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IGLN.L vs. VUAA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLN.L vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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IGLN.L vs. VUAA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IGLN.L
iShares Physical Gold ETC
10.91%64.92%26.14%13.44%-0.09%-4.03%21.68%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
-4.23%18.18%24.76%26.39%-19.02%29.66%14.83%
Different Trading Currencies

IGLN.L is traded in USD, while VUAA.DE is traded in EUR. To make them comparable, the VUAA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGLN.L achieves a 10.91% return, which is significantly higher than VUAA.DE's -4.23% return.


IGLN.L

1D
3.60%
1M
-9.80%
YTD
10.91%
6M
23.69%
1Y
52.73%
3Y*
34.04%
5Y*
22.41%
10Y*
14.51%

VUAA.DE

1D
2.11%
1M
-3.89%
YTD
-4.23%
6M
-1.09%
1Y
18.41%
3Y*
18.71%
5Y*
11.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLN.L vs. VUAA.DE - Expense Ratio Comparison

IGLN.L has a 0.25% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IGLN.L vs. VUAA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGLN.L
IGLN.L Risk / Return Rank: 8888
Overall Rank
IGLN.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 8787
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 8989
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 3636
Overall Rank
VUAA.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IGLN.L vs. VUAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IGLN.LVUAA.DEDifference

Sharpe ratio

Return per unit of total volatility

2.00

1.09

+0.91

Sortino ratio

Return per unit of downside risk

2.48

1.59

+0.89

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratio

Return relative to maximum drawdown

3.03

1.92

+1.11

Martin ratio

Return relative to average drawdown

11.51

8.26

+3.25

IGLN.L vs. VUAA.DE - Sharpe Ratio Comparison

The current IGLN.L Sharpe Ratio is 2.00, which is higher than the VUAA.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IGLN.L and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGLN.LVUAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.09

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

0.73

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.71

-0.22

Correlation

The correlation between IGLN.L and VUAA.DE is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IGLN.L vs. VUAA.DE - Dividend Comparison

Neither IGLN.L nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IGLN.L vs. VUAA.DE - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.24%, which is greater than VUAA.DE's maximum drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for IGLN.L and VUAA.DE.


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Drawdown Indicators


IGLN.LVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.24%

-33.67%

-11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

-13.45%

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-23.33%

+2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

Current Drawdown

Current decline from peak

-9.80%

-5.19%

-4.61%

Average Drawdown

Average peak-to-trough decline

-19.88%

-5.18%

-14.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

2.31%

+2.27%

Volatility

IGLN.L vs. VUAA.DE - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) has a higher volatility of 11.63% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 4.45%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLN.LVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.63%

4.45%

+7.18%

Volatility (6M)

Calculated over the trailing 6-month period

22.21%

8.77%

+13.44%

Volatility (1Y)

Calculated over the trailing 1-year period

26.25%

16.89%

+9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

15.90%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

18.54%

-3.13%