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^STOXX vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

^STOXX vs. EGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in STOXX Europe 600 Index (^STOXX) and iShares Physical Gold ETC (EGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^STOXX achieves a 6.82% return, which is significantly higher than EGLN.L's -0.76% return. Over the past 10 years, ^STOXX has underperformed EGLN.L with an annualized return of 7.05%, while EGLN.L has yielded a comparatively higher 10.77% annualized return.


^STOXX

1D
1.88%
1M
3.56%
YTD
6.82%
6M
9.51%
1Y
16.20%
3Y*
10.98%
5Y*
6.72%
10Y*
7.05%

EGLN.L

1D
2.84%
1M
-9.29%
YTD
-0.76%
6M
-0.18%
1Y
22.86%
3Y*
26.28%
5Y*
18.47%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^STOXX vs. EGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^STOXX
STOXX Europe 600 Index
6.82%17.42%5.39%12.74%-13.06%22.10%-3.83%23.78%-13.61%7.68%
EGLN.L
iShares Physical Gold ETC
-0.76%46.01%34.32%9.37%6.00%3.85%13.68%20.59%3.38%-0.47%

Correlation

The correlation between ^STOXX and EGLN.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

-0.00

The correlation between ^STOXX and EGLN.L shifts across timeframes, from -0.00 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

^STOXX vs. EGLN.L — Risk / Return Rank

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

^STOXX
^STOXX Risk / Return Rank: 4444
Overall Rank
^STOXX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 4545
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 4545
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4040
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4747
Martin Ratio Rank

EGLN.L
EGLN.L Risk / Return Rank: 3030
Overall Rank
EGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3535
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2828
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.

^STOXX vs. EGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) and iShares Physical Gold ETC (EGLN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^STOXXEGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.03

Calmar ratioReturn relative to maximum drawdown

1.61

1.10

+0.50

Martin ratioReturn relative to average drawdown

5.82

3.36

+2.46

^STOXX vs. EGLN.L - Sharpe Ratio Comparison

The current ^STOXX Sharpe Ratio is 1.25, which is comparable to the EGLN.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ^STOXX and EGLN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^STOXX vs. EGLN.L - Drawdown Comparison

The maximum ^STOXX drawdown since its inception was -60.54%, which is greater than EGLN.L's maximum drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for ^STOXX and EGLN.L.


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Drawdown Indicators


^STOXXEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.54%

-47.44%

-13.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-21.94%

+12.38%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-21.94%

+5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-21.94%

-0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.55%

-26.21%

-9.34%

Current Drawdown

Current decline from peak

-0.10%

-19.73%

+19.63%

Average Drawdown

Average peak-to-trough decline

-14.61%

-22.54%

+7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

7.17%

-4.49%

Volatility

^STOXX vs. EGLN.L - Volatility Comparison

The current volatility for STOXX Europe 600 Index (^STOXX) is 3.17%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that ^STOXX experiences smaller price fluctuations and is considered to be less risky than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^STOXXEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

6.72%

-3.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

20.79%

-10.51%

Volatility (1Y)

Calculated over the trailing 1-year period

12.30%

23.72%

-11.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

17.26%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

16.00%

-0.50%

Frequently Asked Questions


^STOXX and EGLN.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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