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R2SC.L vs. 4GLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

R2SC.L vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) and Xetra-Gold (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

R2SC.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, R2SC.L achieves a 16.67% return, which is significantly higher than 4GLD.DE's 1.32% return. Over the past 10 years, R2SC.L has underperformed 4GLD.DE with an annualized return of 11.53%, while 4GLD.DE has yielded a comparatively higher 14.46% annualized return.


R2SC.L

1D
-0.62%
1M
4.94%
YTD
16.67%
6M
16.08%
1Y
40.29%
3Y*
15.25%
5Y*
7.03%
10Y*
11.53%

4GLD.DE

1D
-1.23%
1M
-1.20%
YTD
1.32%
6M
4.50%
1Y
33.49%
3Y*
28.12%
5Y*
19.86%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

R2SC.L vs. 4GLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
R2SC.L
SPDR Russell 2000 US Small Cap UCITS ETF
16.67%4.66%11.86%12.18%-11.55%15.87%15.73%20.67%-7.45%4.45%
4GLD.DE
Xetra-Gold
1.32%57.09%28.71%7.13%12.98%-3.31%19.44%14.94%4.66%2.53%

Correlation

The correlation between R2SC.L and 4GLD.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.08

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

0.02

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2014

0.02

The correlation between R2SC.L and 4GLD.DE shifts across timeframes, from 0.02 (5 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

R2SC.L vs. 4GLD.DE — Risk / Return Rank

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

R2SC.L
R2SC.L Risk / Return Rank: 7272
Overall Rank
R2SC.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
R2SC.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
R2SC.L Omega Ratio Rank: 6464
Omega Ratio Rank
R2SC.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
R2SC.L Martin Ratio Rank: 7373
Martin Ratio Rank

4GLD.DE
4GLD.DE Risk / Return Rank: 3434
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 3838
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 3131
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.

R2SC.L vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.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.


R2SC.L4GLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.39

1.28

+0.11

Calmar ratioReturn relative to maximum drawdown

4.65

1.93

+2.72

Martin ratioReturn relative to average drawdown

13.68

5.15

+8.53

R2SC.L vs. 4GLD.DE - Sharpe Ratio Comparison

The current R2SC.L Sharpe Ratio is 2.34, which is higher than the 4GLD.DE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of R2SC.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


R2SC.L4GLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.44

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

1.21

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.91

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.65

-0.11

Drawdowns

R2SC.L vs. 4GLD.DE - Drawdown Comparison

The maximum R2SC.L drawdown since its inception was -35.03%, smaller than the maximum 4GLD.DE drawdown of -40.90%. Use the drawdown chart below to compare losses from any high point for R2SC.L and 4GLD.DE.


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Drawdown Indicators


R2SC.L4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.03%

-40.90%

+5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-17.27%

+8.64%

Max Drawdown (3Y)

Largest decline over 3 years

-30.00%

-17.27%

-12.73%

Max Drawdown (5Y)

Largest decline over 5 years

-30.00%

-17.27%

-12.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.03%

-22.46%

-12.57%

Current Drawdown

Current decline from peak

-1.21%

-16.16%

+14.95%

Average Drawdown

Average peak-to-trough decline

-8.52%

-12.90%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

6.48%

-3.54%

Volatility

R2SC.L vs. 4GLD.DE - Volatility Comparison

The current volatility for SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) is 5.26%, while Xetra-Gold (4GLD.DE) has a volatility of 5.57%. This indicates that R2SC.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


R2SC.L4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

5.57%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

20.03%

-8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

23.11%

-5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.06%

16.20%

+3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.78%

15.78%

+5.00%

R2SC.L vs. 4GLD.DE - Expense Ratio Comparison

R2SC.L has a 0.30% expense ratio, which is higher than 4GLD.DE's 0.00% expense ratio.


Dividends

R2SC.L vs. 4GLD.DE - Dividend Comparison

Neither R2SC.L nor 4GLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


R2SC.L and 4GLD.DE have a correlation of 0.17, 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 0.30% for R2SC.L.

R2SC.L is categorized as Small Cap Blend Equities, while 4GLD.DE is Gold. R2SC.L tracks Russell 2000 TR USD, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: State Street and Deutsche Börse Commodities. Their fees differ too: 0.30% for R2SC.L and 0.00% for 4GLD.DE.

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