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EGLN.L vs. SXR8.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EGLN.L and SXR8.DE is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

EGLN.L vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (EGLN.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
17.26%
8.14%
EGLN.L
SXR8.DE

Key characteristics

Sharpe Ratio

EGLN.L:

3.46

SXR8.DE:

2.12

Sortino Ratio

EGLN.L:

4.43

SXR8.DE:

2.92

Omega Ratio

EGLN.L:

1.61

SXR8.DE:

1.42

Calmar Ratio

EGLN.L:

9.50

SXR8.DE:

3.26

Martin Ratio

EGLN.L:

21.87

SXR8.DE:

14.16

Ulcer Index

EGLN.L:

2.29%

SXR8.DE:

1.90%

Daily Std Dev

EGLN.L:

14.46%

SXR8.DE:

12.70%

Max Drawdown

EGLN.L:

-18.35%

SXR8.DE:

-33.78%

Current Drawdown

EGLN.L:

-0.23%

SXR8.DE:

0.00%

Returns By Period

In the year-to-date period, EGLN.L achieves a 12.03% return, which is significantly higher than SXR8.DE's 3.87% return.


EGLN.L

YTD

12.03%

1M

6.82%

6M

26.03%

1Y

50.01%

5Y*

13.05%

10Y*

N/A

SXR8.DE

YTD

3.87%

1M

1.57%

6M

17.05%

1Y

29.33%

5Y*

15.16%

10Y*

13.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EGLN.L vs. SXR8.DE - Expense Ratio Comparison

EGLN.L has a 0.25% expense ratio, which is higher than SXR8.DE's 0.12% 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%.


EGLN.L
iShares Physical Gold ETC
Expense ratio chart for EGLN.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SXR8.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

EGLN.L vs. SXR8.DE — Risk-Adjusted Performance Rank

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

EGLN.L
The Risk-Adjusted Performance Rank of EGLN.L is 9797
Overall Rank
The Sharpe Ratio Rank of EGLN.L is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of EGLN.L is 9696
Sortino Ratio Rank
The Omega Ratio Rank of EGLN.L is 9696
Omega Ratio Rank
The Calmar Ratio Rank of EGLN.L is 9898
Calmar Ratio Rank
The Martin Ratio Rank of EGLN.L is 9696
Martin Ratio Rank

SXR8.DE
The Risk-Adjusted Performance Rank of SXR8.DE is 8686
Overall Rank
The Sharpe Ratio Rank of SXR8.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SXR8.DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SXR8.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SXR8.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SXR8.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EGLN.L vs. SXR8.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.


Sharpe ratio
The chart of Sharpe ratio for EGLN.L, currently valued at 3.09, compared to the broader market0.002.004.003.091.80
The chart of Sortino ratio for EGLN.L, currently valued at 3.89, compared to the broader market-2.000.002.004.006.008.0010.0012.003.892.49
The chart of Omega ratio for EGLN.L, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.531.34
The chart of Calmar ratio for EGLN.L, currently valued at 5.69, compared to the broader market0.005.0010.0015.005.692.67
The chart of Martin ratio for EGLN.L, currently valued at 15.26, compared to the broader market0.0020.0040.0060.0080.00100.0015.2610.56
EGLN.L
SXR8.DE

The current EGLN.L Sharpe Ratio is 3.46, which is higher than the SXR8.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of EGLN.L and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
3.09
1.80
EGLN.L
SXR8.DE

Dividends

EGLN.L vs. SXR8.DE - Dividend Comparison

Neither EGLN.L nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EGLN.L vs. SXR8.DE - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -18.35%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EGLN.L and SXR8.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.75%
EGLN.L
SXR8.DE

Volatility

EGLN.L vs. SXR8.DE - Volatility Comparison

iShares Physical Gold ETC (EGLN.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.24% and 3.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.24%
3.18%
EGLN.L
SXR8.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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