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

Performance

EGLN.L vs. VEUA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L). 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 VEUA.L is traded in GBP. To make them comparable, the VEUA.L 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 VEUA.L's 8.93% 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%

VEUA.L

1D
1.57%
1M
4.00%
YTD
8.93%
6M
11.41%
1Y
18.05%
3Y*
14.21%
5Y*
9.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGLN.L vs. VEUA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EGLN.L
iShares Physical Gold ETC
-0.76%46.01%34.32%9.37%6.00%3.85%13.68%6.46%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
8.93%19.49%9.53%15.87%-9.15%24.43%-2.52%-3.78%

Correlation

The correlation between EGLN.L and VEUA.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

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

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2019

0.04

Over the past year, EGLN.L and VEUA.L have become more correlated (0.26) than their long-term average of 0.04, meaning their price movements have been converging.

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Return for Risk

EGLN.L vs. VEUA.L — 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

VEUA.L
VEUA.L Risk / Return Rank: 5050
Overall Rank
VEUA.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VEUA.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
VEUA.L Omega Ratio Rank: 5656
Omega Ratio Rank
VEUA.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
VEUA.L Martin Ratio Rank: 4545
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. VEUA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L). 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.LVEUA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.10

1.88

-0.77

Martin ratioReturn relative to average drawdown

3.36

7.10

-3.74

EGLN.L vs. VEUA.L - Sharpe Ratio Comparison

The current EGLN.L Sharpe Ratio is 1.02, which is comparable to the VEUA.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of EGLN.L and VEUA.L, 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. VEUA.L - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than VEUA.L's maximum drawdown of -36.54%. Use the drawdown chart below to compare losses from any high point for EGLN.L and VEUA.L.


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Drawdown Indicators


EGLN.LVEUA.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.44%

-36.54%

-10.90%

Max Drawdown (1Y)

Largest decline over 1 year

-21.94%

-9.58%

-12.36%

Max Drawdown (3Y)

Largest decline over 3 years

-21.94%

-15.35%

-6.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

-20.11%

-1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

Current Drawdown

Current decline from peak

-19.73%

0.00%

-19.73%

Average Drawdown

Average peak-to-trough decline

-22.54%

-5.96%

-16.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

2.54%

+4.63%

Volatility

EGLN.L vs. VEUA.L - Volatility Comparison

iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) at 3.56%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than VEUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGLN.LVEUA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

3.56%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

20.79%

10.41%

+10.38%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

12.64%

+11.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

16.23%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

18.40%

-2.40%

EGLN.L vs. VEUA.L - Expense Ratio Comparison

EGLN.L has a 0.25% expense ratio, which is higher than VEUA.L's 0.10% 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. VEUA.L - Dividend Comparison

Neither EGLN.L nor VEUA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EGLN.L and VEUA.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEUA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEUA.L is cheaper with a 0.10% expense ratio, compared with 0.25% for EGLN.L.

EGLN.L is categorized as Gold, while VEUA.L is Europe Equities. EGLN.L tracks LBMA Gold Price, while VEUA.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for EGLN.L and 0.10% for VEUA.L.

Portfolio Optimizer

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