IE00BFPM9N11.EUFUND vs. IAU
IE00BFPM9N11.EUFUND (Vanguard Global Stock Index Fund Institutional Plus EUR Acc) and IAU (iShares Gold Trust) are both funds - IE00BFPM9N11.EUFUND is a Global Equities fund managed by Vanguard, while IAU is a Gold fund tracking the LBMA Gold Price. Over the past 10 years, IE00BFPM9N11.EUFUND returned 12.73%/yr vs 11.95%/yr for IAU. At a 0.03 correlation, their price movements are largely independent. IE00BFPM9N11.EUFUND charges 0.11%/yr vs 0.25%/yr for IAU.
Performance
IE00BFPM9N11.EUFUND vs. IAU - Performance Comparison
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Different Trading Currencies
IE00BFPM9N11.EUFUND is traded in EUR, while IAU is traded in USD. To make them comparable, the IAU values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IE00BFPM9N11.EUFUND achieves a 11.37% return, which is significantly higher than IAU's -0.94% return. Over the past 10 years, IE00BFPM9N11.EUFUND has outperformed IAU with an annualized return of 12.73%, while IAU has yielded a comparatively lower 11.95% annualized return.
IE00BFPM9N11.EUFUND
- 1D
- -0.37%
- 1M
- 2.41%
- YTD
- 11.37%
- 6M
- 11.93%
- 1Y
- 24.04%
- 3Y*
- 17.53%
- 5Y*
- 12.74%
- 10Y*
- 12.73%
IAU
- 1D
- 0.16%
- 1M
- -8.74%
- YTD
- -0.94%
- 6M
- -0.78%
- 1Y
- 22.14%
- 3Y*
- 26.10%
- 5Y*
- 18.31%
- 10Y*
- 11.95%
IE00BFPM9N11.EUFUND vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc | 11.37% | 6.73% | 26.59% | 19.63% | -12.79% | 31.07% | 6.32% | 30.03% | -4.16% | 7.47% |
IAU iShares Gold Trust | -0.94% | 44.49% | 35.22% | 9.45% | 5.53% | 3.18% | 14.73% | 20.65% | 2.85% | -0.97% |
Correlation
The correlation between IE00BFPM9N11.EUFUND and IAU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2013 | 0.03 |
The correlation between IE00BFPM9N11.EUFUND and IAU shifts across timeframes, from 0.02 (10 years) to 0.13 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IE00BFPM9N11.EUFUND vs. IAU — Risk / Return Rank
IE00BFPM9N11.EUFUND
IAU
IE00BFPM9N11.EUFUND vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and iShares Gold Trust (IAU). 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.
| IE00BFPM9N11.EUFUND | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.20 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.08 | +2.43 |
| Martin ratioReturn relative to average drawdown | 14.67 | 3.12 | +11.55 |
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Drawdowns
IE00BFPM9N11.EUFUND vs. IAU - Drawdown Comparison
The maximum IE00BFPM9N11.EUFUND drawdown since its inception was -33.75%, smaller than the maximum IAU drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for IE00BFPM9N11.EUFUND and IAU.
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Drawdown Indicators
| IE00BFPM9N11.EUFUND | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -37.42% | +3.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -22.47% | +15.88% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -22.47% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -22.47% | +2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -22.47% | -11.28% |
Current DrawdownCurrent decline from peak | -0.37% | -20.28% | +19.91% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -12.04% | +7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 7.77% | -6.20% |
Volatility
IE00BFPM9N11.EUFUND vs. IAU - Volatility Comparison
The current volatility for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) is 2.24%, while iShares Gold Trust (IAU) has a volatility of 6.84%. This indicates that IE00BFPM9N11.EUFUND experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IE00BFPM9N11.EUFUND | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 6.84% | -4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 22.46% | -15.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 25.66% | -15.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 16.84% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 14.96% | +0.16% |
IE00BFPM9N11.EUFUND vs. IAU - Expense Ratio Comparison
IE00BFPM9N11.EUFUND has a 0.11% expense ratio, which is lower than IAU'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
IE00BFPM9N11.EUFUND vs. IAU - Dividend Comparison
Neither IE00BFPM9N11.EUFUND nor IAU has paid dividends to shareholders.
Frequently Asked Questions
IE00BFPM9N11.EUFUND and IAU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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