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ICOM.L vs. GLDN.AX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICOM.L vs. GLDN.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Diversified Commodity Swap UCITS ETF (ICOM.L) and Ishares Physical Gold ETF (GLDN.AX). The values are adjusted to include any dividend payments, if applicable.

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ICOM.L vs. GLDN.AX - Yearly Performance Comparison


2026 (YTD)202520242023
ICOM.L
iShares Diversified Commodity Swap UCITS ETF
24.61%16.45%5.07%-5.33%
GLDN.AX
Ishares Physical Gold ETF
6.33%67.23%25.56%3.62%
Different Trading Currencies

ICOM.L is traded in USD, while GLDN.AX is traded in AUD. To make them comparable, the GLDN.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ICOM.L achieves a 24.61% return, which is significantly higher than GLDN.AX's 6.33% return.


ICOM.L

1D
0.73%
1M
12.49%
YTD
24.61%
6M
32.42%
1Y
33.30%
3Y*
14.04%
5Y*
13.81%
10Y*

GLDN.AX

1D
2.74%
1M
-10.69%
YTD
6.33%
6M
18.82%
1Y
48.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICOM.L vs. GLDN.AX - Expense Ratio Comparison

ICOM.L has a 0.19% expense ratio, which is higher than GLDN.AX's 0.18% 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%.


Return for Risk

ICOM.L vs. GLDN.AX — Risk / Return Rank

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

ICOM.L
ICOM.L Risk / Return Rank: 9090
Overall Rank
ICOM.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ICOM.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
ICOM.L Omega Ratio Rank: 9090
Omega Ratio Rank
ICOM.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ICOM.L Martin Ratio Rank: 8282
Martin Ratio Rank

GLDN.AX
GLDN.AX Risk / Return Rank: 6565
Overall Rank
GLDN.AX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GLDN.AX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GLDN.AX Omega Ratio Rank: 7272
Omega Ratio Rank
GLDN.AX Calmar Ratio Rank: 6161
Calmar Ratio Rank
GLDN.AX Martin Ratio Rank: 5252
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.

ICOM.L vs. GLDN.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ICOM.L) and Ishares Physical Gold ETF (GLDN.AX). 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.


ICOM.LGLDN.AXDifference

Sharpe ratio

Return per unit of total volatility

2.05

1.67

+0.38

Sortino ratio

Return per unit of downside risk

2.65

2.12

+0.53

Omega ratio

Gain probability vs. loss probability

1.39

1.31

+0.07

Calmar ratio

Return relative to maximum drawdown

3.69

2.16

+1.54

Martin ratio

Return relative to average drawdown

9.49

7.78

+1.71

ICOM.L vs. GLDN.AX - Sharpe Ratio Comparison

The current ICOM.L Sharpe Ratio is 2.05, which is comparable to the GLDN.AX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of ICOM.L and GLDN.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ICOM.LGLDN.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.67

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.91

-1.34

Correlation

The correlation between ICOM.L and GLDN.AX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ICOM.L vs. GLDN.AX - Dividend Comparison

ICOM.L has not paid dividends to shareholders, while GLDN.AX's dividend yield for the trailing twelve months is around 0.07%.


Drawdowns

ICOM.L vs. GLDN.AX - Drawdown Comparison

The maximum ICOM.L drawdown since its inception was -33.13%, which is greater than GLDN.AX's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for ICOM.L and GLDN.AX.


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Drawdown Indicators


ICOM.LGLDN.AXDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-20.81%

-12.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-20.81%

+11.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

Current Drawdown

Current decline from peak

0.00%

-14.98%

+14.98%

Average Drawdown

Average peak-to-trough decline

-13.08%

-3.29%

-9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

6.38%

-2.93%

Volatility

ICOM.L vs. GLDN.AX - Volatility Comparison

The current volatility for iShares Diversified Commodity Swap UCITS ETF (ICOM.L) is 7.14%, while Ishares Physical Gold ETF (GLDN.AX) has a volatility of 10.50%. This indicates that ICOM.L experiences smaller price fluctuations and is considered to be less risky than GLDN.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICOM.LGLDN.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

10.50%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

24.55%

-11.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

29.12%

-12.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

22.01%

-5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

22.01%

-6.94%