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ZGLD.SW vs. WGLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGLD.SW vs. WGLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and WisdomTree Core Physical Gold (WGLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ZGLD.SW achieves a 1.96% return, which is significantly higher than WGLD.DE's 1.26% return.


ZGLD.SW

1D
0.35%
1M
-1.63%
YTD
1.96%
6M
3.89%
1Y
26.90%
3Y*
25.12%
5Y*
15.11%
10Y*
10.78%

WGLD.DE

1D
0.33%
1M
-1.48%
YTD
1.26%
6M
4.25%
1Y
27.70%
3Y*
25.60%
5Y*
15.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGLD.SW vs. WGLD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZGLD.SW
Swisscanto (CH) Gold ETF EA CHF
1.96%45.59%35.04%3.06%0.89%2.94%
WGLD.DE
WisdomTree Core Physical Gold
1.26%47.44%35.84%2.75%2.37%2.54%

Correlation

The correlation between ZGLD.SW and WGLD.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.95

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

0.93

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

0.93

The correlation between ZGLD.SW and WGLD.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

ZGLD.SW vs. WGLD.DE — Risk / Return Rank

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

ZGLD.SW
ZGLD.SW Risk / Return Rank: 3333
Overall Rank
ZGLD.SW Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ZGLD.SW Sortino Ratio Rank: 3131
Sortino Ratio Rank
ZGLD.SW Omega Ratio Rank: 3737
Omega Ratio Rank
ZGLD.SW Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZGLD.SW Martin Ratio Rank: 3030
Martin Ratio Rank

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
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.

ZGLD.SW vs. WGLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and WisdomTree Core Physical Gold (WGLD.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.


ZGLD.SWWGLD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.24

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

1.62

1.69

-0.07

Martin ratioReturn relative to average drawdown

4.18

4.40

-0.22

ZGLD.SW vs. WGLD.DE - Sharpe Ratio Comparison

The current ZGLD.SW Sharpe Ratio is 1.19, which is comparable to the WGLD.DE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ZGLD.SW and WGLD.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


ZGLD.SWWGLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.22

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.97

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.01

-0.54

Drawdowns

ZGLD.SW vs. WGLD.DE - Drawdown Comparison

The maximum ZGLD.SW drawdown since its inception was -38.49%, which is greater than WGLD.DE's maximum drawdown of -16.54%. Use the drawdown chart below to compare losses from any high point for ZGLD.SW and WGLD.DE.


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Drawdown Indicators


ZGLD.SWWGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-16.54%

-21.95%

Max Drawdown (1Y)

Largest decline over 1 year

-16.91%

-16.34%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.91%

-16.34%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

-16.54%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-16.94%

Current Drawdown

Current decline from peak

-15.28%

-14.43%

-0.85%

Average Drawdown

Average peak-to-trough decline

-14.22%

-5.67%

-8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

6.27%

+0.22%

Volatility

ZGLD.SW vs. WGLD.DE - Volatility Comparison

Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) has a higher volatility of 5.34% compared to WisdomTree Core Physical Gold (WGLD.DE) at 4.53%. This indicates that ZGLD.SW's price experiences larger fluctuations and is considered to be riskier than WGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZGLD.SWWGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

4.53%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

19.84%

19.50%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.01%

22.64%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

15.92%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.10%

15.78%

-1.68%

ZGLD.SW vs. WGLD.DE - Expense Ratio Comparison

ZGLD.SW has a 0.40% expense ratio, which is higher than WGLD.DE's 0.12% expense ratio.


Dividends

ZGLD.SW vs. WGLD.DE - Dividend Comparison

Neither ZGLD.SW nor WGLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, ZGLD.SW and WGLD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.40% for ZGLD.SW.

ZGLD.SW tracks Gold Bullion, while WGLD.DE tracks Gold. They also come from different issuers: Swisscanto and WisdomTree. Their fees differ too: 0.40% for ZGLD.SW and 0.12% for WGLD.DE.

Portfolio Optimizer

Find the right allocation for ZGLD.SW and WGLD.DE

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