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EUNA.DE vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNA.DE vs. EGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) and iShares Physical Gold ETC (EGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNA.DE achieves a -0.61% return, which is significantly higher than EGLN.L's -0.76% return.


EUNA.DE

1D
0.00%
1M
0.82%
YTD
-0.61%
6M
-0.00%
1Y
1.03%
3Y*
2.34%
5Y*
-1.37%
10Y*

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

EUNA.DE vs. EGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.61%2.91%1.48%4.41%-13.52%-2.42%3.86%5.07%-1.20%-0.20%
EGLN.L
iShares Physical Gold ETC
-0.76%46.01%34.32%9.37%6.00%3.85%13.68%20.59%3.38%-0.98%

Correlation

The correlation between EUNA.DE and EGLN.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.19

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

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.23

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Return for Risk

EUNA.DE vs. EGLN.L — Risk / Return Rank

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

EUNA.DE
EUNA.DE Risk / Return Rank: 1313
Overall Rank
EUNA.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 1414
Martin Ratio Rank

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
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.

EUNA.DE vs. EGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) and iShares Physical Gold ETC (EGLN.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.


EUNA.DEEGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.04

1.21

-0.17

Calmar ratioReturn relative to maximum drawdown

0.29

1.10

-0.81

Martin ratioReturn relative to average drawdown

0.81

3.36

-2.55

EUNA.DE vs. EGLN.L - Sharpe Ratio Comparison

The current EUNA.DE Sharpe Ratio is 0.22, which is lower than the EGLN.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of EUNA.DE and EGLN.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

EUNA.DE vs. EGLN.L - Drawdown Comparison

The maximum EUNA.DE drawdown since its inception was -17.81%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for EUNA.DE and EGLN.L.


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Drawdown Indicators


EUNA.DEEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-47.44%

+29.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-21.94%

+19.14%

Max Drawdown (3Y)

Largest decline over 3 years

-4.11%

-21.94%

+17.83%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-21.94%

+4.90%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

Current Drawdown

Current decline from peak

-8.72%

-19.73%

+11.01%

Average Drawdown

Average peak-to-trough decline

-6.70%

-22.54%

+15.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

7.17%

-6.16%

Volatility

EUNA.DE vs. EGLN.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) is 1.34%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that EUNA.DE experiences smaller price fluctuations and is considered to be less risky than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNA.DEEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

6.72%

-5.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

20.79%

-17.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

23.72%

-20.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

17.26%

-12.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

16.00%

-11.55%

EUNA.DE vs. EGLN.L - Expense Ratio Comparison

EUNA.DE has a 0.10% expense ratio, which is lower than EGLN.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUNA.DE vs. EGLN.L - Dividend Comparison

Neither EUNA.DE nor EGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUNA.DE and EGLN.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNA.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for EGLN.L.

EUNA.DE is categorized as Global Bonds, while EGLN.L is Gold. EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.10% for EUNA.DE and 0.25% for EGLN.L.

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