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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Gold + Yield ETP (YGLD.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, YGLD.DE achieves a -5.17% return, which is significantly lower than 4GLD.DE's 2.80% return.


YGLD.DE

1D
-0.03%
1M
-1.25%
YTD
-5.17%
6M
-1.72%
1Y
16.88%
3Y*
5Y*
10Y*

4GLD.DE

1D
0.57%
1M
-1.56%
YTD
2.80%
6M
6.42%
1Y
30.27%
3Y*
28.18%
5Y*
19.85%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
YGLD.DE
IncomeShares Gold + Yield ETP
-5.17%41.92%-7.11%
4GLD.DE
Xetra-Gold
2.80%49.32%2.06%

Correlation

The correlation between YGLD.DE and 4GLD.DE is 0.80, 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

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2024

0.81

The correlation between YGLD.DE and 4GLD.DE has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

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Return for Risk

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

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

YGLD.DE
YGLD.DE Risk / Return Rank: 2121
Overall Rank
YGLD.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YGLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
YGLD.DE Omega Ratio Rank: 2626
Omega Ratio Rank
YGLD.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
YGLD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

4GLD.DE
4GLD.DE Risk / Return Rank: 3636
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP (YGLD.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.


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

-0.74

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratioReturn relative to maximum drawdown

0.99

1.82

-0.83

Martin ratioReturn relative to average drawdown

1.95

4.63

-2.67

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

The current YGLD.DE Sharpe Ratio is 0.56, which is lower than the 4GLD.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of YGLD.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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Sharpe Ratios by Period


YGLD.DE4GLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.31

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.65

-0.06

Drawdowns

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

The maximum YGLD.DE drawdown since its inception was -16.94%, smaller than the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for YGLD.DE and 4GLD.DE.


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Drawdown Indicators


YGLD.DE4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.94%

-36.79%

+19.85%

Max Drawdown (1Y)

Largest decline over 1 year

-16.94%

-16.54%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

Current Drawdown

Current decline from peak

-15.27%

-14.95%

-0.32%

Average Drawdown

Average peak-to-trough decline

-5.54%

-11.83%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

6.52%

+2.10%

Volatility

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

IncomeShares Gold + Yield ETP (YGLD.DE) has a higher volatility of 6.19% compared to Xetra-Gold (4GLD.DE) at 5.09%. This indicates that YGLD.DE's price experiences larger fluctuations and is considered to be riskier 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


YGLD.DE4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

5.09%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

17.41%

20.09%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

29.80%

23.06%

+6.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.34%

16.00%

+10.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.34%

14.37%

+11.97%

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

YGLD.DE has a 0.35% expense ratio, which is higher than 4GLD.DE's 0.00% expense ratio.


Dividends

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

YGLD.DE's dividend yield for the trailing twelve months is around 6.24%, while 4GLD.DE has not paid dividends to shareholders.


PositionTTM2025
4GLD.DE
Xetra-Gold
0.00%0.00%
YGLD.DE
IncomeShares Gold + Yield ETP
6.24%6.36%

Frequently Asked Questions


YGLD.DE and 4GLD.DE have a correlation of 0.80, 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 0.35% for YGLD.DE.

YGLD.DE is categorized as Derivative Income, while 4GLD.DE is Gold. They also come from different issuers: Leverage Shares and Deutsche Börse Commodities. Their fees differ too: 0.35% for YGLD.DE and 0.00% for 4GLD.DE.

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