SXRW.DE vs. 4GLD.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and 4GLD.DE (Xetra-Gold) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while 4GLD.DE is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.92%/yr vs 12.28%/yr for 4GLD.DE. At a 0.07 correlation, their price movements are largely independent. SXRW.DE charges 0.07%/yr vs 0.00%/yr for 4GLD.DE.
Performance
SXRW.DE vs. 4GLD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 8.05% return, which is significantly higher than 4GLD.DE's -2.63% return. Over the past 10 years, SXRW.DE has underperformed 4GLD.DE with an annualized return of 8.92%, while 4GLD.DE has yielded a comparatively higher 12.28% annualized return.
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
4GLD.DE
- 1D
- 2.93%
- 1M
- -9.21%
- YTD
- -2.63%
- 6M
- -0.59%
- 1Y
- 23.16%
- 3Y*
- 26.47%
- 5Y*
- 18.62%
- 10Y*
- 12.28%
SXRW.DE vs. 4GLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
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 SXRW.DE and 4GLD.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.07 |
Over the past year, SXRW.DE and 4GLD.DE have become more correlated (0.28) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
SXRW.DE vs. 4GLD.DE — Risk / Return Rank
SXRW.DE
4GLD.DE
SXRW.DE vs. 4GLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRW.DE | 4GLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.12 | +1.42 |
| Martin ratioReturn relative to average drawdown | 9.30 | 3.41 | +5.89 |
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Drawdowns
SXRW.DE vs. 4GLD.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than 4GLD.DE's maximum drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and 4GLD.DE.
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Drawdown Indicators
| SXRW.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -36.79% | -3.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -21.73% | +13.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -21.73% | +4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -21.73% | +4.87% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -21.73% | -18.58% |
Current DrawdownCurrent decline from peak | -1.33% | -19.44% | +18.11% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -12.03% | +6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 7.11% | -4.95% |
Volatility
SXRW.DE vs. 4GLD.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 4.45%, while Xetra-Gold (4GLD.DE) has a volatility of 6.93%. This indicates that SXRW.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
| SXRW.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 6.93% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 20.81% | -10.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 23.70% | -11.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 16.29% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 14.56% | +2.34% |
SXRW.DE vs. 4GLD.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% 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
SXRW.DE vs. 4GLD.DE - Dividend Comparison
Neither SXRW.DE nor 4GLD.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and 4GLD.DE have a correlation of 0.28, 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 0.07% for SXRW.DE.
SXRW.DE is categorized as Europe Equities, while 4GLD.DE is Gold. SXRW.DE tracks FTSE 100, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: iShares and Deutsche Börse Commodities. Their fees differ too: 0.07% for SXRW.DE and 0.00% for 4GLD.DE.
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