EGLN.L vs. VGVA.L
EGLN.L (iShares Physical Gold ETC) and VGVA.L (Vanguard UK Gilt UCITS ETF Accumulating) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while VGVA.L is a European Government Bonds fund tracking the FTSE Act UK Cnvt Gilts All Stocks TR GBP. Both are passively managed. Over the past 5 years, EGLN.L returned 19.69%/yr vs -5.46%/yr for VGVA.L. At a 0.27 correlation, their price movements are largely independent. EGLN.L charges 0.25%/yr vs 0.07%/yr for VGVA.L.
Performance
EGLN.L vs. VGVA.L - Performance Comparison
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Different Trading Currencies
EGLN.L is traded in EUR, while VGVA.L is traded in GBP. To make them comparable, the VGVA.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 4.83% return, which is significantly higher than VGVA.L's -0.31% return.
EGLN.L
- 1D
- 0.55%
- 1M
- -1.62%
- YTD
- 4.83%
- 6M
- 6.32%
- 1Y
- 30.19%
- 3Y*
- 28.02%
- 5Y*
- 19.69%
- 10Y*
- —
VGVA.L
- 1D
- 0.19%
- 1M
- 1.41%
- YTD
- -0.31%
- 6M
- -0.36%
- 1Y
- -0.53%
- 3Y*
- 1.95%
- 5Y*
- -5.46%
- 10Y*
- —
EGLN.L vs. VGVA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 15.15% |
VGVA.L Vanguard UK Gilt UCITS ETF Accumulating | -0.31% | -1.40% | 1.04% | 5.45% | -30.79% | 0.77% | 3.42% | 8.84% |
Correlation
The correlation between EGLN.L and VGVA.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.27 |
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Return for Risk
EGLN.L vs. VGVA.L — Risk / Return Rank
EGLN.L
VGVA.L
EGLN.L vs. VGVA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Vanguard UK Gilt UCITS ETF Accumulating (VGVA.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.
| EGLN.L | VGVA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | -0.10 | +1.90 |
| Martin ratioReturn relative to average drawdown | 4.58 | -0.23 | +4.81 |
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 | VGVA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | -0.07 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | -0.43 | +1.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | -0.21 | +1.16 |
Drawdowns
EGLN.L vs. VGVA.L - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -18.35%, smaller than the maximum VGVA.L drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for EGLN.L and VGVA.L.
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Drawdown Indicators
| EGLN.L | VGVA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.35% | -40.72% | +22.37% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -5.37% | -11.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.70% | -8.74% | -7.96% |
Max Drawdown (5Y)Largest decline over 5 years | -16.70% | -40.10% | +23.40% |
Current DrawdownCurrent decline from peak | -15.21% | -30.39% | +15.18% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -19.20% | +12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 2.28% | +4.29% |
Volatility
EGLN.L vs. VGVA.L - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 5.42% compared to Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) at 3.12%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than VGVA.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.L | VGVA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 3.12% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 20.15% | 6.07% | +14.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.14% | 7.94% | +15.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 12.82% | +3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 12.71% | +1.67% |
EGLN.L vs. VGVA.L - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than VGVA.L'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. VGVA.L - Dividend Comparison
Neither EGLN.L nor VGVA.L has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and VGVA.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGVA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGVA.L is cheaper with a 0.07% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while VGVA.L is European Government Bonds. EGLN.L tracks LBMA Gold Price, while VGVA.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for EGLN.L and 0.07% for VGVA.L.
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