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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Xetra-Gold ETF (4GLD.DE) and Xtrackers Physical Gold GBP Hedged ETC (XGLS.L). The values are adjusted to include any dividend payments, if applicable.

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4GLD.DE vs. XGLS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
4GLD.DE
Xetra-Gold ETF
7.00%49.32%34.57%9.32%7.12%4.03%13.05%21.25%3.20%-1.67%
XGLS.L
Xtrackers Physical Gold GBP Hedged ETC
6.42%54.56%30.88%14.00%-6.70%1.27%15.48%23.05%-4.80%5.33%
Different Trading Currencies

4GLD.DE is traded in EUR, while XGLS.L is traded in GBp. To make them comparable, the XGLS.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 7.00% return, which is significantly higher than XGLS.L's 6.42% return. Over the past 10 years, 4GLD.DE has outperformed XGLS.L with an annualized return of 14.14%, while XGLS.L has yielded a comparatively lower 11.41% annualized return.


4GLD.DE

1D
0.91%
1M
-9.50%
YTD
7.00%
6M
22.46%
1Y
38.74%
3Y*
30.07%
5Y*
22.21%
10Y*
14.14%

XGLS.L

1D
1.21%
1M
-11.62%
YTD
6.42%
6M
19.21%
1Y
39.51%
3Y*
31.13%
5Y*
19.38%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

4GLD.DE has a 0.00% expense ratio, which is lower than XGLS.L's 0.69% expense ratio.


Return for Risk

4GLD.DE vs. XGLS.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: 8383
Overall Rank
4GLD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 8383
Martin Ratio Rank

XGLS.L
XGLS.L Risk / Return Rank: 8484
Overall Rank
XGLS.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XGLS.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XGLS.L Omega Ratio Rank: 8282
Omega Ratio Rank
XGLS.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
XGLS.L Martin Ratio Rank: 8484
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. XGLS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xetra-Gold ETF (4GLD.DE) and Xtrackers Physical Gold GBP Hedged ETC (XGLS.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.DEXGLS.LDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.50

+0.14

Sortino ratio

Return per unit of downside risk

2.11

1.95

+0.16

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.04

Calmar ratio

Return relative to maximum drawdown

2.32

2.16

+0.16

Martin ratio

Return relative to average drawdown

8.83

7.77

+1.07

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

The current 4GLD.DE Sharpe Ratio is 1.63, which is comparable to the XGLS.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of 4GLD.DE and XGLS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


4GLD.DEXGLS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.50

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

1.07

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

0.68

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.36

+0.31

Correlation

The correlation between 4GLD.DE and XGLS.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

4GLD.DE vs. XGLS.L - Dividend Comparison

Neither 4GLD.DE nor XGLS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

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

The maximum 4GLD.DE drawdown since its inception was -36.79%, smaller than the maximum XGLS.L drawdown of -45.29%. Use the drawdown chart below to compare losses from any high point for 4GLD.DE and XGLS.L.


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Drawdown Indicators


4GLD.DEXGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-46.55%

+9.76%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-18.19%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-21.87%

+5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

-22.99%

+4.76%

Current Drawdown

Current decline from peak

-11.47%

-13.35%

+1.88%

Average Drawdown

Average peak-to-trough decline

-11.83%

-23.50%

+11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

4.64%

-0.30%

Volatility

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

Xetra-Gold ETF (4GLD.DE) and Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) have volatilities of 10.85% and 11.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4GLD.DEXGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.85%

11.23%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

20.86%

22.32%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

23.64%

26.29%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

18.08%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.24%

16.82%

-2.58%