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4GLD.DE vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4GLD.DE vs. XDW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4GLD.DE vs. XDW0.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%
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

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

XDW0.DE
XDW0.DE Risk / Return Rank: 5959
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5757
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. 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.DEXDW0.DEDifference
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

4GLD.DE vs. XDW0.DE - Sharpe Ratio Comparison

The current 4GLD.DE Sharpe Ratio is 1.31, which is lower than the XDW0.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of 4GLD.DE and XDW0.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.DEXDW0.DEDifference

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.DEXDW0.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.95%

-7.38%

-7.57%

Average Drawdown

Average peak-to-trough decline

-11.83%

-13.84%

+2.01%

Ulcer Index

Depth 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.DEXDW0.DEDifference

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.


Tickers have no history of dividend payments

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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