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WGLD.DE vs. WTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WGLD.DE vs. WTV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Core Physical Gold (WGLD.DE) and WisdomTree US Value ETF (WTV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WGLD.DE achieves a 2.75% return, which is significantly lower than WTV's 12.74% return.


WGLD.DE

1D
0.59%
1M
-1.57%
YTD
2.75%
6M
6.40%
1Y
30.17%
3Y*
28.03%
5Y*
19.71%
10Y*

WTV

1D
0.72%
1M
5.19%
YTD
12.74%
6M
12.67%
1Y
23.10%
3Y*
19.66%
5Y*
14.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WGLD.DE vs. WTV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WGLD.DE
WisdomTree Core Physical Gold
2.75%49.08%34.17%9.39%7.07%9.65%
WTV
WisdomTree US Value ETF
12.74%0.04%32.17%18.68%-2.37%18.31%

Correlation

The correlation between WGLD.DE and WTV is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.05

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

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.01

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Return for Risk

WGLD.DE vs. WTV — Risk / Return Rank

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

WGLD.DE
WGLD.DE Risk / Return Rank: 3636
Overall Rank
WGLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WGLD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WGLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WGLD.DE Martin Ratio Rank: 3232
Martin Ratio Rank

WTV
WTV Risk / Return Rank: 6767
Overall Rank
WTV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 7070
Sortino Ratio Rank
WTV Omega Ratio Rank: 6464
Omega Ratio Rank
WTV Calmar Ratio Rank: 7272
Calmar Ratio Rank
WTV Martin Ratio Rank: 6464
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.

WGLD.DE vs. WTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (WGLD.DE) and WisdomTree US Value ETF (WTV). 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.


WGLD.DEWTVDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.26

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

1.81

4.45

-2.64

Martin ratioReturn relative to average drawdown

4.60

13.70

-9.10

WGLD.DE vs. WTV - Sharpe Ratio Comparison

The current WGLD.DE Sharpe Ratio is 1.30, which is lower than the WTV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of WGLD.DE and WTV, 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


WGLD.DEWTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.91

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.86

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.67

+0.60

Drawdowns

WGLD.DE vs. WTV - Drawdown Comparison

The maximum WGLD.DE drawdown since its inception was -16.58%, smaller than the maximum WTV drawdown of -41.07%. Use the drawdown chart below to compare losses from any high point for WGLD.DE and WTV.


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Drawdown Indicators


WGLD.DEWTVDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-41.07%

+24.49%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-5.22%

-11.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-22.76%

+6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-22.76%

+6.18%

Current Drawdown

Current decline from peak

-14.99%

0.00%

-14.99%

Average Drawdown

Average peak-to-trough decline

-4.27%

-5.30%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

1.69%

+4.85%

Volatility

WGLD.DE vs. WTV - Volatility Comparison

WisdomTree Core Physical Gold (WGLD.DE) has a higher volatility of 5.05% compared to WisdomTree US Value ETF (WTV) at 2.63%. This indicates that WGLD.DE's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WGLD.DEWTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

2.63%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

8.28%

+11.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

12.22%

+10.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

16.92%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

20.49%

-4.61%

WGLD.DE vs. WTV - Expense Ratio Comparison

Both WGLD.DE and WTV have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

WGLD.DE vs. WTV - Dividend Comparison

WGLD.DE has not paid dividends to shareholders, while WTV's dividend yield for the trailing twelve months is around 1.64%.


PositionTTM202520242023202220212020201920182017
WGLD.DE
WisdomTree Core Physical Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTV
WisdomTree US Value ETF
1.64%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%

Frequently Asked Questions


WGLD.DE and WTV have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WGLD.DE and WTV have the same expense ratio: 0.12% per year.

WGLD.DE is categorized as Precious Metals, while WTV is Large Cap Value Equities. WGLD.DE tracks Gold, while WTV tracks WisdomTree U.S. LargeCap Value Index.

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