6PSC.DE vs. EGLN.L
6PSC.DE (Invesco FTSE RAFI Europe UCITS ETF) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - 6PSC.DE is a Europe Equities fund tracking the FTSE RAFI Europe, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, 6PSC.DE returned 12.72%/yr vs 19.69%/yr for EGLN.L. At a correlation of -0.01, they often move in opposite directions. 6PSC.DE charges 0.39%/yr vs 0.25%/yr for EGLN.L.
Performance
6PSC.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSC.DE achieves a 8.79% return, which is significantly higher than EGLN.L's 4.83% return.
6PSC.DE
- 1D
- 0.50%
- 1M
- 1.19%
- YTD
- 8.79%
- 6M
- 11.76%
- 1Y
- 21.88%
- 3Y*
- 18.36%
- 5Y*
- 12.72%
- 10Y*
- 10.23%
EGLN.L
- 1D
- 0.55%
- 1M
- -3.66%
- YTD
- 4.83%
- 6M
- 6.17%
- 1Y
- 31.10%
- 3Y*
- 28.02%
- 5Y*
- 19.69%
- 10Y*
- —
6PSC.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 8.79% | 28.47% | 10.65% | 16.01% | -4.18% | 26.14% | -8.74% | 22.28% | -11.68% | 10.84% |
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.62% | 3.36% | -1.73% |
Correlation
The correlation between 6PSC.DE and EGLN.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2016 | -0.01 |
The correlation between 6PSC.DE and EGLN.L shifts across timeframes, from -0.01 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
6PSC.DE vs. EGLN.L — Risk / Return Rank
6PSC.DE
EGLN.L
6PSC.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) 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.
| 6PSC.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.26 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.80 | +0.86 |
| Martin ratioReturn relative to average drawdown | 9.93 | 4.58 | +5.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 6PSC.DE | EGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.30 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.22 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.95 | -0.42 |
Drawdowns
6PSC.DE vs. EGLN.L - Drawdown Comparison
The maximum 6PSC.DE drawdown since its inception was -39.52%, which is greater than EGLN.L's maximum drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for 6PSC.DE and EGLN.L.
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Drawdown Indicators
| 6PSC.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -18.35% | -21.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -16.70% | +8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -16.70% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -16.70% | -1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | — | — |
Current DrawdownCurrent decline from peak | -1.23% | -15.21% | +13.98% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -6.34% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 6.57% | -4.36% |
Volatility
6PSC.DE vs. EGLN.L - Volatility Comparison
The current volatility for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) is 3.45%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 5.42%. This indicates that 6PSC.DE 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
| 6PSC.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 5.42% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 20.15% | -11.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 23.14% | -11.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 16.17% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 14.38% | +2.96% |
6PSC.DE vs. EGLN.L - Expense Ratio Comparison
6PSC.DE has a 0.39% expense ratio, which is higher than EGLN.L's 0.25% expense ratio.
Dividends
6PSC.DE vs. EGLN.L - Dividend Comparison
6PSC.DE's dividend yield for the trailing twelve months is around 2.75%, while EGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 2.75% | 3.05% | 3.57% | 3.59% | 3.41% | 2.75% | 2.06% | 3.55% | 3.67% | 2.80% | 2.83% | 2.73% |
EGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
6PSC.DE and EGLN.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGLN.L is cheaper with a 0.25% expense ratio, compared with 0.39% for 6PSC.DE.
6PSC.DE is categorized as Europe Equities, while EGLN.L is Gold. 6PSC.DE tracks FTSE RAFI Europe, while EGLN.L tracks LBMA Gold Price. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for 6PSC.DE and 0.25% for EGLN.L.
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