Data Source: from January 1950 to June 2024 (~75 years)
Consolidated Returns as of 30 June 2024
Consolidated Returns as of 30 June 2024
Category: Commodities
WisdomTree Physical Gold EUR Hedged (GBSE) ETF
Currency: EUR
As of June 2024, in the previous 30 Years, the WisdomTree Physical Gold EUR Hedged (GBSE) ETF obtained a 4.68% compound annual return, with a 15.41% standard deviation. It suffered a maximum drawdown of -44.87% that required 154 months to be recovered.
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The ETF is related to the following investment themes:
- Asset Class: Commodity
- Commodity: Gold
The WisdomTree Physical Gold EUR Hedged (GBSE) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | GBSE Weight▾ | Currency |
|---|---|---|---|
| Permanent Portfolio To EUR Hedged | Harry Browne | 25.00% | EUR Hedged |
| Desert Portfolio To EUR Hedged | Gyroscopic Investing | 10.00% | EUR Hedged |
| Odd-Stats Strategy To EUR | Aim Ways | 10.00% | EUR Hedged |
| All Weather Portfolio To EUR Hedged | Ray Dalio | 7.50% | EUR Hedged |
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Investment Returns as of Jun 30, 2024
The WisdomTree Physical Gold EUR Hedged (GBSE) ETF guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
WISDOMTREE PHYSICAL GOLD EUR HEDGED (GBSE) ETF
Data Source: 1 January 1950 - 30 June 2024 (~75 years)
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Jun 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jul 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~75Y) |
|||
| WisdomTree Physical Gold EUR Hedged (GBSE) ETF | n.a. | n.a. | -0.20 | 11.61 | 18.61 | 7.70 | 2.77 | 4.68 | 4.92 | |||
| Returns over 1 year are annualized | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Capital Growth as of Jun 30, 2024
An investment of 1€, from July 1994 to June 2024,
would be worth 3.95€, with a total return of 294.94% (4.68% annualized).
The Inflation Adjusted Capital would be 2.14€, with a net total return of 113.68% (2.56% annualized).
The Inflation Adjusted Capital would be 2.14€, with a net total return of 113.68% (2.56% annualized).
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An investment of 1€, from January 1950 to June 2024,
would be worth 35.71€, with a total return of 3471.20% (4.92% annualized).
The Inflation Adjusted Capital would be 5.06€, with a net total return of 406.22% (2.20% annualized).
The Inflation Adjusted Capital would be 5.06€, with a net total return of 406.22% (2.20% annualized).
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Investment Metrics as of Jun 30, 2024
Metrics of WisdomTree Physical Gold EUR Hedged (GBSE) ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
WISDOMTREE PHYSICAL GOLD EUR HEDGED (GBSE) ETF
Advanced Metrics
Data Source: 1 January 1950 - 30 June 2024 (~75 years)
Swipe left to see all data
| Metrics as of Jun 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~75Y) |
|
| Investment Return (%) | -0.20 | 4.42 | 11.61 | 18.61 | 6.94 | 7.70 | 2.77 | 7.28 | 4.68 | 4.92 |
| Euro Inflation (%) | 0.21 | 1.01 | 2.05 | 2.53 | 5.53 | 3.73 | 2.35 | 2.11 | 2.07 | 2.66 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||
| Deepest Drawdown Depth (%) | -6.93 | -6.31 | -17.25 | -20.84 | -22.14 | -44.87 | -44.87 | -70.20 | ||
| Start to Recovery (# months) | 154* | 3 | 21 | 44 | 69 | 154* | 154* | 336 | ||
