WGLD.DE vs. ZJG.TO
WGLD.DE (WisdomTree Core Physical Gold) and ZJG.TO (BMO Junior Gold Index ETF) are both Precious Metals funds - WGLD.DE tracks the Gold while ZJG.TO tracks the Dow Jones North America Select Junior Gold Index. Both are passively managed. Over the past 5 years, WGLD.DE returned 19.71%/yr vs 25.03%/yr for ZJG.TO. A 0.56 correlation means they provide meaningful diversification when combined. WGLD.DE charges 0.12%/yr vs 0.61%/yr for ZJG.TO.
Performance
WGLD.DE vs. ZJG.TO - Performance Comparison
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Different Trading Currencies
WGLD.DE is traded in EUR, while ZJG.TO is traded in CAD. To make them comparable, the ZJG.TO 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 ZJG.TO's 3.05% 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*
- —
ZJG.TO
- 1D
- 1.42%
- 1M
- 0.99%
- YTD
- 3.05%
- 6M
- 10.43%
- 1Y
- 67.28%
- 3Y*
- 45.75%
- 5Y*
- 25.03%
- 10Y*
- 14.81%
WGLD.DE vs. ZJG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WGLD.DE WisdomTree Core Physical Gold | 2.75% | 49.08% | 34.17% | 9.39% | 7.07% | 9.65% |
ZJG.TO BMO Junior Gold Index ETF | 3.05% | 135.19% | 33.95% | 5.27% | -1.79% | 0.38% |
Correlation
The correlation between WGLD.DE and ZJG.TO is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021 | 0.56 |
The correlation between WGLD.DE and ZJG.TO has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.
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Return for Risk
WGLD.DE vs. ZJG.TO — Risk / Return Rank
WGLD.DE
ZJG.TO
WGLD.DE vs. ZJG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (WGLD.DE) and BMO Junior Gold Index ETF (ZJG.TO). 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.DE | ZJG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.27 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.14 | -0.33 |
| Martin ratioReturn relative to average drawdown | 4.60 | 5.20 | -0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WGLD.DE | ZJG.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.48 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.69 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.27 | 0.16 | +1.11 |
Drawdowns
WGLD.DE vs. ZJG.TO - Drawdown Comparison
The maximum WGLD.DE drawdown since its inception was -16.58%, smaller than the maximum ZJG.TO drawdown of -84.43%. Use the drawdown chart below to compare losses from any high point for WGLD.DE and ZJG.TO.
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Drawdown Indicators
| WGLD.DE | ZJG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.58% | -84.43% | +67.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.58% | -31.53% | +14.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.58% | -31.53% | +14.95% |
Max Drawdown (5Y)Largest decline over 5 years | -16.58% | -39.12% | +22.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.33% | — |
Current DrawdownCurrent decline from peak | -14.99% | -27.86% | +12.87% |
Average DrawdownAverage peak-to-trough decline | -4.27% | -51.94% | +47.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 12.98% | -6.44% |
Volatility
WGLD.DE vs. ZJG.TO - Volatility Comparison
The current volatility for WisdomTree Core Physical Gold (WGLD.DE) is 5.05%, while BMO Junior Gold Index ETF (ZJG.TO) has a volatility of 15.42%. This indicates that WGLD.DE experiences smaller price fluctuations and is considered to be less risky than ZJG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WGLD.DE | ZJG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 15.42% | -10.37% |
Volatility (6M)Calculated over the trailing 6-month period | 20.18% | 37.35% | -17.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.13% | 45.67% | -22.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 36.34% | -20.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 38.12% | -22.24% |
WGLD.DE vs. ZJG.TO - Expense Ratio Comparison
WGLD.DE has a 0.12% expense ratio, which is lower than ZJG.TO's 0.61% expense ratio.
Dividends
WGLD.DE vs. ZJG.TO - Dividend Comparison
WGLD.DE has not paid dividends to shareholders, while ZJG.TO's dividend yield for the trailing twelve months is around 0.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
WGLD.DE WisdomTree Core Physical Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZJG.TO BMO Junior Gold Index ETF | 0.11% | 0.12% | 0.68% | 0.90% | 0.83% | 0.36% |
Frequently Asked Questions
WGLD.DE and ZJG.TO have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WGLD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WGLD.DE is cheaper with a 0.12% expense ratio, compared with 0.61% for ZJG.TO.
WGLD.DE tracks Gold, while ZJG.TO tracks Dow Jones North America Select Junior Gold Index. They also come from different issuers: WisdomTree and BMO. Their fees differ too: 0.12% for WGLD.DE and 0.61% for ZJG.TO.
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