WisdomTree Physical Swiss Gold EUR

10-Year Study

GZUR.XETRA · · DE · ETF

Executive Summary: WisdomTree Physical Swiss Gold EUR has compounded at 34.8% annually over the last 10 years, with a maximum drawdown of 9.4% and an annualized volatility of 69.7%.

1Y CAGR
+44.8%
3Y CAGR
+34.8%
5Y CAGR
+34.8%
10Y CAGR
+34.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +49.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 8.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.46.1-9.41.7————————8.9%
20257.61.45.41.1-0.7-3.53.02.211.05.75.03.149.0%
20241.3-0.08.84.4-0.11.23.01.24.36.9-0.1-0.534.2%
2023———————0.1-2.07.6-0.9-0.14.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 69.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 96.1% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-07-0110000
2023-08-0110009.327270607439
2023-09-019807.042089308616
2023-10-0110549.143057012941
2023-11-0110454.121487699664
2023-12-0110444.794217092223
2024-01-0110578.290777661188
2024-02-0110575.376005596361
2024-03-0111501.107613384633
2024-04-0112010.026815902997
2024-05-0112000.69954529556
2024-06-0112146.438148536787
2024-07-0112507.869884575028
2024-08-0112652.442578990323
2024-09-0113194.590183047687
2024-10-0114100.50134079515
2024-11-0114092.339979013641
2024-12-0114016.555905328203
2025-01-0115077.532936924332
2025-02-0115289.728343243558
2025-03-0116116.357700827795
2025-04-0116291.244024717267
2025-05-0116185.146321557655
2025-06-0115622.012358633558
2025-07-0116083.71225370176
2025-08-0116433.484901480704
2025-09-0118242.975399323772
2025-10-0119279.46834557538
2025-11-0120244.840853445257
2025-12-0120880.261163577008
2026-01-0123258.715168473827
2026-02-0124671.796665500762
2026-03-0122348.140375422645
2026-04-0122735.22210563134
Annual Return Matrix
YearAnnual Return
20240.3419657308701234
20250.48968557644318755
20260.08883801440616446
Total Factor Risk
0.6966043624284818
VTI.US Exposure
0.007105486323419168
VEA.US Exposure
0.0018392738724611435
VWO.US Exposure
0.00030126213191721506
QQQ.US Exposure
-0.00043454007036689604
VTV.US Exposure
-0.00000582660979152699
IJR.US Exposure
0.00010585819997216828
QUAL.US Exposure
-0.00031217447186709696
SHV.US Exposure
0.9612301270742136
TLT.US Exposure
-0.00002116896059027593
LQD.US Exposure
-0.00009063581924175534
HYG.US Exposure
0.0018783085995409115
GLD.US Exposure
0.016661827225554468
USO.US Exposure
0.0011257644548594223
VNQ.US Exposure
0.0008837208611227783
BTC-USD.CC Exposure
0.000021483387520012628
CPER.US Exposure
0.00022247189406382286
VIX.INDX Exposure
0.000226805012584077
UUP.US Exposure
0.003867867292369075
TIP.US Exposure
0.0030706994766344863
Idiosyncratic Exposure
0.002323390125625199
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
69.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+17.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Physical Swiss Gold EUR a high-risk investment?

WisdomTree Physical Swiss Gold EUR (GZUR.XETRA) has an annualized volatility of 69.7% and experienced a maximum drawdown of 9.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of GZUR.XETRA?

Over the past 10 years, GZUR.XETRA has generated a Compound Annual Growth Rate (CAGR) of 34.8%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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