| Start (yyyy mm) | 2023 08 | 2022 04 | 2020 08 | 2014 07 | 2011 09 | 2011 09 | 1980 02 | |||
| Start to Bottom (# months) | 2 | 7 | 27 | 18 | 52 | 52 | 254 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 10 | 2022 10 | 2015 12 | 2015 12 | 2015 12 | 2001 03 | |||
| Bottom to End (# months) | 1 | 14 | 17 | 51 | 102 | 102 | 82 | |||
| End (yyyy mm) | 2023 10 | 2023 12 | 2024 03 | 2020 03 | - | - | 2008 01 | |||
| Longest Drawdown Depth (%) | -1.31 |
same |
same |
same |
same |
same |
same |
|||
| Start to Recovery (# months) | 3 | |||||||||
| Start (yyyy mm) | 2024 01 | 2022 04 | 2020 08 | 2014 07 | 2011 09 | 2011 09 | 1980 02 | |||
| Start to Bottom (# months) | 2 | 7 | 27 | 18 | 52 | 52 | 254 | |||
| Bottom (yyyy mm) | 2024 02 | 2022 10 | 2022 10 | 2015 12 | 2015 12 | 2015 12 | 2001 03 | |||
| Bottom to End (# months) | 1 | 14 | 17 | 51 | 102 | 102 | 82 | |||
| End (yyyy mm) | 2024 03 | 2023 12 | 2024 03 | 2020 03 | - | - | 2008 01 | |||
| Longest negative period (# months) | 3 | 27 | 43 | 100 | 154 | 154 | 347 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 07 | 2020 08 | 2014 07 | 2010 12 | 2010 12 | 1980 02 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2024 02 | 2022 10 | 2023 09 | 2023 09 | 2008 12 | |||
| Annualized Return (%) | -14.73 | -0.41 | -1.46 | -0.37 | -0.04 | -0.04 | -0.04 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -32.43 | -7.11 | -22.27 | -31.12 | -31.12 | -48.41 | -48.41 | -82.86 | ||
| Start to Recovery (# months) | 533* | 4 | 33 | 47* | 47* | 154* | 154* | 533* | ||
| Start (yyyy mm) | 2023 08 | 2021 08 | 2020 08 | 2020 08 | 2011 09 | 2011 09 | 1980 02 | |||
| Start to Bottom (# months) | 2 | 15 | 27 | 27 | 85 | 85 | 254 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 10 | 2022 10 | 2022 10 | 2018 09 | 2018 09 | 2001 03 | |||
| Bottom to End (# months) | 2 | 18 | 20 | 20 | 69 | 69 | 279 | |||
| End (yyyy mm) | 2023 11 | 2024 04 | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same |
same |
same |
-23.56 |
same |
same |
same |
|||
| Start to Recovery (# months) | 70 | |||||||||
| Start (yyyy mm) | 2023 08 | 2021 08 | 2020 08 | 2014 07 | 2011 09 | 2011 09 | 1980 02 | |||
| Start to Bottom (# months) | 2 | 15 | 27 | 51 | 85 | 85 | 254 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 10 | 2022 10 | 2018 09 | 2018 09 | 2018 09 | 2001 03 | |||
| Bottom to End (# months) | 2 | 18 | 20 | 19 | 69 | 69 | 279 | |||
| End (yyyy mm) | 2023 11 | 2024 04 | - | 2020 04 | - | - | - | |||
| Longest negative period (# months) | 3 | 32 | 51 | 116 | 176 | 176 | 534* | |||
| Period Start (yyyy mm) | 2023 07 | 2021 07 | 2019 07 | 2014 07 | 2008 03 | 2008 03 | 1980 01 | |||
| Period End (yyyy mm) | 2023 09 | 2024 02 | 2023 09 | 2024 02 | 2022 10 | 2022 10 | 2024 06 | |||
| Annualized Return (%) | -17.33 | -2.44 | -0.13 | -0.66 | -0.16 | -0.16 | -0.36 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 12.01 | 12.43 | 13.97 | 13.44 | 16.54 | 15.41 | 16.72 | |||
| Sharpe Ratio | 1.11 | 0.32 | 0.41 | 0.11 | 0.36 | 0.16 | 0.06 | |||
| Sortino Ratio | 1.70 | 0.50 | 0.60 | 0.16 | 0.51 | 0.23 | 0.09 | |||
| Ulcer Index | 1.86 | 6.15 | 8.85 | 11.26 | 23.74 | 24.23 | 35.73 | |||
| Ratio: Return / Standard Deviation | 1.55 | 0.56 | 0.55 | 0.21 | 0.44 | 0.30 | 0.29 | |||
| Ratio: Return / Deepest Drawdown | 2.95 | 0.40 | 0.37 | 0.13 | 0.16 | 0.10 | 0.07 | |||
