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

Performance

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

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) and Xetra-Gold (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISAC.L achieves a 11.54% return, which is significantly higher than 4GLD.DE's 1.62% return. Over the past 10 years, ISAC.L has underperformed 4GLD.DE with an annualized return of 12.63%, while 4GLD.DE has yielded a comparatively higher 13.62% annualized return.


ISAC.L

1D
-0.10%
1M
4.26%
YTD
11.54%
6M
13.01%
1Y
28.81%
3Y*
21.19%
5Y*
11.38%
10Y*
12.63%

4GLD.DE

1D
0.69%
1M
-2.23%
YTD
1.62%
6M
6.12%
1Y
32.50%
3Y*
31.68%
5Y*
18.74%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)
11.54%22.36%17.81%22.57%-18.16%18.85%15.66%25.77%-9.73%24.39%
4GLD.DE
Xetra-Gold
1.62%68.58%26.88%12.77%1.22%-4.18%24.10%18.68%-1.65%12.24%

Correlation

The correlation between ISAC.L and 4GLD.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.20

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

0.18

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

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2011

0.06

Over the past year, ISAC.L and 4GLD.DE have become more correlated (0.31) than their long-term average of 0.06, meaning their price movements have been converging.

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Return for Risk

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

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

ISAC.L
ISAC.L Risk / Return Rank: 7373
Overall Rank
ISAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7373
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7474
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.


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

+0.98

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.43

1.25

+0.17

Calmar ratioReturn relative to maximum drawdown

3.27

1.89

+1.38

Martin ratioReturn relative to average drawdown

13.72

4.82

+8.90

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

The current ISAC.L Sharpe Ratio is 2.31, which is higher than the 4GLD.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of ISAC.L 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


ISAC.L4GLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

1.33

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.07

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.87

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.52

+0.23

Drawdowns

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

The maximum ISAC.L drawdown since its inception was -33.82%, smaller than the maximum 4GLD.DE drawdown of -44.57%. Use the drawdown chart below to compare losses from any high point for ISAC.L and 4GLD.DE.


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Drawdown Indicators


ISAC.L4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-44.57%

+10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-17.15%

+8.38%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-17.15%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

-21.18%

-4.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-21.18%

-12.64%

Current Drawdown

Current decline from peak

-0.72%

-15.56%

+14.84%

Average Drawdown

Average peak-to-trough decline

-4.69%

-16.99%

+12.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

6.73%

-4.63%

Volatility

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

The current volatility for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) is 3.84%, while Xetra-Gold (4GLD.DE) has a volatility of 5.66%. This indicates that ISAC.L 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


ISAC.L4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

5.66%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

20.99%

-11.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.40%

24.25%

-11.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

17.29%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

15.56%

+0.39%

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

ISAC.L 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

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


ISAC.L and 4GLD.DE have a correlation of 0.31, 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 ISAC.L.

ISAC.L is categorized as Global Equities, while 4GLD.DE is Gold. ISAC.L tracks MSCI ACWI Index, 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 ISAC.L and 0.00% for 4GLD.DE.

Portfolio Optimizer

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