EGLN.L vs. VWRL.L
EGLN.L (iShares Physical Gold ETC) and VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while VWRL.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, EGLN.L returned 19.69%/yr vs 12.30%/yr for VWRL.L. At a 0.03 correlation, their price movements are largely independent. EGLN.L charges 0.25%/yr vs 0.19%/yr for VWRL.L.
Performance
EGLN.L vs. VWRL.L - Performance Comparison
Loading charts...
Different Trading Currencies
EGLN.L is traded in EUR, while VWRL.L is traded in GBP. To make them comparable, the VWRL.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 lower than VWRL.L's 12.87% 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*
- —
VWRL.L
- 1D
- -0.15%
- 1M
- 5.13%
- YTD
- 12.87%
- 6M
- 13.44%
- 1Y
- 26.47%
- 3Y*
- 17.79%
- 5Y*
- 12.30%
- 10Y*
- 12.40%
EGLN.L vs. VWRL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.62% | 3.36% | -1.73% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 12.87% | 8.05% | 25.36% | 18.06% | -13.16% | 27.85% | 6.04% | 29.80% | -5.87% | 8.75% |
Correlation
The correlation between EGLN.L and VWRL.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
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 Nov 29, 2016 | 0.03 |
The correlation between EGLN.L and VWRL.L shifts across timeframes, from 0.03 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EGLN.L vs. VWRL.L — Risk / Return Rank
EGLN.L
VWRL.L
EGLN.L vs. VWRL.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 All-World UCITS ETF Distributing (VWRL.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 | VWRL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.45 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 3.92 | -2.12 |
| Martin ratioReturn relative to average drawdown | 4.58 | 16.47 | -11.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EGLN.L | VWRL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.38 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | 0.90 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.85 | +0.10 |
Drawdowns
EGLN.L vs. VWRL.L - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -18.35%, smaller than the maximum VWRL.L drawdown of -32.47%. Use the drawdown chart below to compare losses from any high point for EGLN.L and VWRL.L.
Loading charts...
Drawdown Indicators
| EGLN.L | VWRL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.35% | -32.47% | +14.12% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -6.72% | -9.98% |
Max Drawdown (3Y)Largest decline over 3 years | -16.70% | -19.81% | +3.11% |
Max Drawdown (5Y)Largest decline over 5 years | -16.70% | -19.81% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.47% | — |
Current DrawdownCurrent decline from peak | -15.21% | -0.66% | -14.55% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -4.24% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 1.60% | +4.97% |
Volatility
EGLN.L vs. VWRL.L - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 5.42% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 2.80%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EGLN.L | VWRL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 2.80% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 20.15% | 7.96% | +12.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.14% | 11.08% | +12.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 13.63% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 14.88% | -0.50% |
EGLN.L vs. VWRL.L - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than VWRL.L's 0.19% 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. VWRL.L - Dividend Comparison
EGLN.L has not paid dividends to shareholders, while VWRL.L's dividend yield for the trailing twelve months is around 1.24%.
| 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% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.24% | 1.39% | 1.49% | 1.72% | 2.03% | 1.45% | 1.58% | 1.95% | 2.22% | 1.90% | 1.85% | 2.00% |
Frequently Asked Questions
EGLN.L and VWRL.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRL.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRL.L is cheaper with a 0.19% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while VWRL.L is Global Equities. EGLN.L tracks LBMA Gold Price, while VWRL.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for EGLN.L and 0.19% for VWRL.L.
Find the right allocation for EGLN.L and VWRL.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer