EGLN.L vs. VNQ
EGLN.L (iShares Physical Gold ETC) and VNQ (Vanguard Real Estate ETF) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while VNQ is a REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Both are passively managed. Over the past 10 years, EGLN.L returned 10.77%/yr vs 5.22%/yr for VNQ. At a 0.03 correlation, their price movements are largely independent. EGLN.L charges 0.25%/yr vs 0.13%/yr for VNQ.
Performance
EGLN.L vs. VNQ - Performance Comparison
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Different Trading Currencies
EGLN.L is traded in EUR, while VNQ is traded in USD. To make them comparable, the VNQ 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 VNQ's 13.23% return. Over the past 10 years, EGLN.L has outperformed VNQ with an annualized return of 10.77%, while VNQ has yielded a comparatively lower 5.22% 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%
VNQ
- 1D
- 0.00%
- 1M
- 3.11%
- YTD
- 13.23%
- 6M
- 12.97%
- 1Y
- 12.10%
- 3Y*
- 7.29%
- 5Y*
- 3.30%
- 10Y*
- 5.22%
EGLN.L vs. VNQ - 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% |
VNQ Vanguard Real Estate ETF | 14.24% | -9.01% | 11.73% | 8.50% | -21.68% | 51.05% | -12.47% | 31.82% | -1.62% | -7.99% |
Correlation
The correlation between EGLN.L and VNQ is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.03 |
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Return for Risk
EGLN.L vs. VNQ — Risk / Return Rank
EGLN.L
VNQ
EGLN.L vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Vanguard Real Estate ETF (VNQ). 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 | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.73 | -0.63 |
| Martin ratioReturn relative to average drawdown | 3.36 | 4.54 | -1.18 |
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Drawdowns
EGLN.L vs. VNQ - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, smaller than the maximum VNQ drawdown of -66.71%. Use the drawdown chart below to compare losses from any high point for EGLN.L and VNQ.
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Drawdown Indicators
| EGLN.L | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -66.71% | +19.27% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -7.01% | -14.93% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -20.46% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -31.09% | +9.15% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -41.98% | +15.77% |
Current DrawdownCurrent decline from peak | -19.73% | -4.32% | -15.41% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -13.79% | -8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 2.67% | +4.50% |
Volatility
EGLN.L vs. VNQ - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to Vanguard Real Estate ETF (VNQ) at 4.57%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than VNQ 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 | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 4.57% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 9.79% | +11.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 13.22% | +10.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 18.15% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 20.90% | -4.90% |
EGLN.L vs. VNQ - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than VNQ's 0.13% 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. VNQ - Dividend Comparison
EGLN.L has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 3.54%.
| 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% |
VNQ Vanguard Real Estate ETF | 3.54% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
EGLN.L and VNQ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VNQ is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNQ is cheaper with a 0.13% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while VNQ is REIT. EGLN.L tracks LBMA Gold Price, while VNQ tracks MSCI US Investable Market Real Estate 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for EGLN.L and 0.13% for VNQ.
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