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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.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, IBCA.DE achieves a 0.27% return, which is significantly higher than 4GLD.DE's -2.63% return. Over the past 10 years, IBCA.DE has underperformed 4GLD.DE with an annualized return of 0.40%, while 4GLD.DE has yielded a comparatively higher 12.28% annualized return.


IBCA.DE

1D
0.11%
1M
0.38%
YTD
0.27%
6M
0.45%
1Y
1.04%
3Y*
2.75%
5Y*
0.83%
10Y*
0.40%

4GLD.DE

1D
2.93%
1M
-9.07%
YTD
-2.63%
6M
-0.59%
1Y
24.49%
3Y*
26.47%
5Y*
18.62%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
0.27%2.32%3.06%3.49%-4.26%-0.84%-0.15%0.14%-0.27%0.02%
4GLD.DE
Xetra-Gold
-2.63%49.32%34.57%9.33%7.12%4.03%13.03%21.27%3.19%-1.67%

Correlation

The correlation between IBCA.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

0.22

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

0.24

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

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2009

0.11

The correlation between IBCA.DE and 4GLD.DE shifts across timeframes, from 0.11 (all time) to 0.24 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IBCA.DE
IBCA.DE Risk / Return Rank: 2424
Overall Rank
IBCA.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBCA.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
IBCA.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IBCA.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBCA.DE Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.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.


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

-0.28

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratioReturn relative to maximum drawdown

0.91

1.12

-0.21

Martin ratioReturn relative to average drawdown

2.86

3.41

-0.55

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

The current IBCA.DE Sharpe Ratio is 0.75, which is comparable to the 4GLD.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of IBCA.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

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

The maximum IBCA.DE drawdown since its inception was -8.31%, smaller than the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for IBCA.DE and 4GLD.DE.


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Drawdown Indicators


IBCA.DE4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.31%

-36.79%

+28.48%

Max Drawdown (1Y)

Largest decline over 1 year

-1.14%

-21.73%

+20.59%

Max Drawdown (3Y)

Largest decline over 3 years

-1.14%

-21.73%

+20.59%

Max Drawdown (5Y)

Largest decline over 5 years

-5.21%

-21.73%

+16.52%

Max Drawdown (10Y)

Largest decline over 10 years

-8.31%

-21.73%

+13.42%

Current Drawdown

Current decline from peak

-0.34%

-19.44%

+19.10%

Average Drawdown

Average peak-to-trough decline

-0.84%

-12.03%

+11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

7.11%

-6.75%

Volatility

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

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.DE) is 0.63%, while Xetra-Gold (4GLD.DE) has a volatility of 6.93%. This indicates that IBCA.DE experiences smaller price fluctuations and is considered to be less risky 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


IBCA.DE4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

6.93%

-6.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.30%

20.81%

-19.51%

Volatility (1Y)

Calculated over the trailing 1-year period

1.38%

23.70%

-22.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.56%

16.29%

-14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

14.56%

-10.75%

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

IBCA.DE has a 0.15% expense ratio, which is higher than 4GLD.DE's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

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

IBCA.DE's dividend yield for the trailing twelve months is around 2.18%, while 4GLD.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
4GLD.DE
Xetra-Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.45%2.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.29%

Frequently Asked Questions


IBCA.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 0.15% for IBCA.DE.

IBCA.DE is categorized as European Government Bonds, while 4GLD.DE is Gold. IBCA.DE tracks Bloomberg Euro Government Bond 1-3, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: iShares and Deutsche Börse Commodities. Their fees differ too: 0.15% for IBCA.DE and 0.00% for 4GLD.DE.

Portfolio Optimizer

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