EGLN.L vs. IS0E.DE
EGLN.L (iShares Physical Gold ETC) and IS0E.DE (iShares Gold Producers UCITS ETF) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while IS0E.DE is a Precious Metals fund tracking the S&P Commodity Producers Gold. Both are passively managed. Over the past 5 years, EGLN.L returned 19.69%/yr vs 19.77%/yr for IS0E.DE. A 0.69 correlation means they provide meaningful diversification when combined. EGLN.L charges 0.25%/yr vs 0.55%/yr for IS0E.DE.
Performance
EGLN.L vs. IS0E.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 higher than IS0E.DE's -0.06% 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*
- —
IS0E.DE
- 1D
- 0.88%
- 1M
- 0.42%
- YTD
- -0.06%
- 6M
- 7.80%
- 1Y
- 59.37%
- 3Y*
- 38.14%
- 5Y*
- 19.77%
- 10Y*
- 13.92%
EGLN.L vs. IS0E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.62% | 3.36% | -1.73% |
IS0E.DE iShares Gold Producers UCITS ETF | -0.06% | 129.59% | 18.76% | 6.29% | -3.80% | -3.04% | 13.47% | 44.05% | -4.38% | -6.00% |
Correlation
The correlation between EGLN.L and IS0E.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2016 | 0.69 |
The correlation between EGLN.L and IS0E.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
EGLN.L vs. IS0E.DE — Risk / Return Rank
EGLN.L
IS0E.DE
EGLN.L vs. IS0E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and iShares Gold Producers UCITS ETF (IS0E.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 | IS0E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.17 | -0.37 |
| Martin ratioReturn relative to average drawdown | 4.58 | 5.45 | -0.87 |
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 | IS0E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.24 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | 0.58 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.18 | +0.77 |
Drawdowns
EGLN.L vs. IS0E.DE - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -18.35%, smaller than the maximum IS0E.DE drawdown of -71.63%. Use the drawdown chart below to compare losses from any high point for EGLN.L and IS0E.DE.
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Drawdown Indicators
| EGLN.L | IS0E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.35% | -71.63% | +53.28% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -27.26% | +10.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.70% | -27.26% | +10.56% |
Max Drawdown (5Y)Largest decline over 5 years | -16.70% | -38.03% | +21.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.62% | — |
Current DrawdownCurrent decline from peak | -15.21% | -22.93% | +7.72% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -33.74% | +27.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 10.85% | -4.28% |
Volatility
EGLN.L vs. IS0E.DE - Volatility Comparison
The current volatility for iShares Physical Gold ETC (EGLN.L) is 5.42%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 12.84%. This indicates that EGLN.L experiences smaller price fluctuations and is considered to be less risky than IS0E.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 | IS0E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 12.84% | -7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 20.15% | 33.62% | -13.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.14% | 47.58% | -24.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 33.83% | -17.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 32.53% | -18.15% |
EGLN.L vs. IS0E.DE - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is lower than IS0E.DE's 0.55% expense ratio.
Dividends
EGLN.L vs. IS0E.DE - Dividend Comparison
Neither EGLN.L nor IS0E.DE has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and IS0E.DE have a correlation of 0.75, 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 0.55% for IS0E.DE.
EGLN.L is categorized as Gold, while IS0E.DE is Precious Metals. EGLN.L tracks LBMA Gold Price, while IS0E.DE tracks S&P Commodity Producers Gold. Their fees differ too: 0.25% for EGLN.L and 0.55% for IS0E.DE.
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