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EGLN.L vs. V
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGLN.L vs. V - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and Visa Inc. (V). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EGLN.L is traded in EUR, while V is traded in USD. To make them comparable, the V 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 higher than V's -6.27% return. Over the past 10 years, EGLN.L has underperformed V with an annualized return of 10.77%, while V has yielded a comparatively higher 15.61% annualized return.


EGLN.L

1D
2.84%
1M
-9.14%
YTD
-0.76%
6M
-0.18%
1Y
24.31%
3Y*
26.28%
5Y*
18.47%
10Y*
10.77%

V

1D
1.13%
1M
1.92%
YTD
-6.27%
6M
-5.55%
1Y
-12.36%
3Y*
11.25%
5Y*
8.31%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGLN.L vs. V - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
V
Visa Inc.
-6.27%-1.50%30.39%22.52%2.58%7.14%7.47%46.57%21.96%29.09%

Correlation

The correlation between EGLN.L and V is -0.01, 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

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

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 Apr 8, 2011

-0.05

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Return for Risk

EGLN.L vs. V — Risk / Return Rank

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

EGLN.L
EGLN.L Risk / Return Rank: 3030
Overall Rank
EGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3535
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2828
Martin Ratio Rank

V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EGLN.L vs. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Visa Inc. (V). 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.LVDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.21

0.92

+0.29

Calmar ratioReturn relative to maximum drawdown

1.10

-0.72

+1.83

Martin ratioReturn relative to average drawdown

3.36

-1.37

+4.73

EGLN.L vs. V - Sharpe Ratio Comparison

The current EGLN.L Sharpe Ratio is 1.02, which is higher than the V Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of EGLN.L and V, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EGLN.L vs. V - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than V's maximum drawdown of -43.60%. Use the drawdown chart below to compare losses from any high point for EGLN.L and V.


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Drawdown Indicators


EGLN.LVDifference

Max Drawdown

Largest peak-to-trough decline

-47.44%

-43.60%

-3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-21.94%

-17.13%

-4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-21.94%

-26.00%

+4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

-26.00%

+4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

-35.88%

+9.67%

Current Drawdown

Current decline from peak

-19.73%

-19.52%

-0.21%

Average Drawdown

Average peak-to-trough decline

-22.54%

-8.02%

-14.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

11.31%

-4.14%

Volatility

EGLN.L vs. V - Volatility Comparison

iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to Visa Inc. (V) at 5.77%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGLN.LVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

5.77%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

20.79%

18.02%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

22.96%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

23.04%

-5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

24.94%

-8.94%

Dividends

EGLN.L vs. V - Dividend Comparison

EGLN.L has not paid dividends to shareholders, while V's dividend yield for the trailing twelve months is around 0.81%.


PositionTTM20252024202320222021202020192018201720162015
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%
V
Visa Inc.
0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Frequently Asked Questions


EGLN.L and V have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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