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ECAR.L vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECAR.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECAR.L achieves a 57.85% return, which is significantly higher than IGLN.L's 3.70% return.


ECAR.L

1D
-1.93%
1M
20.58%
YTD
57.85%
6M
59.03%
1Y
91.94%
3Y*
27.13%
5Y*
12.46%
10Y*

IGLN.L

1D
0.68%
1M
-2.35%
YTD
3.70%
6M
6.03%
1Y
32.37%
3Y*
31.55%
5Y*
18.61%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECAR.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ECAR.L
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
57.85%24.33%-0.93%27.09%-27.28%16.16%33.68%5.26%
IGLN.L
iShares Physical Gold ETC
3.70%64.92%26.14%13.44%-0.09%-4.03%24.16%14.16%

Correlation

The correlation between ECAR.L and IGLN.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.19

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

0.19

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

0.12

The correlation between ECAR.L and IGLN.L shifts across timeframes, from 0.12 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ECAR.L vs. IGLN.L — Risk / Return Rank

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

ECAR.L
ECAR.L Risk / Return Rank: 9292
Overall Rank
ECAR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ECAR.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
ECAR.L Omega Ratio Rank: 8989
Omega Ratio Rank
ECAR.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ECAR.L Martin Ratio Rank: 9191
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3636
Overall Rank
IGLN.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3939
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3333
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) 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.


ECAR.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+2.23

Sortino ratioReturn per unit of downside risk

+2.86

Omega ratioGain probability vs. loss probability

1.55

1.25

+0.30

Calmar ratioReturn relative to maximum drawdown

7.02

1.86

+5.16

Martin ratioReturn relative to average drawdown

21.74

4.79

+16.95

ECAR.L vs. IGLN.L - Sharpe Ratio Comparison

The current ECAR.L Sharpe Ratio is 3.53, which is higher than the IGLN.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ECAR.L 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.


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Sharpe Ratios by Period


ECAR.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.53

1.30

+2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

1.07

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.46

+0.17

Drawdowns

ECAR.L vs. IGLN.L - Drawdown Comparison

The maximum ECAR.L drawdown since its inception was -42.77%, smaller than the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for ECAR.L and IGLN.L.


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Drawdown Indicators


ECAR.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.77%

-45.24%

+2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-17.36%

+4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-29.34%

-17.36%

-11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-36.21%

-21.15%

-15.06%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

Current Drawdown

Current decline from peak

-1.93%

-15.66%

+13.73%

Average Drawdown

Average peak-to-trough decline

-11.56%

-19.80%

+8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

6.74%

-2.53%

Volatility

ECAR.L vs. IGLN.L - Volatility Comparison

iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) has a higher volatility of 12.68% compared to iShares Physical Gold ETC (IGLN.L) at 6.36%. This indicates that ECAR.L'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


ECAR.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.68%

6.36%

+6.32%

Volatility (6M)

Calculated over the trailing 6-month period

21.36%

21.73%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

25.91%

24.78%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.72%

17.36%

+7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.69%

15.54%

+10.15%

ECAR.L vs. IGLN.L - Expense Ratio Comparison

ECAR.L has a 0.40% expense ratio, which is higher than IGLN.L's 0.25% expense ratio.


Dividends

ECAR.L vs. IGLN.L - Dividend Comparison

Neither ECAR.L nor IGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ECAR.L and IGLN.L have a correlation of 0.28, 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 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLN.L is cheaper with a 0.25% expense ratio, compared with 0.40% for ECAR.L.

ECAR.L is categorized as Technology Equities, while IGLN.L is Gold. ECAR.L tracks MSCI World/Information Tech NR USD, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.40% for ECAR.L and 0.25% for IGLN.L.

Portfolio Optimizer

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