EGLN.L vs. COST
EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, EGLN.L returned 10.77%/yr vs 21.88%/yr for COST. At a correlation of -0.01, they often move in opposite directions.
Performance
EGLN.L vs. COST - Performance Comparison
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Different Trading Currencies
EGLN.L is traded in EUR, while COST is traded in USD. To make them comparable, the COST 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 COST's 16.00% return. Over the past 10 years, EGLN.L has underperformed COST with an annualized return of 10.77%, while COST has yielded a comparatively higher 21.88% annualized return.
EGLN.L
- 1D
- 2.84%
- 1M
- -9.14%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 24.31%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
COST
- 1D
- 0.76%
- 1M
- -3.71%
- YTD
- 16.00%
- 6M
- 13.03%
- 1Y
- -1.31%
- 3Y*
- 22.25%
- 5Y*
- 23.23%
- 10Y*
- 21.88%
EGLN.L vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.59% | 3.38% | -0.47% |
COST Costco Wholesale Corporation | 16.00% | -16.62% | 48.84% | 44.54% | -14.03% | 63.18% | 21.73% | 48.99% | 15.79% | 7.33% |
Correlation
The correlation between EGLN.L and COST is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.01 |
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Return for Risk
EGLN.L vs. COST — Risk / Return Rank
EGLN.L
COST
EGLN.L vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Costco Wholesale Corporation (COST). 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.L | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.01 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.08 | +1.18 |
| Martin ratioReturn relative to average drawdown | 3.36 | -0.18 | +3.54 |
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Drawdowns
EGLN.L vs. COST - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than COST's maximum drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for EGLN.L and COST.
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Drawdown Indicators
| EGLN.L | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -38.85% | -8.59% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -16.46% | -5.48% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -29.57% | +7.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -29.57% | +7.63% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -29.57% | +3.36% |
Current DrawdownCurrent decline from peak | -19.73% | -17.02% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -8.13% | -14.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 7.17% | 0.00% |
Volatility
EGLN.L vs. COST - Volatility Comparison
The current volatility for iShares Physical Gold ETC (EGLN.L) is 6.72%, while Costco Wholesale Corporation (COST) has a volatility of 7.81%. This indicates that EGLN.L experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGLN.L | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 7.81% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 15.56% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 20.02% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 23.09% | -5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 22.68% | -6.68% |
Dividends
EGLN.L vs. COST - Dividend Comparison
EGLN.L has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
EGLN.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
EGLN.L and COST have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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