4GLD.DE vs. XDW0.DE
4GLD.DE (Xetra-Gold) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - 4GLD.DE is a Gold fund tracking the LBMA Gold Price, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, 4GLD.DE returned 13.36%/yr vs 9.20%/yr for XDW0.DE. At a 0.02 correlation, their price movements are largely independent. 4GLD.DE charges 0.00%/yr vs 0.25%/yr for XDW0.DE.
Performance
4GLD.DE vs. XDW0.DE - Performance Comparison
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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 XDW0.DE's 32.75% return. Over the past 10 years, 4GLD.DE has outperformed XDW0.DE with an annualized return of 13.36%, while XDW0.DE has yielded a comparatively lower 9.20% annualized return.
4GLD.DE
- 1D
- 0.57%
- 1M
- -3.60%
- YTD
- 2.80%
- 6M
- 6.23%
- 1Y
- 31.21%
- 3Y*
- 28.18%
- 5Y*
- 19.85%
- 10Y*
- 13.36%
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
4GLD.DE vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
4GLD.DE Xetra-Gold | 2.80% | 49.32% | 34.57% | 9.32% | 7.12% | 4.03% | 13.05% | 21.25% | 3.20% | -1.67% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between 4GLD.DE and XDW0.DE is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.02 |
The correlation between 4GLD.DE and XDW0.DE shifts across timeframes, from -0.04 (1 year) to 0.09 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
4GLD.DE vs. XDW0.DE — Risk / Return Rank
4GLD.DE
XDW0.DE
4GLD.DE vs. XDW0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.DE | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.98 | -1.16 |
| Martin ratioReturn relative to average drawdown | 4.63 | 9.92 | -5.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 4GLD.DE | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.10 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.84 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.35 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.37 | +0.28 |
Drawdowns
4GLD.DE vs. XDW0.DE - Drawdown Comparison
The maximum 4GLD.DE drawdown since its inception was -36.79%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and XDW0.DE.
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Drawdown Indicators
| 4GLD.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.79% | -61.44% | +24.65% |
Max Drawdown (1Y)Largest decline over 1 year | -16.54% | -15.05% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -23.71% | +7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -23.71% | +7.17% |
Max Drawdown (10Y)Largest decline over 10 years | -18.23% | -61.44% | +43.21% |
Current DrawdownCurrent decline from peak | -14.95% | -7.38% | -7.57% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -13.84% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.52% | 4.53% | +1.99% |
Volatility
4GLD.DE vs. XDW0.DE - Volatility Comparison
The current volatility for Xetra-Gold (4GLD.DE) is 5.09%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.96%. This indicates that 4GLD.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 6.96% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 20.09% | 18.42% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 21.48% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 24.04% | -8.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.37% | 26.02% | -11.65% |
4GLD.DE vs. XDW0.DE - Expense Ratio Comparison
4GLD.DE has a 0.00% expense ratio, which is lower than XDW0.DE'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. XDW0.DE - Dividend Comparison
Neither 4GLD.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
4GLD.DE and XDW0.DE have a correlation of -0.04, 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 XDW0.DE.
4GLD.DE is categorized as Gold, while XDW0.DE is Energy Equities. 4GLD.DE tracks LBMA Gold Price, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: Deutsche Börse Commodities and Xtrackers. Their fees differ too: 0.00% for 4GLD.DE and 0.25% for XDW0.DE.
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