WisdomTree Physical Gold EUR

10-Year Study

VZLD.XETRA · · DE · ETF

Executive Summary: WisdomTree Physical Gold EUR has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 15.7% and an annualized volatility of 13.8%.

1Y CAGR
+44.5%
3Y CAGR
+30.6%
5Y CAGR
+21.1%
10Y CAGR
+13.8%

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 →
15.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +48.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -2.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.75.7-9.51.8————————8.8%
20257.61.35.41.1-0.6-3.52.92.211.05.65.03.148.7%
20241.20.08.74.4-0.11.23.01.24.36.9-0.1-0.633.8%
20234.1-3.05.7-1.02.6-5.11.70.1-2.17.5-0.9-0.19.1%
20220.75.63.53.3-5.10.60.0-1.2-0.1-3.12.60.26.7%
2021-0.0-7.12.11.16.1-4.43.0-0.3-0.91.22.21.13.5%
20205.80.91.46.10.21.75.3-1.5-1.9-0.2-7.62.612.7%
20193.40.1-0.1-0.71.86.33.48.4-3.30.7-2.01.720.8%
2018-0.30.1-0.41.22.6-4.1-2.6-1.0-0.84.60.43.52.8%
20172.25.4-1.6-0.2-3.1-3.4-1.33.1-2.01.0-2.40.8-2.0%
2016———4.1-3.69.01.5-2.90.2-1.2-4.6-0.91.0%

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 13.8%. The dominant macroeconomic risk driver is GLD.US, accounting for 74.5% of variance. Idiosyncratic stock-specific factors contribute 2.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110410.227055905363
2016-05-0110039.114672772374
2016-06-0110940.660179355085
2016-07-0111107.613050944477
2016-08-0110789.925586720092
2016-09-0110809.95993131082
2016-10-0110676.397634039306
2016-11-0110184.125166952874
2016-12-0110095.401640908223
2017-01-0110317.687464224386
2017-02-0110870.062965083
2017-03-0110695.477962220952
2017-04-0110669.719519175731
2017-05-0110341.53787445144
2017-06-019987.59778668193
2017-07-019858.80557145583
2017-08-0110165.044838771226
2017-09-019961.839343636711
2017-10-0110058.195000954018
2017-11-019818.736882274376
2017-12-019894.104178591871
2018-01-019864.529669910324
2018-02-019877.885899637475
2018-03-019836.863194046939
2018-04-019953.25319595497
2018-05-0110216.561724861667
2018-06-019794.40946384278
2018-07-019543.980156458692
2018-08-019443.808433505057
2018-09-019365.102079755772
2018-10-019792.024422820074
2018-11-019827.323029956116
2018-12-0110167.906887998475
2019-01-0110510.398778858998
2019-02-0110521.846975767985
2019-03-0110510.398778858998
2019-04-0110433.123449723336
2019-05-0110620.110665903452
2019-06-0111284.10608662469
2019-07-0111665.712650257585
2019-08-0112647.395535203204
2019-09-0112236.214462888762
2019-10-0112316.35184125167
2019-11-0112070.215607708453
2019-12-0112279.145201297464
2020-01-0112992.749475290977
2020-02-0113112.955542835336
2020-03-0113296.126693379127
2020-04-0114101.316542644536
2020-05-0114135.661133371494
2020-06-0114374.165235642053
2020-07-0115138.332379316926
2020-08-0114917.000572409848
2020-09-0114631.749666094258
2020-10-0114600.267124594544
2020-11-0113488.838008013738
2020-12-0113838.96203014692
2021-01-0113836.099980919675
2021-02-0112858.23316161038
2021-03-0113122.49570692616
2021-04-0113264.644151879413
2021-05-0114073.65006678115
2021-06-0113452.585384468613
2021-07-0113861.858423964895
2021-08-0113818.927685556193
2021-09-0113695.859568784585
2021-10-0113862.812440373975
2021-11-0114171.913756916621
2021-12-0114328.372448006106
2022-01-0114430.452203777906
2022-02-0115231.825987406984
2022-03-0115762.259110856707
2022-04-0116279.33600457928
2022-05-0115445.525663041406
2022-06-0115543.789353176875
2022-07-0115545.69738599504
2022-08-0115356.802136996757
2022-09-0115337.721808815115
2022-10-0114865.483686319405
2022-11-0115258.538446861287
2022-12-0115292.88303758825
2023-01-0115916.80976912803
2023-02-0115439.801564586913
2023-03-0116323.220759397062
2023-04-0116155.313871398588
2023-05-0116575.081091394775
2023-06-0115735.546651402406
2023-07-0115995.993131081854
2023-08-0116015.0734592635
2023-09-0115684.029765311965
2023-10-0116864.148063346693
2023-11-0116710.551421484448
2023-12-0116690.517076893724
2024-01-0116887.998473573745
2024-02-0116893.72257202824
2024-03-0118366.723907651216
2024-04-0119183.36195382561
2024-05-0119162.3735928258
2024-06-0119387.521465369206
2024-07-0119959.93131081855
2024-08-0120192.711314634613
2024-09-0121051.326082808624
2024-10-0122493.79889334097
2024-11-0122468.99446670483
2024-12-0122331.616103796987
2025-01-0124039.305476054185
2025-02-0124361.763022323987
2025-03-0125672.58156840298
2025-04-0125943.522228582333
2025-05-0125777.523373402022
2025-06-0124867.391719137573
2025-07-0125600.07632131273
2025-08-0126153.405838580427
2025-09-0129032.627361190614
2025-10-0130665.903453539402
2025-11-0132194.23774088914
2025-12-0133201.67906887999
2026-01-0137082.61782102652
2026-02-0139210.07441327991
2026-03-0135487.50238504103
2026-04-0136122.87731348979
Annual Return Matrix
YearAnnual Return
2017-0.019939519939519923
20180.027673319834153
20190.2076374554325391
20200.12702975681765194
20210.035364676685509355
20220.06731473466941873
20230.09139114160948214
20240.33798228065161484
20250.4867566643882433
20260.08798344922705592
Total Factor Risk
0.13781664854857928
VTI.US Exposure
0.007999014667303924
VEA.US Exposure
-0.006253541023641341
VWO.US Exposure
-0.0002215093564296483
QQQ.US Exposure
0.0025114108532807186
VTV.US Exposure
0.003577180638713166
IJR.US Exposure
0.005333072009021462
QUAL.US Exposure
0.0003215891816100037
SHV.US Exposure
0.08094382030858863
TLT.US Exposure
-0.0010017877603869679
LQD.US Exposure
0.010525032189679729
HYG.US Exposure
0.00399514408022625
GLD.US Exposure
0.7449642580665405
USO.US Exposure
-0.0014242776666516573
VNQ.US Exposure
0.0008834225821630892
BTC-USD.CC Exposure
0.0004582309900416612
CPER.US Exposure
0.0006495224435683795
VIX.INDX Exposure
0.0029270813393640067
UUP.US Exposure
0.113988844409771
TIP.US Exposure
0.008467361869258987
Idiosyncratic Exposure
0.021356130177978102
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
13.8%

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 →
-2.4%
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 →
+15.1%
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 →
9.2% 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 Gold EUR a high-risk investment?

WisdomTree Physical Gold EUR (VZLD.XETRA) has an annualized volatility of 13.8% and experienced a maximum drawdown of 15.7% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, VZLD.XETRA has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 90% 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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