SXR1.DE vs. 4GLD.DE
SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) and 4GLD.DE (Xetra-Gold) are both exchange-traded funds - SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan, while 4GLD.DE is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, SXR1.DE returned 7.48%/yr vs 13.36%/yr for 4GLD.DE. At a 0.11 correlation, their price movements are largely independent. SXR1.DE charges 0.20%/yr vs 0.00%/yr for 4GLD.DE.
Performance
SXR1.DE vs. 4GLD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXR1.DE achieves a 8.90% return, which is significantly higher than 4GLD.DE's 2.80% return. Over the past 10 years, SXR1.DE has underperformed 4GLD.DE with an annualized return of 7.48%, while 4GLD.DE has yielded a comparatively higher 13.36% annualized return.
SXR1.DE
- 1D
- -0.90%
- 1M
- -2.17%
- YTD
- 8.90%
- 6M
- 10.35%
- 1Y
- 13.62%
- 3Y*
- 10.41%
- 5Y*
- 5.82%
- 10Y*
- 7.48%
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%
SXR1.DE vs. 4GLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.90% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
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 SXR1.DE and 4GLD.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 5, 2010 | 0.11 |
Over the past year, SXR1.DE and 4GLD.DE have become more correlated (0.33) than their long-term average of 0.11, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXR1.DE vs. 4GLD.DE — Risk / Return Rank
SXR1.DE
4GLD.DE
SXR1.DE vs. 4GLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.
| SXR1.DE | 4GLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.82 | +0.43 |
| Martin ratioReturn relative to average drawdown | 6.64 | 4.63 | +2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXR1.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.31 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 1.23 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.92 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.65 | -0.38 |
Drawdowns
SXR1.DE vs. 4GLD.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -38.62%, roughly equal to the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and 4GLD.DE.
Loading charts...
Drawdown Indicators
| SXR1.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -36.79% | -1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.21% | -16.54% | +10.33% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -16.54% | -3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -16.54% | -3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -18.23% | -18.68% |
Current DrawdownCurrent decline from peak | -2.17% | -14.95% | +12.78% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -11.83% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 6.52% | -4.41% |
Volatility
SXR1.DE vs. 4GLD.DE - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 3.06%, while Xetra-Gold (4GLD.DE) has a volatility of 5.09%. This indicates that SXR1.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.
Loading charts...
Volatility by Period
| SXR1.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 5.09% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 20.09% | -11.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 23.06% | -11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 16.00% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 14.37% | +2.23% |
SXR1.DE vs. 4GLD.DE - Expense Ratio Comparison
SXR1.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
SXR1.DE vs. 4GLD.DE - Dividend Comparison
Neither SXR1.DE nor 4GLD.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR1.DE and 4GLD.DE have a correlation of 0.33, 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 SXR1.DE.
SXR1.DE is categorized as Asia Pacific Equities, while 4GLD.DE is Gold. SXR1.DE tracks MSCI Pacific ex Japan, 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 SXR1.DE and 0.00% for 4GLD.DE.
Find the right allocation for SXR1.DE and 4GLD.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer