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

Performance

EGLN.L vs. XGLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and Xtrackers Physical Gold ETC (XGLD.L). 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 XGLD.L is traded in USD. To make them comparable, the XGLD.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 -3.62% return, which is significantly higher than XGLD.L's -3.87% return. Over the past 10 years, EGLN.L has underperformed XGLD.L with an annualized return of 10.11%, while XGLD.L has yielded a comparatively higher 11.06% annualized return.


EGLN.L

1D
-0.91%
1M
-5.72%
6M
-10.78%
YTD
-3.62%
1Y
23.04%
3Y*
26.45%
5Y*
18.04%
10Y*
10.11%

XGLD.L

1D
-1.35%
1M
-6.07%
6M
-11.19%
YTD
-3.87%
1Y
22.48%
3Y*
26.14%
5Y*
17.82%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGLN.L vs. XGLD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGLN.L
iShares Physical Gold ETC
-3.62%46.01%34.32%9.37%6.00%3.85%13.68%20.59%3.38%-0.47%
XGLD.L
Xtrackers Physical Gold ETC
-3.87%45.07%34.18%9.97%5.94%2.98%13.88%21.02%3.27%-2.05%

Correlation

The correlation between EGLN.L and XGLD.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.81

The correlation between EGLN.L and XGLD.L shifts across timeframes, from 0.81 (all time) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EGLN.L vs. XGLD.L — 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: 2828
Overall Rank
EGLN.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3333
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2424
Martin Ratio Rank

XGLD.L
XGLD.L Risk / Return Rank: 2424
Overall Rank
XGLD.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 2727
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
XGLD.L Martin Ratio Rank: 2121
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. XGLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and Xtrackers Physical Gold ETC (XGLD.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.

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.LXGLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.19

1.17

+0.01

Calmar ratioReturn relative to maximum drawdown

1.02

0.99

+0.03

Martin ratioReturn relative to average drawdown

2.44

2.35

+0.09

EGLN.L vs. XGLD.L - Sharpe Ratio Comparison

The current EGLN.L Sharpe Ratio is 0.94, which is comparable to the XGLD.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of EGLN.L and XGLD.L, 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. XGLD.L - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -47.44%, which is greater than XGLD.L's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for EGLN.L and XGLD.L.


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Drawdown Indicators


EGLN.LXGLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.44%

-36.99%

-10.45%

Max Drawdown (1Y)

Largest decline over 1 year

-22.42%

-22.61%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-22.42%

-22.61%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-22.61%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-26.05%

-22.61%

-3.44%

Current Drawdown

Current decline from peak

-22.05%

-22.46%

+0.41%

Average Drawdown

Average peak-to-trough decline

-22.52%

-12.89%

-9.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.43%

9.55%

-0.12%

Volatility

EGLN.L vs. XGLD.L - Volatility Comparison

The current volatility for iShares Physical Gold ETC (EGLN.L) is 6.70%, while Xtrackers Physical Gold ETC (XGLD.L) has a volatility of 7.34%. This indicates that EGLN.L experiences smaller price fluctuations and is considered to be less risky than XGLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGLN.LXGLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

7.34%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

21.16%

22.48%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

24.45%

25.63%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

17.05%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

15.12%

+0.93%

EGLN.L vs. XGLD.L - Expense Ratio Comparison

Both EGLN.L and XGLD.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EGLN.L vs. XGLD.L - Dividend Comparison

Neither EGLN.L nor XGLD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, EGLN.L and XGLD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EGLN.L and XGLD.L have the same expense ratio: 0.25% per year.

EGLN.L tracks LBMA Gold Price, while XGLD.L tracks Gold. They also come from different issuers: iShares and Xtrackers.

Portfolio Optimizer

Find the right allocation for EGLN.L and XGLD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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