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RMAU.L vs. IUES.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMAU.L vs. IUES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Royal Mint Physical Gold ETC Securities (RMAU.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). The values are adjusted to include any dividend payments, if applicable.

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RMAU.L vs. IUES.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RMAU.L
The Royal Mint Physical Gold ETC Securities
10.73%64.57%25.96%13.29%-0.19%-4.14%14.46%
IUES.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
31.62%9.82%3.87%-0.63%63.84%51.95%-26.17%

Returns By Period

In the year-to-date period, RMAU.L achieves a 10.73% return, which is significantly lower than IUES.L's 31.62% return.


RMAU.L

1D
3.49%
1M
-10.26%
YTD
10.73%
6M
23.46%
1Y
51.91%
3Y*
33.78%
5Y*
22.41%
10Y*

IUES.L

1D
-6.09%
1M
4.33%
YTD
31.62%
6M
34.47%
1Y
30.17%
3Y*
15.77%
5Y*
23.23%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMAU.L vs. IUES.L - Expense Ratio Comparison

RMAU.L has a 0.22% expense ratio, which is higher than IUES.L's 0.15% 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

RMAU.L vs. IUES.L — Risk / Return Rank

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

RMAU.L
RMAU.L Risk / Return Rank: 8787
Overall Rank
RMAU.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RMAU.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
RMAU.L Omega Ratio Rank: 8686
Omega Ratio Rank
RMAU.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
RMAU.L Martin Ratio Rank: 8888
Martin Ratio Rank

IUES.L
IUES.L Risk / Return Rank: 6868
Overall Rank
IUES.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IUES.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUES.L Omega Ratio Rank: 6363
Omega Ratio Rank
IUES.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IUES.L Martin Ratio Rank: 6565
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.

RMAU.L vs. IUES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Royal Mint Physical Gold ETC Securities (RMAU.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). 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.


RMAU.LIUES.LDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.30

+0.68

Sortino ratio

Return per unit of downside risk

2.45

1.69

+0.76

Omega ratio

Gain probability vs. loss probability

1.35

1.24

+0.11

Calmar ratio

Return relative to maximum drawdown

2.88

2.09

+0.79

Martin ratio

Return relative to average drawdown

11.41

6.92

+4.49

RMAU.L vs. IUES.L - Sharpe Ratio Comparison

The current RMAU.L Sharpe Ratio is 1.98, which is higher than the IUES.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of RMAU.L and IUES.L, 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


RMAU.LIUES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.30

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

0.87

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.32

+0.58

Correlation

The correlation between RMAU.L and IUES.L 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

RMAU.L vs. IUES.L - Dividend Comparison

Neither RMAU.L nor IUES.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RMAU.L vs. IUES.L - Drawdown Comparison

The maximum RMAU.L drawdown since its inception was -21.56%, smaller than the maximum IUES.L drawdown of -66.78%. Use the drawdown chart below to compare losses from any high point for RMAU.L and IUES.L.


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Drawdown Indicators


RMAU.LIUES.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.56%

-66.78%

+45.22%

Max Drawdown (1Y)

Largest decline over 1 year

-18.15%

-19.01%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-27.98%

+6.81%

Max Drawdown (10Y)

Largest decline over 10 years

-66.78%

Current Drawdown

Current decline from peak

-10.26%

-6.62%

-3.64%

Average Drawdown

Average peak-to-trough decline

-6.93%

-14.29%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

4.26%

+0.33%

Volatility

RMAU.L vs. IUES.L - Volatility Comparison

The Royal Mint Physical Gold ETC Securities (RMAU.L) has a higher volatility of 11.85% compared to iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) at 8.92%. This indicates that RMAU.L's price experiences larger fluctuations and is considered to be riskier than IUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMAU.LIUES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.85%

8.92%

+2.93%

Volatility (6M)

Calculated over the trailing 6-month period

22.30%

14.99%

+7.31%

Volatility (1Y)

Calculated over the trailing 1-year period

26.13%

23.12%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

26.71%

-9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.35%

28.33%

-6.98%