EGLN.L vs. ISX5.L
EGLN.L (iShares Physical Gold ETC) and ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while ISX5.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, EGLN.L returned 10.77%/yr vs 12.69%/yr for ISX5.L. At a correlation of -0.06, they often move in opposite directions. EGLN.L charges 0.25%/yr vs 0.00%/yr for ISX5.L.
Performance
EGLN.L vs. ISX5.L - Performance Comparison
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Different Trading Currencies
EGLN.L is traded in EUR, while ISX5.L is traded in USD. To make them comparable, the ISX5.L 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 ISX5.L's 8.89% return. Over the past 10 years, EGLN.L has underperformed ISX5.L with an annualized return of 10.77%, while ISX5.L has yielded a comparatively higher 12.69% 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%
ISX5.L
- 1D
- 2.54%
- 1M
- 5.90%
- YTD
- 8.89%
- 6M
- 10.17%
- 1Y
- 18.29%
- 3Y*
- 15.59%
- 5Y*
- 11.64%
- 10Y*
- 12.69%
EGLN.L vs. ISX5.L - 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% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 8.89% | 21.05% | 11.50% | 23.10% | -8.28% | 22.46% | -1.99% | 28.45% | 6.34% | -3.78% |
Correlation
The correlation between EGLN.L and ISX5.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.06 |
The correlation between EGLN.L and ISX5.L shifts across timeframes, from -0.06 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EGLN.L vs. ISX5.L — Risk / Return Rank
EGLN.L
ISX5.L
EGLN.L vs. ISX5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). 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 | ISX5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.69 | -0.59 |
| Martin ratioReturn relative to average drawdown | 3.36 | 5.81 | -2.45 |
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Drawdowns
EGLN.L vs. ISX5.L - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than ISX5.L's maximum drawdown of -38.16%. Use the drawdown chart below to compare losses from any high point for EGLN.L and ISX5.L.
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Drawdown Indicators
| EGLN.L | ISX5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -38.16% | -9.28% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -10.77% | -11.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -16.22% | -5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -24.12% | +2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -38.16% | +11.95% |
Current DrawdownCurrent decline from peak | -19.73% | 0.00% | -19.73% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -7.60% | -14.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 3.14% | +4.03% |
Volatility
EGLN.L vs. ISX5.L - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) at 4.87%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than ISX5.L 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 | ISX5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 4.87% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 14.08% | +6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 17.14% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 19.38% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 20.70% | -4.70% |
EGLN.L vs. ISX5.L - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than ISX5.L's 0.00% 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. ISX5.L - Dividend Comparison
Neither EGLN.L nor ISX5.L has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and ISX5.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while ISX5.L is Europe Equities. EGLN.L tracks LBMA Gold Price, while ISX5.L tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for EGLN.L and 0.00% for ISX5.L.
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