XDWF.DE vs. 4GLD.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and 4GLD.DE (Xetra-Gold) are both exchange-traded funds - XDWF.DE is a Financials Equities fund tracking the MSCI World Financials, while 4GLD.DE is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, XDWF.DE returned 12.65%/yr vs 12.28%/yr for 4GLD.DE. At a correlation of -0.05, they often move in opposite directions. XDWF.DE charges 0.25%/yr vs 0.00%/yr for 4GLD.DE.
Performance
XDWF.DE vs. 4GLD.DE - Performance Comparison
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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%
XDWF.DE vs. 4GLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XDWF.DE
4GLD.DE
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.DE | 4GLD.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -19.44% | +19.44% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -12.03% | +1.37% |
Ulcer IndexDepth 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.DE | 4GLD.DE | Difference | |
|---|---|---|---|
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.
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.
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