BTC-USD vs. IGLN.L
BTC-USD (Bitcoin) is a cryptocurrency, while IGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, BTC-USD returned 59.68%/yr vs 12.87%/yr for IGLN.L. At a 0.06 correlation, their price movements are largely independent.
Performance
BTC-USD vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than IGLN.L's 0.50% return. Over the past 10 years, BTC-USD has outperformed IGLN.L with an annualized return of 59.68%, while IGLN.L has yielded a comparatively lower 12.87% annualized return.
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
IGLN.L
- 1D
- -0.32%
- 1M
- -8.04%
- YTD
- 0.50%
- 6M
- 3.23%
- 1Y
- 29.84%
- 3Y*
- 30.05%
- 5Y*
- 17.89%
- 10Y*
- 12.87%
BTC-USD vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
IGLN.L iShares Physical Gold ETC | 0.50% | 64.93% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.30% | -1.33% | 11.69% |
Correlation
The correlation between BTC-USD and IGLN.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2012 | 0.06 |
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Return for Risk
BTC-USD vs. IGLN.L — Risk / Return Rank
BTC-USD
IGLN.L
BTC-USD vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.
| BTC-USD | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.23 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.63 | -2.43 |
| Martin ratioReturn relative to average drawdown | -1.42 | 4.30 | -5.72 |
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
| BTC-USD | IGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 1.19 | -2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 1.03 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.83 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.44 | +0.69 |
Drawdowns
BTC-USD vs. IGLN.L - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than IGLN.L's maximum drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for BTC-USD and IGLN.L.
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Drawdown Indicators
| BTC-USD | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -45.25% | -40.05% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -18.26% | -32.95% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -18.26% | -32.95% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -21.15% | -55.52% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -21.15% | -62.65% |
Current DrawdownCurrent decline from peak | -49.86% | -18.26% | -31.60% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -19.72% | -22.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 6.93% | +27.53% |
Volatility
BTC-USD vs. IGLN.L - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to iShares Physical Gold ETC (IGLN.L) at 6.10%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 6.10% | +5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 21.87% | +12.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 24.98% | +10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 17.41% | +27.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 15.56% | +41.15% |
Frequently Asked Questions
BTC-USD and IGLN.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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