DTE.DE vs. IGLN.L
DTE.DE (Deutsche Telekom AG) is a stock, while IGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, DTE.DE returned 11.03%/yr vs 12.09%/yr for IGLN.L. At a correlation of -0.03, they often move in opposite directions.
Performance
DTE.DE vs. IGLN.L - Performance Comparison
Loading charts...
Different Trading Currencies
DTE.DE is traded in EUR, while IGLN.L is traded in USD. To make them comparable, the IGLN.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DTE.DE achieves a 5.71% return, which is significantly higher than IGLN.L's -0.66% return. Over the past 10 years, DTE.DE has underperformed IGLN.L with an annualized return of 11.03%, while IGLN.L has yielded a comparatively higher 12.09% annualized return.
DTE.DE
- 1D
- 2.09%
- 1M
- 1.80%
- YTD
- 5.71%
- 6M
- 9.14%
- 1Y
- -4.85%
- 3Y*
- 18.13%
- 5Y*
- 13.39%
- 10Y*
- 11.03%
IGLN.L
- 1D
- 3.46%
- 1M
- -9.23%
- YTD
- -0.66%
- 6M
- -0.08%
- 1Y
- 22.88%
- 3Y*
- 26.36%
- 5Y*
- 18.51%
- 10Y*
- 12.09%
DTE.DE vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 5.71% | -1.45% | 37.51% | 20.34% | 18.68% | 12.88% | 6.85% | 2.95% | 4.96% | -6.37% |
IGLN.L iShares Physical Gold ETC | -0.66% | 45.35% | 34.46% | 10.04% | 6.10% | 3.15% | 13.92% | 20.97% | 3.30% | -2.04% |
Correlation
The correlation between DTE.DE and IGLN.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
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 | -0.03 |
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
DTE.DE vs. IGLN.L — Risk / Return Rank
DTE.DE
IGLN.L
DTE.DE vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.DE) 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.
| DTE.DE | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 1.10 | -1.41 |
| Martin ratioReturn relative to average drawdown | -0.56 | 3.40 | -3.96 |
Loading charts...
Drawdowns
DTE.DE vs. IGLN.L - Drawdown Comparison
The maximum DTE.DE drawdown since its inception was -40.59%, which is greater than IGLN.L's maximum drawdown of -36.94%. Use the drawdown chart below to compare losses from any high point for DTE.DE and IGLN.L.
Loading charts...
Drawdown Indicators
| DTE.DE | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.59% | -36.94% | -3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -18.96% | -22.28% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -22.28% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -22.28% | -2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.88% | -22.28% | -12.60% |
Current DrawdownCurrent decline from peak | -16.05% | -19.59% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -13.17% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.45% | 7.18% | +3.27% |
Volatility
DTE.DE vs. IGLN.L - Volatility Comparison
Deutsche Telekom AG (DTE.DE) has a higher volatility of 7.81% compared to iShares Physical Gold ETC (IGLN.L) at 7.27%. This indicates that DTE.DE'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.
Loading charts...
Volatility by Period
| DTE.DE | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 7.27% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 19.63% | 21.85% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.31% | 24.70% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.03% | 16.91% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 15.22% | +4.32% |
Dividends
DTE.DE vs. IGLN.L - Dividend Comparison
DTE.DE's dividend yield for the trailing twelve months is around 3.53%, while IGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 3.53% | 3.25% | 2.67% | 3.22% | 3.43% | 3.68% | 4.01% | 4.80% | 4.39% | 4.05% | 3.36% | 3.00% |
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
DTE.DE and IGLN.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DTE.DE 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