I500.DE vs. EGLN.L
I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - I500.DE is a S&P 500 fund tracking the S&P 500 Index, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, I500.DE returned 15.00%/yr vs 18.47%/yr for EGLN.L. At a 0.03 correlation, their price movements are largely independent. I500.DE charges 0.07%/yr vs 0.25%/yr for EGLN.L.
Performance
I500.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly higher than EGLN.L's -0.76% return.
I500.DE
- 1D
- -0.12%
- 1M
- 2.96%
- YTD
- 11.45%
- 6M
- 12.73%
- 1Y
- 26.34%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
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%
I500.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 41.05% | 6.32% |
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | -3.98% |
Correlation
The correlation between I500.DE and EGLN.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2020 | 0.03 |
The correlation between I500.DE and EGLN.L shifts across timeframes, from 0.03 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
I500.DE vs. EGLN.L — Risk / Return Rank
I500.DE
EGLN.L
I500.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.
| I500.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 1.10 | +2.50 |
| Martin ratioReturn relative to average drawdown | 12.82 | 3.36 | +9.47 |
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Drawdowns
I500.DE vs. EGLN.L - Drawdown Comparison
The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for I500.DE and EGLN.L.
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Drawdown Indicators
| I500.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -47.44% | +24.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -21.94% | +14.82% |
Max Drawdown (3Y)Largest decline over 3 years | -23.24% | -21.94% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -21.94% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -0.46% | -19.73% | +19.27% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -22.54% | +18.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 7.17% | -5.16% |
Volatility
I500.DE vs. EGLN.L - Volatility Comparison
The current volatility for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) is 2.65%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that I500.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
| I500.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 6.72% | -4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 20.79% | -13.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 23.72% | -12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 17.26% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 16.00% | -0.87% |
I500.DE vs. EGLN.L - Expense Ratio Comparison
I500.DE has a 0.07% 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
I500.DE vs. EGLN.L - Dividend Comparison
Neither I500.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
I500.DE and EGLN.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for EGLN.L.
I500.DE is categorized as S&P 500, while EGLN.L is Gold. I500.DE tracks S&P 500 Index, while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.07% for I500.DE and 0.25% for EGLN.L.
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