GOOGL vs. IS0E.DE
GOOGL (Alphabet Inc. Class A) is a stock, while IS0E.DE (iShares Gold Producers UCITS ETF) is Precious Metals fund tracking the S&P Commodity Producers Gold. Over the past 10 years, GOOGL returned 25.89%/yr vs 14.17%/yr for IS0E.DE. At a 0.06 correlation, their price movements are largely independent.
Performance
GOOGL vs. IS0E.DE - Performance Comparison
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Different Trading Currencies
GOOGL is traded in USD, while IS0E.DE is traded in EUR. To make them comparable, the IS0E.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GOOGL achieves a 16.22% return, which is significantly higher than IS0E.DE's -1.22% return. Over the past 10 years, GOOGL has outperformed IS0E.DE with an annualized return of 25.89%, while IS0E.DE has yielded a comparatively lower 14.17% annualized return.
GOOGL
- 1D
- -1.36%
- 1M
- -9.30%
- YTD
- 16.22%
- 6M
- 15.96%
- 1Y
- 110.03%
- 3Y*
- 44.20%
- 5Y*
- 24.94%
- 10Y*
- 25.89%
IS0E.DE
- 1D
- 0.99%
- 1M
- -7.66%
- YTD
- -1.22%
- 6M
- 7.09%
- 1Y
- 66.84%
- 3Y*
- 41.90%
- 5Y*
- 18.65%
- 10Y*
- 14.17%
GOOGL vs. IS0E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOGL Alphabet Inc. Class A | 16.22% | 65.99% | 36.01% | 58.32% | -39.09% | 65.30% | 30.85% | 28.18% | -0.80% | 32.93% |
IS0E.DE iShares Gold Producers UCITS ETF | -1.22% | 159.19% | 11.97% | 9.64% | -9.10% | -10.69% | 24.55% | 41.01% | -8.88% | 7.30% |
Correlation
The correlation between GOOGL and IS0E.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2012 | 0.06 |
The correlation between GOOGL and IS0E.DE shifts across timeframes, from 0.06 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GOOGL vs. IS0E.DE — Risk / Return Rank
GOOGL
IS0E.DE
GOOGL vs. IS0E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and iShares Gold Producers UCITS ETF (IS0E.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.
| GOOGL | IS0E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.52 | ||
| Sortino ratioReturn per unit of downside risk | +3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.24 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | 2.15 | +3.29 |
| Martin ratioReturn relative to average drawdown | 19.79 | 5.42 | +14.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOOGL | IS0E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.78 | 1.26 | +2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.51 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.41 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.14 | +0.70 |
Drawdowns
GOOGL vs. IS0E.DE - Drawdown Comparison
The maximum GOOGL drawdown since its inception was -65.29%, smaller than the maximum IS0E.DE drawdown of -75.35%. Use the drawdown chart below to compare losses from any high point for GOOGL and IS0E.DE.
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Drawdown Indicators
| GOOGL | IS0E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.29% | -75.35% | +10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -20.37% | -28.77% | +8.40% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | -28.77% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -44.32% | -45.16% | +0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -44.32% | -51.30% | +6.98% |
Current DrawdownCurrent decline from peak | -9.71% | -24.28% | +14.57% |
Average DrawdownAverage peak-to-trough decline | -13.02% | -40.13% | +27.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 11.42% | -5.84% |
Volatility
GOOGL vs. IS0E.DE - Volatility Comparison
The current volatility for Alphabet Inc. Class A (GOOGL) is 8.68%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 13.44%. This indicates that GOOGL experiences smaller price fluctuations and is considered to be less risky than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOOGL | IS0E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.68% | 13.44% | -4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 20.90% | 34.90% | -14.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.33% | 49.04% | -19.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.33% | 36.08% | -4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.13% | 34.40% | -5.27% |
Dividends
GOOGL vs. IS0E.DE - Dividend Comparison
GOOGL's dividend yield for the trailing twelve months is around 0.29%, while IS0E.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOOGL Alphabet Inc. Class A | 0.29% | 0.27% | 0.32% |
IS0E.DE iShares Gold Producers UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GOOGL and IS0E.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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