EGLN.L vs. SXRM.DE
EGLN.L (iShares Physical Gold ETC) and SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year. Both are passively managed. Over the past 10 years, EGLN.L returned 10.77%/yr vs 0.35%/yr for SXRM.DE. At a 0.11 correlation, their price movements are largely independent. EGLN.L charges 0.25%/yr vs 0.07%/yr for SXRM.DE.
Performance
EGLN.L vs. SXRM.DE - Performance Comparison
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Different Trading Currencies
EGLN.L is traded in EUR, while SXRM.DE is traded in USD. To make them comparable, the SXRM.DE 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 SXRM.DE's 0.94% return. Over the past 10 years, EGLN.L has outperformed SXRM.DE with an annualized return of 10.77%, while SXRM.DE has yielded a comparatively lower 0.35% annualized return.
EGLN.L
- 1D
- 2.84%
- 1M
- -6.84%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
SXRM.DE
- 1D
- 0.46%
- 1M
- 1.54%
- YTD
- 0.94%
- 6M
- 1.53%
- 1Y
- 4.03%
- 3Y*
- 0.59%
- 5Y*
- -0.16%
- 10Y*
- 0.35%
EGLN.L vs. SXRM.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% |
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | 0.94% | -3.81% | 5.50% | 0.47% | -9.92% | 5.31% | -0.09% | 11.39% | 5.30% | -9.96% |
Correlation
The correlation between EGLN.L and SXRM.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.11 |
The correlation between EGLN.L and SXRM.DE shifts across timeframes, from 0.03 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EGLN.L vs. SXRM.DE — Risk / Return Rank
EGLN.L
SXRM.DE
EGLN.L vs. SXRM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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 | SXRM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.11 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.81 | +0.30 |
| Martin ratioReturn relative to average drawdown | 3.36 | 2.18 | +1.18 |
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Drawdowns
EGLN.L vs. SXRM.DE - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than SXRM.DE's maximum drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for EGLN.L and SXRM.DE.
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Drawdown Indicators
| EGLN.L | SXRM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -21.13% | -26.31% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -4.85% | -17.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -10.82% | -11.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -15.93% | -6.01% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -21.13% | -5.08% |
Current DrawdownCurrent decline from peak | -19.73% | -15.43% | -4.30% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -9.58% | -12.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 1.80% | +5.37% |
Volatility
EGLN.L vs. SXRM.DE - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) at 1.41%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than SXRM.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 | SXRM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 1.41% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 4.76% | +16.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 6.30% | +17.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 9.25% | +8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 8.80% | +7.20% |
EGLN.L vs. SXRM.DE - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than SXRM.DE's 0.07% 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. SXRM.DE - Dividend Comparison
Neither EGLN.L nor SXRM.DE has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and SXRM.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRM.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while SXRM.DE is Government Bonds. EGLN.L tracks LBMA Gold Price, while SXRM.DE tracks ICE US Treasury 7-10 Year. Their fees differ too: 0.25% for EGLN.L and 0.07% for SXRM.DE.
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