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XDWF.DE vs. 4GLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWF.DE vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Xetra-Gold (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDWF.DE achieves a 3.62% return, which is significantly higher than 4GLD.DE's -2.63% return. Both investments have delivered pretty close results over the past 10 years, with XDWF.DE having a 12.65% annualized return and 4GLD.DE not far behind at 12.28%.


XDWF.DE

1D
2.37%
1M
5.45%
YTD
3.62%
6M
6.03%
1Y
16.86%
3Y*
21.28%
5Y*
13.68%
10Y*
12.65%

4GLD.DE

1D
2.93%
1M
-9.07%
YTD
-2.63%
6M
-0.59%
1Y
24.49%
3Y*
26.47%
5Y*
18.62%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. 4GLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
3.62%15.37%34.09%12.42%-4.89%39.46%-11.91%29.16%-13.91%8.28%
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 XDWF.DE and 4GLD.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.10

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

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

-0.05

The correlation between XDWF.DE and 4GLD.DE shifts across timeframes, from -0.09 (10 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XDWF.DE vs. 4GLD.DE — Risk / Return Rank

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

XDWF.DE
XDWF.DE Risk / Return Rank: 3838
Overall Rank
XDWF.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 3737
Martin Ratio Rank

4GLD.DE
4GLD.DE Risk / Return Rank: 3030
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 2828
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.

XDWF.DE vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.


XDWF.DE4GLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

1.66

1.12

+0.54

Martin ratioReturn relative to average drawdown

5.04

3.41

+1.62

XDWF.DE vs. 4GLD.DE - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 1.24, which is comparable to the 4GLD.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of XDWF.DE and 4GLD.DE, 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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Drawdowns

XDWF.DE vs. 4GLD.DE - Drawdown Comparison

The maximum XDWF.DE drawdown since its inception was -50.63%, 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 XDWF.DE and 4GLD.DE.


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Drawdown Indicators


XDWF.DE4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.63%

-36.79%

-13.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-21.73%

+11.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.75%

-21.73%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-21.73%

+1.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-21.73%

-20.36%

Current Drawdown

Current decline from peak

0.00%

-19.44%

+19.44%

Average Drawdown

Average peak-to-trough decline

-10.66%

-12.03%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

7.11%

-3.77%

Volatility

XDWF.DE vs. 4GLD.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.76%, while Xetra-Gold (4GLD.DE) has a volatility of 6.93%. This indicates that XDWF.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


XDWF.DE4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

6.93%

-3.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

20.81%

-10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

23.70%

-10.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

16.29%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

14.56%

+4.84%

XDWF.DE vs. 4GLD.DE - Expense Ratio Comparison

XDWF.DE has a 0.25% 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

XDWF.DE vs. 4GLD.DE - Dividend Comparison

Neither XDWF.DE nor 4GLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWF.DE and 4GLD.DE have a correlation of 0.12, 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 0.25% for XDWF.DE.

XDWF.DE is categorized as Financials Equities, while 4GLD.DE is Gold. XDWF.DE tracks MSCI World Financials, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: Xtrackers and Deutsche Börse Commodities. Their fees differ too: 0.25% for XDWF.DE and 0.00% for 4GLD.DE.

Portfolio Optimizer

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