PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CII vs. YGLD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CII vs. YGLD.DE

Last updated Apr 1, 2026

Compare and contrast key facts about BlackRock Enhanced Large Cap Core Fund (CII) and IncomeShares Gold + Yield ETP (YGLD.DE).

CII is an actively managed fund by BlackRock. It was launched on Apr 27, 2004. YGLD.DE is an actively managed fund by Leverage Shares. It was launched on Jul 22, 2024.

Performance

CII vs. YGLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Enhanced Large Cap Core Fund (CII) and IncomeShares Gold + Yield ETP (YGLD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CII vs. YGLD.DE - Yearly Performance Comparison

2026 (YTD)20252024
CII
BlackRock Enhanced Large Cap Core Fund		-8.35%37.78%1.67%
YGLD.DE
IncomeShares Gold + Yield ETP		-1.30%60.22%-9.23%
Different Trading Currencies

CII is traded in USD, while YGLD.DE is traded in EUR. To make them comparable, the YGLD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CII achieves a -8.35% return, which is significantly lower than YGLD.DE's -1.30% return.

CII

1D
2.24%
1M
-6.83%
YTD
-8.35%
6M
3.68%
1Y
34.51%
3Y*
16.55%
5Y*
11.62%
10Y*
13.13%

YGLD.DE

1D
2.89%
1M
-9.89%
YTD
-1.30%
6M
9.55%
1Y
31.49%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

BlackRock Enhanced Large Cap Core Fund

IncomeShares Gold + Yield ETP

Often compared with CII:
CII vs. SPYICII vs. ETYCII vs. ECATCII vs. SCHDCII vs. BDJCII vs. ARDCCII vs. BGR
Often compared with YGLD.DE:
YGLD.DE vs. IAUIYGLD.DE vs. ^SP600YGLD.DE vs. GLDYGLD.DE vs. URTHYGLD.DE vs. IS0E.DEYGLD.DE vs. GC=FYGLD.DE vs. JEPQ

CII vs. YGLD.DE - Expense Ratio Comparison

CII has a 0.91% expense ratio, which is higher than YGLD.DE's 0.35% expense ratio.

CII
BlackRock Enhanced Large Cap Core Fund
YGLD.DE
IncomeShares Gold + Yield ETP

Return for Risk

CII vs. YGLD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CII
CII Risk / Return Rank: 8989
Overall Rank
CII Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CII Sortino Ratio Rank: 8888
Sortino Ratio Rank
CII Omega Ratio Rank: 8686
Omega Ratio Rank
CII Calmar Ratio Rank: 9393
Calmar Ratio Rank
CII Martin Ratio Rank: 9292
Martin Ratio Rank
YGLD.DE
YGLD.DE Risk / Return Rank: 4646
Overall Rank
YGLD.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
YGLD.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
YGLD.DE Omega Ratio Rank: 5858
Omega Ratio Rank
YGLD.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
YGLD.DE Martin Ratio Rank: 3636
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.

CII vs. YGLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and IncomeShares Gold + Yield ETP (YGLD.DE). 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.

CIIYGLD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.01

+0.72

Sortino ratio

Return per unit of downside risk

2.41

1.42

+0.99

Omega ratio

Gain probability vs. loss probability

1.36

1.26

+0.10

Calmar ratio

Return relative to maximum drawdown

2.92

1.82

+1.10

Martin ratio

Return relative to average drawdown

10.81

4.42

+6.39

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CII vs. YGLD.DE - Sharpe Ratio Comparison

The current CII Sharpe Ratio is 1.73, which is higher than the YGLD.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CII and YGLD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

CIIYGLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.01

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.07

-0.58

Correlation

The correlation between CII and YGLD.DE is 0.04, 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

CII vs. YGLD.DE - Dividend Comparison

CII's dividend yield for the trailing twelve months is around 18.51%, more than YGLD.DE's 6.72% yield.

TTM20252024202320222021202020192018201720162015
CII
BlackRock Enhanced Large Cap Core Fund		18.51%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
YGLD.DE
IncomeShares Gold + Yield ETP		6.72%6.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CII vs. YGLD.DE - Drawdown Comparison

The maximum CII drawdown since its inception was -56.43%, which is greater than YGLD.DE's maximum drawdown of -17.23%. Use the drawdown chart below to compare losses from any high point for CII and YGLD.DE.

Loading graphics...

Drawdown Indicators

CIIYGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.43%

-16.94%

-39.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-16.94%

+5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

—

—

Current Drawdown

Current decline from peak

-9.51%

-10.48%

+0.97%

Average Drawdown

Average peak-to-trough decline

-6.21%

-4.65%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

7.03%

-3.85%

Volatility

CII vs. YGLD.DE - Volatility Comparison

The current volatility for BlackRock Enhanced Large Cap Core Fund (CII) is 7.33%, while IncomeShares Gold + Yield ETP (YGLD.DE) has a volatility of 9.90%. This indicates that CII experiences smaller price fluctuations and is considered to be less risky than YGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

CIIYGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

9.90%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

28.84%

-16.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

30.82%

-10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

27.83%

-10.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

27.83%

-9.38%