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EGLN.L vs. AIQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGLN.L vs. AIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and Global X Artificial Intelligence & Technology ETF (AIQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EGLN.L is traded in EUR, while AIQ is traded in USD. To make them comparable, the AIQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGLN.L achieves a -0.76% return, which is significantly lower than AIQ's 27.77% return.


EGLN.L

1D
2.84%
1M
-6.84%
YTD
-0.76%
6M
-0.18%
1Y
22.86%
3Y*
26.28%
5Y*
18.47%
10Y*
10.77%

AIQ

1D
0.16%
1M
3.42%
YTD
27.77%
6M
28.67%
1Y
53.92%
3Y*
29.11%
5Y*
18.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGLN.L vs. AIQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EGLN.L
iShares Physical Gold ETC
-0.76%46.01%34.32%9.37%6.00%3.85%13.68%20.59%2.61%
AIQ
Global X Artificial Intelligence & Technology ETF
27.77%16.24%32.30%50.73%-32.51%25.85%40.28%43.10%-11.45%

Correlation

The correlation between EGLN.L and AIQ is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.07

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.02

The correlation between EGLN.L and AIQ shifts across timeframes, from 0.02 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EGLN.L vs. AIQ — Risk / Return Rank

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

EGLN.L
EGLN.L Risk / Return Rank: 3030
Overall Rank
EGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3535
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2828
Martin Ratio Rank

AIQ
AIQ Risk / Return Rank: 6969
Overall Rank
AIQ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AIQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
AIQ Omega Ratio Rank: 6969
Omega Ratio Rank
AIQ Calmar Ratio Rank: 7272
Calmar Ratio Rank
AIQ Martin Ratio Rank: 6666
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.

EGLN.L vs. AIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Global X Artificial Intelligence & Technology ETF (AIQ). 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.


EGLN.LAIQDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.21

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.10

3.30

-2.20

Martin ratioReturn relative to average drawdown

3.36

9.39

-6.04

EGLN.L vs. AIQ - Sharpe Ratio Comparison

The current EGLN.L Sharpe Ratio is 1.02, which is lower than the AIQ Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of EGLN.L and AIQ, 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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Drawdowns

EGLN.L vs. AIQ - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than AIQ's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for EGLN.L and AIQ.


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Drawdown Indicators


EGLN.LAIQDifference

Max Drawdown

Largest peak-to-trough decline

-47.44%

-37.34%

-10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-21.94%

-15.90%

-6.04%

Max Drawdown (3Y)

Largest decline over 3 years

-21.94%

-29.77%

+7.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

-37.34%

+15.40%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

Current Drawdown

Current decline from peak

-19.73%

-8.27%

-11.46%

Average Drawdown

Average peak-to-trough decline

-22.54%

-9.01%

-13.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

5.58%

+1.59%

Volatility

EGLN.L vs. AIQ - Volatility Comparison

The current volatility for iShares Physical Gold ETC (EGLN.L) is 6.72%, while Global X Artificial Intelligence & Technology ETF (AIQ) has a volatility of 12.05%. This indicates that EGLN.L experiences smaller price fluctuations and is considered to be less risky than AIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGLN.LAIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

12.05%

-5.33%

Volatility (6M)

Calculated over the trailing 6-month period

20.79%

20.18%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

24.60%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

24.80%

-7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

25.33%

-9.33%

EGLN.L vs. AIQ - Expense Ratio Comparison

EGLN.L has a 0.25% expense ratio, which is lower than AIQ's 0.68% expense ratio.


Dividends

EGLN.L vs. AIQ - Dividend Comparison

EGLN.L has not paid dividends to shareholders, while AIQ's dividend yield for the trailing twelve months is around 0.15%.


PositionTTM20252024202320222021202020192018
AIQ
Global X Artificial Intelligence & Technology ETF
0.15%0.18%0.14%0.16%0.56%0.15%0.50%0.51%0.51%
EGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EGLN.L and AIQ have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EGLN.L is cheaper with a 0.25% expense ratio, compared with 0.68% for AIQ.

EGLN.L is categorized as Gold, while AIQ is Technology Equities. EGLN.L tracks LBMA Gold Price, while AIQ tracks Indxx Artificial Intelligence & Big Data Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.25% for EGLN.L and 0.68% for AIQ.

Portfolio Optimizer

Find the right allocation for EGLN.L and AIQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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