EGLN.L vs. UNH
EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while UNH (UnitedHealth Group Incorporated) is a stock. Over the past 10 years, EGLN.L returned 11.21%/yr vs 12.87%/yr for UNH. At a correlation of -0.03, they often move in opposite directions.
Performance
EGLN.L vs. UNH - Performance Comparison
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Different Trading Currencies
EGLN.L is traded in EUR, while UNH is traded in USD. To make them comparable, the UNH 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 2.32% return, which is significantly lower than UNH's 26.41% return. Over the past 10 years, EGLN.L has underperformed UNH with an annualized return of 11.21%, while UNH has yielded a comparatively higher 12.87% annualized return.
EGLN.L
- 1D
- -0.30%
- 1M
- -6.16%
- YTD
- 2.32%
- 6M
- 3.98%
- 1Y
- 28.23%
- 3Y*
- 27.04%
- 5Y*
- 19.18%
- 10Y*
- 11.21%
UNH
- 1D
- 1.66%
- 1M
- 9.33%
- YTD
- 26.41%
- 6M
- 27.74%
- 1Y
- 36.18%
- 3Y*
- -6.61%
- 5Y*
- 3.12%
- 10Y*
- 12.87%
EGLN.L vs. UNH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 2.32% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.59% | 3.38% | -0.47% |
UNH UnitedHealth Group Incorporated | 26.41% | -41.07% | 4.03% | -2.23% | 13.56% | 56.06% | 11.26% | 22.71% | 19.90% | 22.65% |
Correlation
The correlation between EGLN.L and UNH is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
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 | -0.03 |
The correlation between EGLN.L and UNH shifts across timeframes, from -0.03 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EGLN.L vs. UNH — Risk / Return Rank
EGLN.L
UNH
EGLN.L vs. UNH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and UnitedHealth Group Incorporated (UNH). 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.
| EGLN.L | UNH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.29 | +0.34 |
| Martin ratioReturn relative to average drawdown | 4.17 | 2.75 | +1.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGLN.L | UNH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.90 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 0.10 | +1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.42 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.44 | -0.07 |
Drawdowns
EGLN.L vs. UNH - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, smaller than the maximum UNH drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for EGLN.L and UNH.
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Drawdown Indicators
| EGLN.L | UNH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -68.21% | +20.77% |
Max Drawdown (1Y)Largest decline over 1 year | -17.24% | -28.22% | +10.98% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -64.49% | +47.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -64.49% | +47.25% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -64.49% | +38.28% |
Current DrawdownCurrent decline from peak | -17.24% | -37.73% | +20.49% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -16.21% | -6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.75% | 13.20% | -6.45% |
Volatility
EGLN.L vs. UNH - Volatility Comparison
The current volatility for iShares Physical Gold ETC (EGLN.L) is 5.12%, while UnitedHealth Group Incorporated (UNH) has a volatility of 8.37%. This indicates that EGLN.L experiences smaller price fluctuations and is considered to be less risky than UNH 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 | UNH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 8.37% | -3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 20.24% | 31.79% | -11.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.28% | 40.64% | -17.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 32.24% | -15.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 30.77% | -14.83% |
Dividends
EGLN.L vs. UNH - Dividend Comparison
EGLN.L has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 2.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH UnitedHealth Group Incorporated | 2.17% | 2.64% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% |
Frequently Asked Questions
EGLN.L and UNH have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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