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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Defense UCITS ETF A (DFEN.DE) and Xetra-Gold (4GLD.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, DFEN.DE achieves a 3.04% return, which is significantly higher than 4GLD.DE's -2.63% return.


DFEN.DE

1D
0.60%
1M
3.18%
YTD
3.04%
6M
4.46%
1Y
11.89%
3Y*
37.43%
5Y*
10Y*

4GLD.DE

1D
2.93%
1M
-6.80%
YTD
-2.63%
6M
-0.59%
1Y
23.16%
3Y*
26.47%
5Y*
18.62%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
DFEN.DE
VanEck Defense UCITS ETF A
3.04%50.76%51.97%22.65%
4GLD.DE
Xetra-Gold
-2.63%49.32%34.57%1.03%

Correlation

The correlation between DFEN.DE and 4GLD.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2023

0.14

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Return for Risk

DFEN.DE vs. 4GLD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFEN.DE
DFEN.DE Risk / Return Rank: 1919
Overall Rank
DFEN.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFEN.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFEN.DE Omega Ratio Rank: 1919
Omega Ratio Rank
DFEN.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFEN.DE Martin Ratio Rank: 1818
Martin Ratio Rank

4GLD.DE
4GLD.DE Risk / Return Rank: 3030
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 2828
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.

DFEN.DE vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF A (DFEN.DE) and Xetra-Gold (4GLD.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.


DFEN.DE4GLD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.11

1.21

-0.09

Calmar ratioReturn relative to maximum drawdown

0.74

1.12

-0.38

Martin ratioReturn relative to average drawdown

1.72

3.41

-1.69

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

The current DFEN.DE Sharpe Ratio is 0.56, which is lower than the 4GLD.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DFEN.DE and 4GLD.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

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

The maximum DFEN.DE drawdown since its inception was -18.88%, smaller than the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for DFEN.DE and 4GLD.DE.


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Drawdown Indicators


DFEN.DE4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.88%

-36.79%

+17.91%

Max Drawdown (1Y)

Largest decline over 1 year

-18.88%

-21.73%

+2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-21.73%

+2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

Max Drawdown (10Y)

Largest decline over 10 years

-21.73%

Current Drawdown

Current decline from peak

-16.01%

-19.44%

+3.43%

Average Drawdown

Average peak-to-trough decline

-3.25%

-12.03%

+8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

7.11%

+1.04%

Volatility

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

VanEck Defense UCITS ETF A (DFEN.DE) has a higher volatility of 7.34% compared to Xetra-Gold (4GLD.DE) at 6.93%. This indicates that DFEN.DE's price experiences larger fluctuations and is considered to be riskier than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEN.DE4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

6.93%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

20.81%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

25.01%

23.70%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

16.29%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.22%

14.56%

+6.66%

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

DFEN.DE has a 0.55% expense ratio, which is higher than 4GLD.DE's 0.00% expense ratio.


Dividends

DFEN.DE vs. 4GLD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DFEN.DE and 4GLD.DE have a correlation of 0.23, 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 0.55% for DFEN.DE.

DFEN.DE is categorized as Aerospace & Defense, while 4GLD.DE is Gold. DFEN.DE tracks MarketVector Global Defense Industry Index, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: VanEck and Deutsche Börse Commodities. Their fees differ too: 0.55% for DFEN.DE and 0.00% for 4GLD.DE.

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