EGLN.L vs. VWCG.DE
EGLN.L (iShares Physical Gold ETC) and VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe. Both are passively managed. Over the past 5 years, EGLN.L returned 18.47%/yr vs 10.01%/yr for VWCG.DE. At a 0.03 correlation, their price movements are largely independent. EGLN.L charges 0.25%/yr vs 0.10%/yr for VWCG.DE.
Performance
EGLN.L vs. VWCG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGLN.L achieves a -0.76% return, which is significantly lower than VWCG.DE's 8.96% return.
EGLN.L
- 1D
- 2.84%
- 1M
- -6.84%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
VWCG.DE
- 1D
- 1.89%
- 1M
- 5.02%
- YTD
- 8.96%
- 6M
- 11.76%
- 1Y
- 19.41%
- 3Y*
- 14.33%
- 5Y*
- 10.01%
- 10Y*
- —
EGLN.L vs. VWCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 6.46% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 8.96% | 20.44% | 8.96% | 16.07% | -9.83% | 24.91% | -2.57% | 7.53% |
Correlation
The correlation between EGLN.L and VWCG.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.03 |
Over the past year, EGLN.L and VWCG.DE have become more correlated (0.25) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
EGLN.L vs. VWCG.DE — Risk / Return Rank
EGLN.L
VWCG.DE
EGLN.L vs. VWCG.DE - 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 (VWCG.DE). 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 | VWCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.91 | -0.81 |
| Martin ratioReturn relative to average drawdown | 3.36 | 7.33 | -3.97 |
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Drawdowns
EGLN.L vs. VWCG.DE - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than VWCG.DE's maximum drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for EGLN.L and VWCG.DE.
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Drawdown Indicators
| EGLN.L | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -35.70% | -11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -9.58% | -12.36% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -16.07% | -5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -20.09% | -1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | — | — |
Current DrawdownCurrent decline from peak | -19.73% | -0.03% | -19.70% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -4.98% | -17.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 2.51% | +4.66% |
Volatility
EGLN.L vs. VWCG.DE - 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 (VWCG.DE) at 4.24%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than VWCG.DE 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 | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 4.24% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 10.80% | +9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 13.05% | +10.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 14.31% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 16.85% | -0.85% |
EGLN.L vs. VWCG.DE - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than VWCG.DE'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. VWCG.DE - Dividend Comparison
Neither EGLN.L nor VWCG.DE has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and VWCG.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while VWCG.DE is Europe Equities. EGLN.L tracks LBMA Gold Price, while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for EGLN.L and 0.10% for VWCG.DE.
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