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EGLN.L vs. 4GLD.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EGLN.L and 4GLD.DE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

EGLN.L vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (EGLN.L) and Xetra-Gold ETF (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
16.65%
11.19%
EGLN.L
4GLD.DE

Key characteristics

Sharpe Ratio

EGLN.L:

3.39

4GLD.DE:

3.02

Sortino Ratio

EGLN.L:

4.35

4GLD.DE:

3.98

Omega Ratio

EGLN.L:

1.60

4GLD.DE:

1.54

Calmar Ratio

EGLN.L:

9.30

4GLD.DE:

7.96

Martin Ratio

EGLN.L:

21.43

4GLD.DE:

18.72

Ulcer Index

EGLN.L:

2.29%

4GLD.DE:

2.32%

Daily Std Dev

EGLN.L:

14.46%

4GLD.DE:

14.33%

Max Drawdown

EGLN.L:

-18.35%

4GLD.DE:

-36.79%

Current Drawdown

EGLN.L:

-0.33%

4GLD.DE:

0.00%

Returns By Period

In the year-to-date period, EGLN.L achieves a 11.91% return, which is significantly higher than 4GLD.DE's 7.73% return.


EGLN.L

YTD

11.91%

1M

6.05%

6M

24.84%

1Y

50.01%

5Y*

13.01%

10Y*

N/A

4GLD.DE

YTD

7.73%

1M

5.26%

6M

21.58%

1Y

43.40%

5Y*

13.78%

10Y*

9.31%

*Annualized

Compare stocks, funds, or ETFs

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


EGLN.L vs. 4GLD.DE - Expense Ratio Comparison

EGLN.L has a 0.25% expense ratio, which is higher than 4GLD.DE's 0.00% 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%.


EGLN.L
iShares Physical Gold ETC
Expense ratio chart for EGLN.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for 4GLD.DE: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

EGLN.L vs. 4GLD.DE — Risk-Adjusted Performance Rank

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

EGLN.L
The Risk-Adjusted Performance Rank of EGLN.L is 9797
Overall Rank
The Sharpe Ratio Rank of EGLN.L is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of EGLN.L is 9696
Sortino Ratio Rank
The Omega Ratio Rank of EGLN.L is 9696
Omega Ratio Rank
The Calmar Ratio Rank of EGLN.L is 9898
Calmar Ratio Rank
The Martin Ratio Rank of EGLN.L is 9595
Martin Ratio Rank

4GLD.DE
The Risk-Adjusted Performance Rank of 4GLD.DE is 9696
Overall Rank
The Sharpe Ratio Rank of 4GLD.DE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of 4GLD.DE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of 4GLD.DE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of 4GLD.DE is 9898
Calmar Ratio Rank
The Martin Ratio Rank of 4GLD.DE is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EGLN.L vs. 4GLD.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Xetra-Gold ETF (4GLD.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.


Sharpe ratio
The chart of Sharpe ratio for EGLN.L, currently valued at 3.03, compared to the broader market0.002.004.003.032.61
The chart of Sortino ratio for EGLN.L, currently valued at 3.82, compared to the broader market0.005.0010.003.823.37
The chart of Omega ratio for EGLN.L, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.521.46
The chart of Calmar ratio for EGLN.L, currently valued at 5.58, compared to the broader market0.005.0010.0015.005.584.74
The chart of Martin ratio for EGLN.L, currently valued at 14.96, compared to the broader market0.0020.0040.0060.0080.00100.0014.9612.85
EGLN.L
4GLD.DE

The current EGLN.L Sharpe Ratio is 3.39, which is comparable to the 4GLD.DE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of EGLN.L and 4GLD.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.


Rolling 12-month Sharpe Ratio2.002.503.00SeptemberOctoberNovemberDecember2025February
3.03
2.61
EGLN.L
4GLD.DE

Dividends

EGLN.L vs. 4GLD.DE - Dividend Comparison

Neither EGLN.L nor 4GLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EGLN.L vs. 4GLD.DE - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -18.35%, smaller than the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for EGLN.L and 4GLD.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.52%
0
EGLN.L
4GLD.DE

Volatility

EGLN.L vs. 4GLD.DE - Volatility Comparison

iShares Physical Gold ETC (EGLN.L) has a higher volatility of 3.32% compared to Xetra-Gold ETF (4GLD.DE) at 1.94%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.32%
1.94%
EGLN.L
4GLD.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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