EGLN.L vs. FWIA.DE
EGLN.L (iShares Physical Gold ETC) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while FWIA.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past year, EGLN.L returned 30.19% vs 26.57% for FWIA.DE. At a 0.14 correlation, their price movements are largely independent. EGLN.L charges 0.25%/yr vs 0.15%/yr for FWIA.DE.
Performance
EGLN.L vs. FWIA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGLN.L achieves a 4.83% return, which is significantly lower than FWIA.DE's 12.60% return.
EGLN.L
- 1D
- 0.55%
- 1M
- -1.62%
- YTD
- 4.83%
- 6M
- 6.32%
- 1Y
- 30.19%
- 3Y*
- 28.02%
- 5Y*
- 19.69%
- 10Y*
- —
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EGLN.L vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 6.20% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between EGLN.L and FWIA.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.14 |
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Return for Risk
EGLN.L vs. FWIA.DE — Risk / Return Rank
EGLN.L
FWIA.DE
EGLN.L vs. FWIA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.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.
| EGLN.L | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.44 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.08 | -2.28 |
| Martin ratioReturn relative to average drawdown | 4.58 | 16.52 | -11.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGLN.L | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.36 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 1.40 | -0.46 |
Drawdowns
EGLN.L vs. FWIA.DE - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -18.35%, smaller than the maximum FWIA.DE drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for EGLN.L and FWIA.DE.
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Drawdown Indicators
| EGLN.L | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.35% | -20.96% | +2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -6.49% | -10.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.70% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.70% | — | — |
Current DrawdownCurrent decline from peak | -15.21% | -0.62% | -14.59% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -2.44% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 1.60% | +4.97% |
Volatility
EGLN.L vs. FWIA.DE - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 5.42% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 2.96%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 2.96% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 20.15% | 8.09% | +12.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.14% | 11.22% | +11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 13.18% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 13.18% | +1.20% |
EGLN.L vs. FWIA.DE - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than FWIA.DE's 0.15% 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. FWIA.DE - Dividend Comparison
Neither EGLN.L nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and FWIA.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while FWIA.DE is Global Equities. EGLN.L tracks LBMA Gold Price, while FWIA.DE tracks FTSE All-World. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for EGLN.L and 0.15% for FWIA.DE.
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