EGLN.L vs. SXRV.DE
EGLN.L (iShares Physical Gold ETC) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, EGLN.L returned 10.77%/yr vs 21.19%/yr for SXRV.DE. At a correlation of -0.04, they often move in opposite directions. EGLN.L charges 0.25%/yr vs 0.36%/yr for SXRV.DE.
Performance
EGLN.L vs. SXRV.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 SXRV.DE's 18.32% return. Over the past 10 years, EGLN.L has underperformed SXRV.DE with an annualized return of 10.77%, while SXRV.DE has yielded a comparatively higher 21.19% 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%
SXRV.DE
- 1D
- 2.58%
- 1M
- 1.10%
- YTD
- 18.32%
- 6M
- 19.47%
- 1Y
- 36.52%
- 3Y*
- 23.37%
- 5Y*
- 17.72%
- 10Y*
- 21.19%
EGLN.L vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 18.32% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between EGLN.L and SXRV.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.04 |
The correlation between EGLN.L and SXRV.DE shifts across timeframes, from -0.04 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EGLN.L vs. SXRV.DE — Risk / Return Rank
EGLN.L
SXRV.DE
EGLN.L vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.56 | -2.46 |
| Martin ratioReturn relative to average drawdown | 3.36 | 10.45 | -7.09 |
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Drawdowns
EGLN.L vs. SXRV.DE - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for EGLN.L and SXRV.DE.
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Drawdown Indicators
| EGLN.L | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -32.80% | -14.64% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -10.03% | -11.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -26.69% | +4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -31.33% | +9.39% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -31.33% | +5.12% |
Current DrawdownCurrent decline from peak | -19.73% | -2.68% | -17.05% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -6.50% | -16.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 3.42% | +3.75% |
Volatility
EGLN.L vs. SXRV.DE - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 5.34%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 5.34% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 11.57% | +9.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 16.11% | +7.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 19.90% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 19.66% | -3.66% |
EGLN.L vs. SXRV.DE - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
EGLN.L vs. SXRV.DE - Dividend Comparison
Neither EGLN.L nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and SXRV.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGLN.L is cheaper with a 0.25% expense ratio, compared with 0.36% for SXRV.DE.
EGLN.L is categorized as Gold, while SXRV.DE is Nasdaq-100. EGLN.L tracks LBMA Gold Price, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.25% for EGLN.L and 0.36% for SXRV.DE.
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