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

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Europe Defence UCITS ETF EUR Accumulating (DFEU.L) and Xetra-Gold (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DFEU.L is traded in GBP, while 4GLD.DE is traded in EUR. To make them comparable, the 4GLD.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DFEU.L achieves a 3.58% return, which is significantly higher than 4GLD.DE's -3.67% return.


DFEU.L

1D
0.00%
1M
4.74%
YTD
3.58%
6M
4.50%
1Y
3Y*
5Y*
10Y*

4GLD.DE

1D
2.91%
1M
-7.83%
YTD
-3.67%
6M
-2.30%
1Y
24.86%
3Y*
26.81%
5Y*
18.76%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025
DFEU.L
iShares Europe Defence UCITS ETF EUR Accumulating
3.58%-14.38%
4GLD.DE
Xetra-Gold
-3.67%33.81%

Correlation

The correlation between DFEU.L and 4GLD.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.22

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Return for Risk

DFEU.L vs. 4GLD.DE — Risk / Return Rank

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

DFEU.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

DFEU.L vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Europe Defence UCITS ETF EUR Accumulating (DFEU.L) 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.


DFEU.L4GLD.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.16

Martin ratioReturn relative to average drawdown

3.62

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


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Drawdowns

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

The maximum DFEU.L drawdown since its inception was -23.78%, smaller than the maximum 4GLD.DE drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for DFEU.L and 4GLD.DE.


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Drawdown Indicators


DFEU.L4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.78%

-40.49%

+16.71%

Max Drawdown (1Y)

Largest decline over 1 year

-22.54%

Max Drawdown (3Y)

Largest decline over 3 years

-22.54%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

Max Drawdown (10Y)

Largest decline over 10 years

-22.54%

Current Drawdown

Current decline from peak

-14.72%

-20.29%

+5.57%

Average Drawdown

Average peak-to-trough decline

-11.47%

-13.07%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.24%

Volatility

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


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Volatility by Period


DFEU.L4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

Volatility (1Y)

Calculated over the trailing 1-year period

38.83%

23.82%

+15.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.83%

16.49%

+22.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.83%

15.99%

+22.84%

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

DFEU.L has a 0.35% expense ratio, which is higher than 4GLD.DE's 0.00% expense ratio.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


DFEU.L and 4GLD.DE have a correlation of 0.22, 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 0.35% for DFEU.L.

DFEU.L is categorized as Aerospace & Defense, while 4GLD.DE is Gold. DFEU.L tracks STOXX Europe Targeted Defence Index, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: iShares and Deutsche Börse Commodities. Their fees differ too: 0.35% for DFEU.L and 0.00% for 4GLD.DE.

Portfolio Optimizer

Find the right allocation for DFEU.L and 4GLD.DE

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