EGLN.L vs. ESIN.DE
EGLN.L (iShares Physical Gold ETC) and ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD. Both are passively managed. Over the past 5 years, EGLN.L returned 18.47%/yr vs 12.55%/yr for ESIN.DE. At a 0.04 correlation, their price movements are largely independent. EGLN.L charges 0.25%/yr vs 0.18%/yr for ESIN.DE.
Performance
EGLN.L vs. ESIN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGLN.L achieves a -0.76% return, which is significantly lower than ESIN.DE's 7.79% return.
EGLN.L
- 1D
- 2.84%
- 1M
- -9.29%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
ESIN.DE
- 1D
- 1.95%
- 1M
- 0.21%
- YTD
- 7.79%
- 6M
- 9.29%
- 1Y
- 16.60%
- 3Y*
- 18.33%
- 5Y*
- 12.55%
- 10Y*
- —
EGLN.L vs. ESIN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 6.21% |
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 7.79% | 25.25% | 14.45% | 27.14% | -16.98% | 13.36% |
Correlation
The correlation between EGLN.L and ESIN.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.04 |
Over the past year, EGLN.L and ESIN.DE have become more correlated (0.26) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
EGLN.L vs. ESIN.DE — Risk / Return Rank
EGLN.L
ESIN.DE
EGLN.L vs. ESIN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.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.
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 | ESIN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.18 | -0.08 |
| Martin ratioReturn relative to average drawdown | 3.36 | 4.25 | -0.89 |
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Drawdowns
EGLN.L vs. ESIN.DE - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than ESIN.DE's maximum drawdown of -29.11%. Use the drawdown chart below to compare losses from any high point for EGLN.L and ESIN.DE.
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Drawdown Indicators
| EGLN.L | ESIN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -29.11% | -18.33% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -13.17% | -8.77% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -18.28% | -3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -29.11% | +7.17% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | — | — |
Current DrawdownCurrent decline from peak | -19.73% | -3.59% | -16.14% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -6.29% | -16.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 3.66% | +3.51% |
Volatility
EGLN.L vs. ESIN.DE - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) at 6.24%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than ESIN.DE 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 | ESIN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 6.24% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 16.70% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 19.84% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 18.95% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 18.87% | -2.87% |
EGLN.L vs. ESIN.DE - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than ESIN.DE's 0.18% 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
EGLN.L vs. ESIN.DE - Dividend Comparison
Neither EGLN.L nor ESIN.DE has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and ESIN.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIN.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while ESIN.DE is Industrials Equities. EGLN.L tracks LBMA Gold Price, while ESIN.DE tracks MSCI World/Materials NR USD. Their fees differ too: 0.25% for EGLN.L and 0.18% for ESIN.DE.
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