WFSPX vs. 4GLD.DE
WFSPX (iShares S&P 500 Index Fund) and 4GLD.DE (Xetra-Gold) are both funds - WFSPX is a S&P 500 fund tracking the S&P 500 Index, while 4GLD.DE is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, WFSPX returned 15.32%/yr vs 12.64%/yr for 4GLD.DE. At a 0.07 correlation, their price movements are largely independent. WFSPX charges 0.03%/yr vs 0.00%/yr for 4GLD.DE.
Performance
WFSPX vs. 4GLD.DE - Performance Comparison
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Different Trading Currencies
WFSPX 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, WFSPX achieves a 8.57% return, which is significantly higher than 4GLD.DE's -4.13% return. Over the past 10 years, WFSPX has outperformed 4GLD.DE with an annualized return of 15.32%, while 4GLD.DE has yielded a comparatively lower 12.64% annualized return.
WFSPX
- 1D
- 1.75%
- 1M
- -0.09%
- YTD
- 8.57%
- 6M
- 8.91%
- 1Y
- 25.13%
- 3Y*
- 21.02%
- 5Y*
- 13.30%
- 10Y*
- 15.32%
4GLD.DE
- 1D
- 2.82%
- 1M
- -7.27%
- YTD
- -4.13%
- 6M
- -2.05%
- 1Y
- 23.33%
- 3Y*
- 29.42%
- 5Y*
- 17.54%
- 10Y*
- 12.64%
WFSPX vs. 4GLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 8.57% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
4GLD.DE Xetra-Gold | -4.13% | 68.58% | 26.88% | 12.78% | 0.68% | -3.06% | 23.04% | 18.91% | -1.62% | 12.24% |
Correlation
The correlation between WFSPX and 4GLD.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2009 | 0.07 |
The correlation between WFSPX and 4GLD.DE shifts across timeframes, from 0.06 (10 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WFSPX vs. 4GLD.DE — Risk / Return Rank
WFSPX
4GLD.DE
WFSPX vs. 4GLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) 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.
| WFSPX | 4GLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.19 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.08 | +1.66 |
| Martin ratioReturn relative to average drawdown | 12.42 | 3.28 | +9.14 |
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Drawdowns
WFSPX vs. 4GLD.DE - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than 4GLD.DE's maximum drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for WFSPX and 4GLD.DE.
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Drawdown Indicators
| WFSPX | 4GLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -44.26% | -13.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -22.52% | +13.62% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -22.52% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -22.52% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -22.52% | -11.22% |
Current DrawdownCurrent decline from peak | -2.79% | -20.33% | +17.54% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -17.59% | +4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 7.40% | -5.45% |
Volatility
WFSPX vs. 4GLD.DE - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 4.43%, while Xetra-Gold (4GLD.DE) has a volatility of 7.56%. This indicates that WFSPX 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
| WFSPX | 4GLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 7.56% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 21.74% | -12.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 24.91% | -12.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 17.59% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 15.77% | +2.28% |
WFSPX vs. 4GLD.DE - Expense Ratio Comparison
WFSPX has a 0.03% 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
WFSPX vs. 4GLD.DE - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.61%, while 4GLD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WFSPX iShares S&P 500 Index Fund | 1.61% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
WFSPX and 4GLD.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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