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EGLN.L vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGLN.L vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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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 QDVE.DE's 18.83% return. Over the past 10 years, EGLN.L has underperformed QDVE.DE with an annualized return of 10.77%, while QDVE.DE has yielded a comparatively higher 25.61% annualized 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%

QDVE.DE

1D
2.52%
1M
-0.05%
YTD
18.83%
6M
20.81%
1Y
43.45%
3Y*
28.42%
5Y*
23.77%
10Y*
25.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGLN.L vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
18.83%10.01%46.09%54.17%-25.82%46.74%29.67%53.89%3.09%20.90%

Correlation

The correlation between EGLN.L and QDVE.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2015

-0.03

The correlation between EGLN.L and QDVE.DE shifts across timeframes, from -0.03 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EGLN.L vs. QDVE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGLN.L
EGLN.L Risk / Return Rank: 3030
Overall Rank
EGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3535
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2828
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 6363
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6464
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EGLN.L vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.LQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.13

Calmar ratioReturn relative to maximum drawdown

1.10

2.71

-1.61

Martin ratioReturn relative to average drawdown

3.36

7.03

-3.67

EGLN.L vs. QDVE.DE - Sharpe Ratio Comparison

The current EGLN.L Sharpe Ratio is 1.02, which is lower than the QDVE.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of EGLN.L and QDVE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EGLN.L vs. QDVE.DE - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than QDVE.DE's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for EGLN.L and QDVE.DE.


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Drawdown Indicators


EGLN.LQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.44%

-31.40%

-16.04%

Max Drawdown (1Y)

Largest decline over 1 year

-21.94%

-15.60%

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-21.94%

-29.81%

+7.87%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

-29.81%

+7.87%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

-31.40%

+5.19%

Current Drawdown

Current decline from peak

-19.73%

-7.15%

-12.58%

Average Drawdown

Average peak-to-trough decline

-22.54%

-5.80%

-16.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

6.03%

+1.14%

Volatility

EGLN.L vs. QDVE.DE - Volatility Comparison

The current volatility for iShares Physical Gold ETC (EGLN.L) is 6.72%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 8.02%. This indicates that EGLN.L experiences smaller price fluctuations and is considered to be less risky than QDVE.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.LQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

8.02%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

20.79%

15.46%

+5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

20.88%

+2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

22.78%

-5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

21.75%

-5.75%

EGLN.L vs. QDVE.DE - Expense Ratio Comparison

EGLN.L has a 0.25% expense ratio, which is higher than QDVE.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. QDVE.DE - Dividend Comparison

Neither EGLN.L nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EGLN.L and QDVE.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for EGLN.L.

EGLN.L is categorized as Gold, while QDVE.DE is Technology Equities. EGLN.L tracks LBMA Gold Price, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for EGLN.L and 0.15% for QDVE.DE.

Portfolio Optimizer

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