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EGLN.L vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGLN.L vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGLN.L vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGLN.L
EGLN.L Risk / Return Rank: 3030
Overall Rank
EGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3535
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2828
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 8383
Overall Rank
VYM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8686
Sortino Ratio Rank
VYM Omega Ratio Rank: 8383
Omega Ratio Rank
VYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
VYM Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LVYMDifference
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

EGLN.L vs. VYM - Sharpe Ratio Comparison

The current EGLN.L Sharpe Ratio is 1.02, which is lower than the VYM Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of EGLN.L and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.LVYMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-19.73%

0.00%

-19.73%

Average Drawdown

Average peak-to-trough decline

-22.54%

-8.15%

-14.39%

Ulcer Index

Depth 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.LVYMDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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