PortfoliosLab logoPortfoliosLab logo
ACWV vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWV vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Min Vol Factor ETF (ACWV) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ACWV achieves a 2.88% return, which is significantly higher than IGLN.L's -2.16% return. Over the past 10 years, ACWV has underperformed IGLN.L with an annualized return of 7.48%, while IGLN.L has yielded a comparatively higher 12.45% annualized return.


ACWV

1D
0.34%
1M
0.59%
YTD
2.88%
6M
2.95%
1Y
5.56%
3Y*
9.98%
5Y*
5.46%
10Y*
7.48%

IGLN.L

1D
3.37%
1M
-10.03%
YTD
-2.16%
6M
-1.54%
1Y
23.07%
3Y*
29.33%
5Y*
17.43%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWV vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACWV
iShares MSCI Global Min Vol Factor ETF
2.88%11.04%11.38%8.23%-10.36%13.97%3.04%21.04%-1.42%18.57%
IGLN.L
iShares Physical Gold ETC
-2.16%64.93%26.14%13.44%-0.09%-4.03%24.16%18.30%-1.33%11.69%

Correlation

The correlation between ACWV and IGLN.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.22

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

0.18

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.11

The correlation between ACWV and IGLN.L shifts across timeframes, from 0.11 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ACWV vs. IGLN.L — Risk / Return Rank

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

ACWV
ACWV Risk / Return Rank: 2020
Overall Rank
ACWV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 1919
Sortino Ratio Rank
ACWV Omega Ratio Rank: 1919
Omega Ratio Rank
ACWV Calmar Ratio Rank: 2020
Calmar Ratio Rank
ACWV Martin Ratio Rank: 2121
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 2828
Overall Rank
IGLN.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3131
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 2727
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.

ACWV vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and iShares Physical Gold ETC (IGLN.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.


ACWVIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratioReturn relative to maximum drawdown

0.76

1.05

-0.29

Martin ratioReturn relative to average drawdown

2.31

3.27

-0.96

ACWV vs. IGLN.L - Sharpe Ratio Comparison

The current ACWV Sharpe Ratio is 0.62, which is lower than the IGLN.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ACWV and IGLN.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.


Loading charts...

Drawdowns

ACWV vs. IGLN.L - Drawdown Comparison

The maximum ACWV drawdown since its inception was -28.82%, smaller than the maximum IGLN.L drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for ACWV and IGLN.L.


Loading charts...

Drawdown Indicators


ACWVIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.82%

-45.25%

+16.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

-23.02%

+16.65%

Max Drawdown (3Y)

Largest decline over 3 years

-7.56%

-23.02%

+15.46%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-23.02%

+4.88%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

-23.02%

-5.80%

Current Drawdown

Current decline from peak

-2.42%

-20.43%

+18.01%

Average Drawdown

Average peak-to-trough decline

-3.11%

-19.72%

+16.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

7.41%

-5.31%

Volatility

ACWV vs. IGLN.L - Volatility Comparison

The current volatility for iShares MSCI Global Min Vol Factor ETF (ACWV) is 2.18%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 7.69%. This indicates that ACWV experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ACWVIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

7.69%

-5.51%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

22.45%

-16.82%

Volatility (1Y)

Calculated over the trailing 1-year period

7.80%

25.45%

-17.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.23%

17.55%

-7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.30%

15.63%

-3.33%

ACWV vs. IGLN.L - Expense Ratio Comparison

ACWV has a 0.20% expense ratio, which is higher than IGLN.L's 0.12% 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%.


Dividends

ACWV vs. IGLN.L - Dividend Comparison

ACWV's dividend yield for the trailing twelve months is around 2.03%, while IGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF
2.03%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
IGLN.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


ACWV and IGLN.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLN.L is cheaper with a 0.12% expense ratio, compared with 0.20% for ACWV.

ACWV is categorized as Large Cap Blend Equities, while IGLN.L is Gold. ACWV tracks MSCI ACWI Minimum Volatility Index, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.20% for ACWV and 0.12% for IGLN.L.

Portfolio Optimizer

Find the right allocation for ACWV and IGLN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer