EGLN.L vs. QDVE.DE
EGLN.L (iShares Physical Gold ETC) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, EGLN.L returned 10.77%/yr vs 25.61%/yr for QDVE.DE. At a correlation of -0.03, they often move in opposite directions. EGLN.L charges 0.25%/yr vs 0.15%/yr for QDVE.DE.
Performance
EGLN.L vs. QDVE.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 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%
EGLN.L vs. QDVE.DE - 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% |
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
EGLN.L
QDVE.DE
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.L | QDVE.DE | Difference | |
|---|---|---|---|
| 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 |
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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.L | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -19.73% | -7.15% | -12.58% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -5.80% | -16.74% |
Ulcer IndexDepth 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.L | QDVE.DE | Difference | |
|---|---|---|---|
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.
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.
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