EGLN.L vs. VYM
EGLN.L (iShares Physical Gold ETC) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, EGLN.L returned 10.77%/yr vs 11.59%/yr for VYM. At a correlation of -0.04, they often move in opposite directions. EGLN.L charges 0.25%/yr vs 0.04%/yr for VYM.
Performance
EGLN.L vs. VYM - Performance Comparison
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Different Trading Currencies
EGLN.L is traded in EUR, while VYM is traded in USD. To make them comparable, the VYM 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 VYM's 14.10% return. Over the past 10 years, EGLN.L has underperformed VYM with an annualized return of 10.77%, while VYM has yielded a comparatively higher 11.59% 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%
VYM
- 1D
- 0.89%
- 1M
- 4.32%
- YTD
- 14.10%
- 6M
- 12.83%
- 1Y
- 24.90%
- 3Y*
- 15.35%
- 5Y*
- 12.61%
- 10Y*
- 11.59%
EGLN.L vs. VYM - 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% |
VYM Vanguard High Dividend Yield ETF | 14.10% | 1.73% | 25.36% | 3.38% | 5.74% | 35.64% | -7.19% | 26.87% | -1.51% | 2.11% |
Correlation
The correlation between EGLN.L and VYM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.04 |
The correlation between EGLN.L and VYM shifts across timeframes, from -0.04 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EGLN.L vs. VYM — Risk / Return Rank
EGLN.L
VYM
EGLN.L vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 5.16 | -4.06 |
| Martin ratioReturn relative to average drawdown | 3.36 | 17.89 | -14.53 |
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Drawdowns
EGLN.L vs. VYM - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, smaller than the maximum VYM drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for EGLN.L and VYM.
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Drawdown Indicators
| EGLN.L | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -51.83% | +4.39% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -4.85% | -17.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -19.91% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -19.91% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -34.24% | +8.03% |
Current DrawdownCurrent decline from peak | -19.73% | 0.00% | -19.73% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -8.15% | -14.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 1.40% | +5.77% |
Volatility
EGLN.L vs. VYM - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to Vanguard High Dividend Yield ETF (VYM) at 2.91%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than VYM 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 | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 2.91% | +3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 7.95% | +12.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 10.82% | +12.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 14.23% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 17.08% | -1.08% |
EGLN.L vs. VYM - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than VYM's 0.04% 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. VYM - Dividend Comparison
EGLN.L has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.19%.
| 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% |
VYM Vanguard High Dividend Yield ETF | 2.19% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
EGLN.L and VYM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYM is cheaper with a 0.04% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while VYM is Dividend. EGLN.L tracks LBMA Gold Price, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for EGLN.L and 0.04% for VYM.
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