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IS0X.DE vs. 4GLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0X.DE vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Corporate Bond UCITS ETF (IS0X.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, IS0X.DE achieves a 1.22% return, which is significantly lower than 4GLD.DE's 2.80% return. Over the past 10 years, IS0X.DE has underperformed 4GLD.DE with an annualized return of 1.91%, while 4GLD.DE has yielded a comparatively higher 13.36% annualized return.


IS0X.DE

1D
0.05%
1M
0.85%
YTD
1.22%
6M
0.79%
1Y
3.24%
3Y*
3.01%
5Y*
0.99%
10Y*
1.91%

4GLD.DE

1D
0.57%
1M
-3.60%
YTD
2.80%
6M
6.23%
1Y
31.21%
3Y*
28.18%
5Y*
19.85%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0X.DE vs. 4GLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0X.DE
iShares Global Corporate Bond UCITS ETF
1.22%-2.16%7.10%5.53%-11.18%4.80%0.18%14.28%0.50%-4.36%
4GLD.DE
Xetra-Gold
2.80%49.32%34.57%9.32%7.12%4.03%13.05%21.25%3.20%-1.67%

Correlation

The correlation between IS0X.DE and 4GLD.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.19

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

0.24

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

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.26

Over the past year, the correlation between IS0X.DE and 4GLD.DE has dropped to 0.05 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

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Return for Risk

IS0X.DE vs. 4GLD.DE — Risk / Return Rank

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

IS0X.DE
IS0X.DE Risk / Return Rank: 2323
Overall Rank
IS0X.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IS0X.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IS0X.DE Omega Ratio Rank: 1919
Omega Ratio Rank
IS0X.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
IS0X.DE Martin Ratio Rank: 2424
Martin Ratio Rank

4GLD.DE
4GLD.DE Risk / Return Rank: 3636
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 3232
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.

IS0X.DE vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (IS0X.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.


IS0X.DE4GLD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

1.41

1.82

-0.42

Martin ratioReturn relative to average drawdown

3.02

4.63

-1.61

IS0X.DE vs. 4GLD.DE - Sharpe Ratio Comparison

The current IS0X.DE Sharpe Ratio is 0.67, which is lower than the 4GLD.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IS0X.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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Sharpe Ratios by Period


IS0X.DE4GLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.31

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

1.23

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.92

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.65

-0.26

Drawdowns

IS0X.DE vs. 4GLD.DE - Drawdown Comparison

The maximum IS0X.DE drawdown since its inception was -13.65%, smaller than the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for IS0X.DE and 4GLD.DE.


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Drawdown Indicators


IS0X.DE4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.65%

-36.79%

+23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.08%

-16.54%

+14.46%

Max Drawdown (3Y)

Largest decline over 3 years

-8.54%

-16.54%

+8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-13.05%

-16.54%

+3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-13.65%

-18.23%

+4.58%

Current Drawdown

Current decline from peak

-3.15%

-14.95%

+11.80%

Average Drawdown

Average peak-to-trough decline

-4.61%

-11.83%

+7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

6.52%

-5.55%

Volatility

IS0X.DE vs. 4GLD.DE - Volatility Comparison

The current volatility for iShares Global Corporate Bond UCITS ETF (IS0X.DE) is 1.13%, while Xetra-Gold (4GLD.DE) has a volatility of 5.09%. This indicates that IS0X.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


IS0X.DE4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

5.09%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

20.09%

-17.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

23.06%

-18.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

16.00%

-9.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.56%

14.37%

-7.81%

IS0X.DE vs. 4GLD.DE - Expense Ratio Comparison

IS0X.DE has a 0.20% 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

IS0X.DE vs. 4GLD.DE - Dividend Comparison

IS0X.DE's dividend yield for the trailing twelve months is around 4.25%, 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%
IS0X.DE
iShares Global Corporate Bond UCITS ETF
4.25%4.22%3.80%3.35%2.65%2.03%2.45%2.68%2.59%2.64%2.57%2.61%

Frequently Asked Questions


IS0X.DE and 4GLD.DE have a correlation of 0.05, 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 0.20% for IS0X.DE.

IS0X.DE is categorized as Global Corporate Bonds, while 4GLD.DE is Gold. IS0X.DE tracks Bloomberg Global Aggregate Corporate, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: iShares and Deutsche Börse Commodities. Their fees differ too: 0.20% for IS0X.DE and 0.00% for 4GLD.DE.

Portfolio Optimizer

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