equities. 4GLD.DE tracks LBMA Gold Price, while VJPN.DE tracks TOPIX TR JPY. They also come from different issuers: Deutsche Börse Commodities and Vanguard. Their fees differ too: 0.00% for 4GLD.DE and 0.15% for VJPN.DE.
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