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IBC4.DE vs. XGLF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC4.DE vs. XGLF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI South Africa UCITS ETF USD (Acc) (IBC4.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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, IBC4.DE achieves a -1.83% return, which is significantly lower than XGLF.DE's 6.06% return. Over the past 10 years, IBC4.DE has underperformed XGLF.DE with an annualized return of 7.19%, while XGLF.DE has yielded a comparatively higher 8.00% annualized return.


IBC4.DE

1D
0.65%
1M
-0.00%
6M
-2.26%
YTD
-1.83%
1Y
32.92%
3Y*
22.90%
5Y*
11.49%
10Y*
7.19%

XGLF.DE

1D
0.50%
1M
2.01%
6M
5.05%
YTD
6.06%
1Y
5.74%
3Y*
3.33%
5Y*
5.16%
10Y*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC4.DE vs. XGLF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBC4.DE
iShares MSCI South Africa UCITS ETF USD (Acc)
-1.83%57.35%14.83%-3.10%1.72%12.68%-11.83%12.46%-21.79%19.74%
XGLF.DE
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)
6.06%-5.36%9.58%0.55%1.24%48.84%-9.49%9.50%22.95%-7.49%

Correlation

The correlation between IBC4.DE and XGLF.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.28

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

0.28

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

0.29

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2015

0.31

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Return for Risk

IBC4.DE vs. XGLF.DE — Risk / Return Rank

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

IBC4.DE
IBC4.DE Risk / Return Rank: 3333
Overall Rank
IBC4.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IBC4.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBC4.DE Omega Ratio Rank: 3333
Omega Ratio Rank
IBC4.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
IBC4.DE Martin Ratio Rank: 2929
Martin Ratio Rank

XGLF.DE
XGLF.DE Risk / Return Rank: 1616
Overall Rank
XGLF.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGLF.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
XGLF.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XGLF.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGLF.DE Martin Ratio Rank: 1616
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.

IBC4.DE vs. XGLF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Africa UCITS ETF USD (Acc) (IBC4.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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.


IBC4.DEXGLF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.20

1.09

+0.11

Calmar ratioReturn relative to maximum drawdown

1.52

0.63

+0.89

Martin ratioReturn relative to average drawdown

3.57

1.39

+2.17

IBC4.DE vs. XGLF.DE - Sharpe Ratio Comparison

The current IBC4.DE Sharpe Ratio is 1.10, which is higher than the XGLF.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IBC4.DE and XGLF.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

IBC4.DE vs. XGLF.DE - Drawdown Comparison

The maximum IBC4.DE drawdown since its inception was -55.48%, which is greater than XGLF.DE's maximum drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for IBC4.DE and XGLF.DE.


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Drawdown Indicators


IBC4.DEXGLF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.48%

-42.15%

-13.33%

Max Drawdown (1Y)

Largest decline over 1 year

-21.54%

-9.05%

-12.49%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-18.41%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-29.74%

-31.29%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-55.48%

-35.16%

-20.32%

Current Drawdown

Current decline from peak

-16.46%

-17.78%

+1.32%

Average Drawdown

Average peak-to-trough decline

-17.44%

-18.26%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

4.11%

+5.10%

Volatility

IBC4.DE vs. XGLF.DE - Volatility Comparison

iShares MSCI South Africa UCITS ETF USD (Acc) (IBC4.DE) has a higher volatility of 8.06% compared to Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) at 4.44%. This indicates that IBC4.DE's price experiences larger fluctuations and is considered to be riskier than XGLF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC4.DEXGLF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

4.44%

+3.62%

Volatility (6M)

Calculated over the trailing 6-month period

25.34%

9.30%

+16.04%

Volatility (1Y)

Calculated over the trailing 1-year period

29.76%

12.62%

+17.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.63%

15.35%

+10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.84%

18.34%

+9.50%

IBC4.DE vs. XGLF.DE - Expense Ratio Comparison

Both IBC4.DE and XGLF.DE have an expense ratio of 0.65%.


Dividends

IBC4.DE vs. XGLF.DE - Dividend Comparison

Neither IBC4.DE nor XGLF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBC4.DE and XGLF.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBC4.DE and XGLF.DE have the same expense ratio: 0.65% per year.

IBC4.DE tracks MSCI South Africa Capped Index, while XGLF.DE tracks MSCI GCC Countries ex Select Securities Index. They also come from different issuers: iShares and Xtrackers.

Portfolio Optimizer

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