EEJD.L vs. IGLN.L
EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - EEJD.L is a Japan Equities fund tracking the MSCI Japan ESG Enhanced CTB Index, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, EEJD.L returned 8.78%/yr vs 17.30%/yr for IGLN.L. At a 0.21 correlation, their price movements are largely independent. EEJD.L charges 0.15%/yr vs 0.12%/yr for IGLN.L.
Performance
EEJD.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, EEJD.L achieves a 16.29% return, which is significantly higher than IGLN.L's -6.13% return.
EEJD.L
- 1D
- -1.02%
- 1M
- -0.60%
- 6M
- 9.97%
- YTD
- 16.29%
- 1Y
- 36.05%
- 3Y*
- 17.05%
- 5Y*
- 8.78%
- 10Y*
- —
IGLN.L
- 1D
- -0.82%
- 1M
- -7.02%
- 6M
- -12.44%
- YTD
- -6.13%
- 1Y
- 21.47%
- 3Y*
- 27.22%
- 5Y*
- 17.30%
- 10Y*
- 11.58%
EEJD.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 16.29% | 26.10% | 4.67% | 19.98% | -17.73% | 0.41% | 17.33% | 15.33% |
IGLN.L iShares Physical Gold ETC | -6.13% | 64.93% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.11% |
Correlation
The correlation between EEJD.L and IGLN.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.21 |
The correlation between EEJD.L and IGLN.L shifts across timeframes, from 0.21 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EEJD.L vs. IGLN.L — Risk / Return Rank
EEJD.L
IGLN.L
EEJD.L vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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.
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.
| EEJD.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.16 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 0.88 | +1.90 |
| Martin ratioReturn relative to average drawdown | 9.14 | 2.15 | +7.00 |
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Drawdowns
EEJD.L vs. IGLN.L - Drawdown Comparison
The maximum EEJD.L drawdown since its inception was -32.93%, smaller than the maximum IGLN.L drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for EEJD.L and IGLN.L.
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Drawdown Indicators
| EEJD.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -45.25% | +12.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -24.39% | +11.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -24.39% | +10.28% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -24.39% | -8.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.39% | — |
Current DrawdownCurrent decline from peak | -3.82% | -23.66% | +19.84% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -19.73% | +11.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 9.97% | -6.02% |
Volatility
EEJD.L vs. IGLN.L - Volatility Comparison
The current volatility for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) is 6.68%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 7.59%. This indicates that EEJD.L 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.
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Volatility by Period
| EEJD.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 7.59% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 23.02% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 26.39% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 17.79% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 15.74% | +3.05% |
EEJD.L vs. IGLN.L - Expense Ratio Comparison
EEJD.L has a 0.15% 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
EEJD.L vs. IGLN.L - Dividend Comparison
EEJD.L's dividend yield for the trailing twelve months is around 1.45%, while IGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.45% | 1.58% | 1.83% | 1.74% | 2.13% | 1.71% | 1.55% | 1.73% |
IGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EEJD.L and IGLN.L have a correlation of 0.38, 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 0.15% for EEJD.L.
EEJD.L is categorized as Japan Equities, while IGLN.L is Gold. EEJD.L tracks MSCI Japan ESG Enhanced CTB Index, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.15% for EEJD.L and 0.12% for IGLN.L.
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