| Positive Months (%) | 58.33 | 47.22 | 50.00 | 47.50 | 52.08 | 50.00 | 60.73 | |||
| Positive Months | 7 | 17 | 30 | 57 | 125 | 180 | 543 | |||
| Negative Months | 5 | 19 | 30 | 63 | 115 | 180 | 351 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 2.77 | 11.99 | 20.64 | 32.27 | ||||||
| Worst 10 Years Return (%) - Annualized | -3.19 | -3.19 | -8.97 | |||||||
| Best 10 Years Return (%) - Annualized | 0.41 | 9.92 | 18.22 | 26.06 | ||||||
| Worst 10 Years Return (%) - Annualized | -5.05 | -5.05 | -11.27 | |||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX |
| ··· As of Jun 2024 - Over the previous 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 50.97 | 33.83 | 23.64 | 20.64 | 8.94 | 4.68 | ||||
| Worst Rolling Return (%) - Annualized | -29.03 | -16.09 | -9.70 | -3.19 | 4.35 | |||||
| Positive Periods (%) | 58.4 | 60.9 | 68.7 | 87.9 | 100.0 | 100.0 | ||||
| Best Rolling Return (%) - Annualized | 47.31 | 31.71 | 21.33 | 18.22 | 7.21 | 2.56 | ||||
| Worst Rolling Return (%) - Annualized | -29.63 | -16.45 | -11.08 | -5.05 | 2.56 | |||||
| Positive Periods (%) | 53.0 | 53.2 | 63.7 | 74.6 | 100.0 | 100.0 | ||||
| 95% VaR - Value at Risk (%) - Cumulative | 6.84 | 11.23 | 15.04 | 16.20 | 40.08 | 47.67 | 14.51 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 8.68 | 14.43 | 19.56 | 21.76 | 47.23 | 52.83 | 25.76 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 9.87 | 16.48 | 22.47 | 26.62 | 54.53 | 55.84 | 36.16 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 11.80 | 19.82 | 27.19 | 28.82 | 55.59 | 58.67 | 36.86 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | ||||||||||
| Safe Withdrawal Rate (%) | 81.55 | 24.08 | 13.64 | 6.55 | 4.84 | 3.87 | ||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.06 | 2.06 | ||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||||
| ··· All available data (Jan 1950 - Jun 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 164.11 | 64.50 | 39.67 | 32.27 | 14.82 | 10.25 | ||||
| Worst Rolling Return (%) - Annualized | -41.61 | -19.52 | -18.54 | -8.97 | -5.55 | 0.66 | ||||
| Positive Periods (%) | 65.2 | 64.3 | 73.8 | 77.0 | 89.7 | 100.0 | ||||
| Best Rolling Return (%) - Annualized | 151.74 | 57.82 | 31.91 | 26.06 | 10.74 | 6.98 | ||||
| Worst Rolling Return (%) - Annualized | -44.46 | -23.37 | -21.76 | -11.27 | -7.93 | -1.73 | ||||
| Positive Periods (%) | 49.4 | 48.5 | 51.3 | 49.6 | 74.6 | 91.5 | ||||
| 95% VaR - Value at Risk (%) - Cumulative | 7.43 | 12.21 | 16.37 | 19.78 | 37.27 | 46.04 | 38.00 | 51.05 | 0.00 | |
| 95% CVaR - Conditional Value at Risk (%) | 9.43 | 15.68 | 21.28 | 28.54 | 47.43 | 68.81 | 67.34 | 112.26 | 0.00 | |
| 99% VaR - Value at Risk (%) - Cumulative | 10.72 | 17.91 | 24.42 | 36.15 | 56.08 | 107.19 | 106.44 | 170.67 | 0.00 | |
| 99% CVaR - Conditional Value at Risk (%) | 12.81 | 21.54 | 29.55 | 38.49 | 63.99 | 119.10 | 114.47 | 182.70 | 0.00 | |
| Short term VaRs: analytical | 1+ year VaRs: historical data | ||||||||||
| Safe Withdrawal Rate (%) | 70.32 | 17.74 | 8.95 | 4.02 | 1.61 | 1.03 | ||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | --- | --- | ||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Correlations as of Jun 30, 2024
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the monthly correlations of WisdomTree Physical Gold EUR Hedged (GBSE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
