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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold (4GLD.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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 0.25% return, which is significantly lower than XDWD.DE's 11.26% return. Both investments have delivered pretty close results over the past 10 years, with 4GLD.DE having a 12.59% annualized return and XDWD.DE not far ahead at 13.12%.


4GLD.DE

1D
2.95%
1M
-4.05%
YTD
0.25%
6M
2.33%
1Y
26.79%
3Y*
27.91%
5Y*
19.59%
10Y*
12.59%

XDWD.DE

1D
1.14%
1M
2.64%
YTD
11.26%
6M
12.63%
1Y
25.29%
3Y*
17.21%
5Y*
12.68%
10Y*
13.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4GLD.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
4GLD.DE
Xetra-Gold
0.25%49.32%34.57%9.33%7.12%4.03%13.03%21.27%3.19%-1.67%
XDWD.DE
Xtrackers MSCI World UCITS ETF 1C
11.26%7.85%25.98%20.19%-13.68%32.75%5.47%31.26%-4.94%7.84%

Correlation

The correlation between 4GLD.DE and XDWD.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.16

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

0.07

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

0.02

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.04

Over the past year, 4GLD.DE and XDWD.DE have become more correlated (0.24) than their long-term average of 0.04, meaning their price movements have been converging.

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Return for Risk

4GLD.DE vs. XDWD.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: 3131
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 3636
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 2929
Martin Ratio Rank

XDWD.DE
XDWD.DE Risk / Return Rank: 7979
Overall Rank
XDWD.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 7777
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 8585
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. XDWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold (4GLD.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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.DEXDWD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.22

1.41

-0.19

Calmar ratioReturn relative to maximum drawdown

1.23

3.97

-2.75

Martin ratioReturn relative to average drawdown

3.72

15.92

-12.20

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

The current 4GLD.DE Sharpe Ratio is 1.12, which is lower than the XDWD.DE Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of 4GLD.DE and XDWD.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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Drawdowns

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

The maximum 4GLD.DE drawdown since its inception was -36.79%, which is greater than XDWD.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and XDWD.DE.


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Drawdown Indicators


4GLD.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-33.55%

-3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-21.73%

-6.34%

-15.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-21.64%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-21.64%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-21.73%

-33.55%

+11.82%

Current Drawdown

Current decline from peak

-17.06%

-0.02%

-17.04%

Average Drawdown

Average peak-to-trough decline

-12.03%

-4.54%

-7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.19%

1.58%

+5.61%

Volatility

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

Xetra-Gold (4GLD.DE) has a higher volatility of 7.32% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 3.10%. This indicates that 4GLD.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

3.10%

+4.22%

Volatility (6M)

Calculated over the trailing 6-month period

21.00%

8.04%

+12.96%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

11.30%

+12.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

14.16%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

15.15%

-0.58%

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

4GLD.DE has a 0.00% expense ratio, which is lower than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


4GLD.DE and XDWD.DE have a correlation of 0.24, 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 0.19% for XDWD.DE.

4GLD.DE is categorized as Gold, while XDWD.DE is Global Equities. 4GLD.DE tracks LBMA Gold Price, while XDWD.DE tracks MSCI World. They also come from different issuers: Deutsche Börse Commodities and Xtrackers. Their fees differ too: 0.00% for 4GLD.DE and 0.19% for XDWD.DE.

Portfolio Optimizer

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