The purpose of this paper is to discuss whether the randomized clinical trial (RCT) is indeed the gold standard among epidemiological studies. This paper illustrates to what extent different study designs may contribute to the answer of the following therapeutic research question based on a study of Wanner et al.: 'Is the use of a statin associated to less cardiac mortality in patients with type 2 diabetes mellitus who receive hemodialysis?' If a therapeutic study is feasible, like the research question of the clinical example, the RCT is almost unbeatable: the problems that may occur in the other study designs do not exist or to a lesser extent using an RCT. The main advantage of an RCT is that the randomization procedure helps to prevent selection bias by the clinician by breaking the link between the clinician's therapy prescription and the patient's prognosis. Within observational studies, however, selection by the clinician may occur, and, even after adjustment for potential confounders in the statistical analysis, it may not be possible to make a fair comparison between the groups. Usually, results from observational studies are needed to come to a hypothesis that can subsequently be tested within an RCT. Moreover, observational data are most often more useful than RCTs for non-therapeutic studies.