EGLN.L vs. XDEW.DE
EGLN.L (iShares Physical Gold ETC) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - EGLN.L is a Gold fund tracking the LBMA Gold Price, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, EGLN.L returned 10.77%/yr vs 11.46%/yr for XDEW.DE. At a correlation of -0.04, they often move in opposite directions. EGLN.L charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
EGLN.L vs. XDEW.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 XDEW.DE's 11.42% return. Over the past 10 years, EGLN.L has underperformed XDEW.DE with an annualized return of 10.77%, while XDEW.DE has yielded a comparatively higher 11.46% annualized 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%
XDEW.DE
- 1D
- 1.44%
- 1M
- 5.26%
- YTD
- 11.42%
- 6M
- 11.62%
- 1Y
- 20.08%
- 3Y*
- 11.73%
- 5Y*
- 9.29%
- 10Y*
- 11.46%
EGLN.L vs. XDEW.DE - 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% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 11.42% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between EGLN.L and XDEW.DE 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | -0.04 |
The correlation between EGLN.L and XDEW.DE 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. XDEW.DE — Risk / Return Rank
EGLN.L
XDEW.DE
EGLN.L vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.92 | -2.82 |
| Martin ratioReturn relative to average drawdown | 3.36 | 11.96 | -8.60 |
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Drawdowns
EGLN.L vs. XDEW.DE - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for EGLN.L and XDEW.DE.
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Drawdown Indicators
| EGLN.L | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -38.79% | -8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -21.94% | -5.06% | -16.88% |
Max Drawdown (3Y)Largest decline over 3 years | -21.94% | -22.70% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -22.70% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -38.79% | +12.58% |
Current DrawdownCurrent decline from peak | -19.73% | 0.00% | -19.73% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -5.37% | -17.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 1.66% | +5.51% |
Volatility
EGLN.L vs. XDEW.DE - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 6.72% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.32%. This indicates that EGLN.L's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 2.32% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 6.82% | +13.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 10.80% | +12.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 14.90% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 16.84% | -0.84% |
EGLN.L vs. XDEW.DE - Expense Ratio Comparison
EGLN.L has a 0.25% expense ratio, which is higher than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither EGLN.L nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and XDEW.DE 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, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for EGLN.L.
EGLN.L is categorized as Gold, while XDEW.DE is S&P 500. EGLN.L tracks LBMA Gold Price, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for EGLN.L and 0.20% for XDEW.DE.
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