WisdomTree Core Physical Gold USD ETC EUR

10-Year Study

WGLD.XETRA · · DE · ETF

Executive Summary: WisdomTree Core Physical Gold USD ETC EUR has compounded at 22.4% annually over the last 10 years, with a maximum drawdown of 9.4% and an annualized volatility of 13.3%.

1Y CAGR
+44.9%
3Y CAGR
+30.9%
5Y CAGR
+21.5%
10Y CAGR
+22.4%

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 →
1.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +49.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · 7.1%
% 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.
202611.75.8-9.41.7————————8.9%
20257.61.45.41.1-0.6-3.53.02.211.05.75.03.149.1%
20241.3-0.08.74.5-0.11.23.01.24.36.9-0.1-0.634.2%
20234.1-3.05.8-1.02.6-5.01.70.2-2.07.6-0.8-0.29.4%
20220.85.63.53.3-5.10.60.0-1.2-0.1-3.02.60.37.1%
2021———1.16.1-4.22.9-0.3-2.83.22.21.19.4%

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 13.3%. The dominant macroeconomic risk driver is GLD.US, accounting for 77.2% of variance. Idiosyncratic stock-specific factors contribute 2.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-03-0110000
2021-04-0110110.904456843702
2021-05-0110728.800716401462
2021-06-0110278.98326100434
2021-07-0110573.810015843494
2021-08-0110542.8118757319
2021-09-0110249.362816008817
2021-10-0110580.009643865813
2021-11-0110816.284356271959
2021-12-0110938.89922160226
2022-01-0111021.560928566509
2022-02-0111639.45718812427
2022-03-0112045.188399807124
2022-04-0112439.89805056141
2022-05-0111807.535992284907
2022-06-0111883.309223668803
2022-07-0111886.75346145898
2022-08-0111745.539712061722
2022-09-0111731.762760901014
2022-10-0111383.894744093133
2022-11-0111678.721498932287
2022-12-0111711.786181717987
2023-01-0112189.157539436525
2023-02-0111824.757181235795
2023-03-0112505.338568574776
2023-04-0112378.59061789626
2023-05-0112703.037817730938
2023-06-0112062.40958875801
2023-07-0112266.308465936489
2023-08-0112284.907350003445
2023-09-0112034.166838878557
2023-10-0112942.756767927258
2023-11-0112843.562719570158
2023-12-0112811.875731900533
2024-01-0112975.132603154923
2024-02-0112974.443755596887
2024-03-0114108.975683681201
2024-04-0114739.960046841634
2024-05-0114723.427705448787
2024-06-0114902.528070537992
2024-07-0115346.145897912793
2024-08-0115528.00165323414
2024-09-0116192.050699180274
2024-10-0117305.22835296549
2024-11-0117292.829096920854
2024-12-0117189.50196321554
2025-01-0118494.179238134602
2025-02-0118760.074395536267
2025-03-0119774.05800096439
2025-04-0119987.60074395537
2025-05-0119862.230488392917
2025-06-0119165.11675966109
2025-07-0119736.860232830477
2025-08-0120166.70110904457
2025-09-0122382.034855686437
2025-10-0123657.780533168014
2025-11-0124845.353723221055
2025-12-0125626.506854033203
2026-01-0128622.993731487222
2026-02-0130288.627126816835
2026-03-0127434.04284631811
2026-04-0127903.83688089826
Annual Return Matrix
YearAnnual Return
20220.07065491183879091
20230.0939301258675449
20240.3416850368299369
20250.49082311453073646
20260.08886618998978557
Total Factor Risk
0.13298352853851048
VTI.US Exposure
0.015985260575907784
VEA.US Exposure
-0.006136652523343932
VWO.US Exposure
-0.0014221795276845857
QQQ.US Exposure
0.0037814809952748623
VTV.US Exposure
0.004313074177234939
IJR.US Exposure
0.005887179335400585
QUAL.US Exposure
-0.0000045203029486374396
SHV.US Exposure
0.04077820284015473
TLT.US Exposure
-0.0007272652682765356
LQD.US Exposure
0.011411212330990284
HYG.US Exposure
0.004455366322813024
GLD.US Exposure
0.7723017077888562
USO.US Exposure
-0.002461197187384188
VNQ.US Exposure
0.0013766732709769608
BTC-USD.CC Exposure
0.0005874385052218298
CPER.US Exposure
-0.0008903596299591229
VIX.INDX Exposure
0.00221136458800376
UUP.US Exposure
0.1148968118604158
TIP.US Exposure
0.007085902394485744
Idiosyncratic Exposure
0.026570499453860603
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
13.3%

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 →
-1.9%
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 →
+16.5%
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 Core Physical Gold USD ETC EUR a high-risk investment?

WisdomTree Core Physical Gold USD ETC EUR (WGLD.XETRA) has an annualized volatility of 13.3% and experienced a maximum drawdown of 9.4% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, WGLD.XETRA has generated a Compound Annual Growth Rate (CAGR) of 22.4%. 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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