WISDOMTREE PHYSICAL GOLD EUR HEDGED (GBSE) ETF
Monthly correlations as of 30 June 2024
Swipe left to see all data
| Correlation vs GBSE | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1994 |
|
|
SXR8.DE
|
US Large Cap Blend |
-0.08
|
-0.10
|
-0.17
|
-0.19
|
-0.19
|
|
ZPRR.DE
|
US Small Cap Blend |
0.02
|
-0.20
|
-0.24
|
-0.14
|
-0.14
|
|
IQQ7.DE
|
US REITs |
0.04
|
-0.07
|
-0.07
|
-0.07
|
-0.07
|
|
NQSE.DE
|
US Technology |
0.02
|
0.19
|
0.07
|
0.01
|
0.01
|
|
EUNL.DE
|
Developed Countries |
-0.05
|
-0.07
|
-0.13
|
-0.11
|
-0.11
|
|
SXRT.DE
|
Euro Large Cap Blend |
0.20
|
0.01
|
-0.06
|
-0.07
|
-0.07
|
|
IUSQ.DE
|
World All Countries |
-0.04
|
-0.06
|
-0.10
|
-0.09
|
-0.10
|
|
IS3N.DE
|
Emerging Markets |
0.07
|
0.08
|
0.13
|
0.12
|
0.11
|
|
CEBW.DE
|
US Total Bond Market EUR Hdg |
0.13
|
0.42
|
0.43
|
0.29
|
0.28
|
|
IUSV.DE
|
US Long Term Treasuries EUR Hdg |
0.15
|
0.40
|
0.41
|
0.19
|
0.19
|
|
PR1H.DE
|
US Ultrashort Gov.Bonds EUR Hdg |
0.06
|
0.25
|
0.21
|
0.05
|
0.05
|
|
UEEF.DE
|
US High Yield Bonds EUR Hdg |
0.06
|
0.23
|
0.25
|
0.14
|
0.14
|
|
EUNU.DE
|
Global Aggregate Bond EUR Hdg |
-0.06
|
0.03
|
0.07
|
-0.12
|
-0.12
|
|
SPF1.DE
|
Global Convertible Bonds EUR Hdg |
0.03
|
0.12
|
0.08
|
0.12
|
0.12
|
|
IS3C.DE
|
Emerg. Market Bonds EUR Hdg |
0.28
|
0.33
|
0.36
|
0.29
|
0.29
|
|
SYBA.DE
|
Euro Total Bond Market |
0.35
|
0.33
|
0.28
|
0.14
|
0.13
|
|
IBCL.DE
|
Euro Long Term Gov. Bonds |
0.34
|
0.34
|
0.30
|
0.12
|
0.12
|
|
EUN6.DE
|
Euro Ultrashort Gov. Bonds |
0.59
|
0.25
|
0.16
|
-0.01
|
-0.01
|
|
XHYG.DE
|
Euro High Yield Bonds |
-0.01
|
0.12
|
0.12
|
0.09
|
0.09
|
|
IBCI.DE
|
Euro Inflation Linked Bonds |
0.51
|
0.29
|
0.22
|
0.16
|
0.16
|
|
PHAU
|
Gold |
0.89
|
0.86
|
0.84
|
0.81
|
0.81
|
|
UIQK.DE
|
Commodities |
0.06
|
-0.13
|
-0.03
|
0.15
|
0.15
|
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
WISDOMTREE PHYSICAL GOLD EUR HEDGED (GBSE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1950 - 30 June 2024 (~75 years)
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Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
WISDOMTREE PHYSICAL GOLD EUR HEDGED (GBSE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1950 - 30 June 2024 (~75 years)
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If you need a deeper detail about rolling returns, please refer to the WisdomTree Physical Gold EUR Hedged (GBSE) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in WisdomTree Physical Gold EUR Hedged (GBSE) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the data source from January 1950 to June 2024.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the WisdomTree Physical Gold EUR Hedged (GBSE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
WISDOMTREE PHYSICAL GOLD EUR HEDGED (GBSE) ETF
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1950 - 30 June 2024 (~75 years)
180 Positive Months (50%) - 180 Negative Months (50%)
543 Positive Months (61%) - 351 Negative Months (39%)
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Investment Returns, up to April 2013, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
You can find additional information on extended Data Sources here.
The first official book of
Build wealth
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with Lazy Portfolios and Passive Investing
