PortfoliosLab logoPortfoliosLab logo
IEDL.L vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEDL.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IEDL.L is traded in EUR, while IGLN.L is traded in USD. To make them comparable, the IGLN.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEDL.L achieves a 14.13% return, which is significantly higher than IGLN.L's 4.24% return.


IEDL.L

1D
-0.48%
1M
4.00%
YTD
14.13%
6M
18.09%
1Y
33.31%
3Y*
21.46%
5Y*
14.48%
10Y*

IGLN.L

1D
-1.24%
1M
-3.30%
YTD
4.24%
6M
5.67%
1Y
29.80%
3Y*
27.64%
5Y*
19.57%
10Y*
13.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEDL.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)
14.13%35.00%10.46%13.50%-3.75%26.71%-8.76%21.78%-12.14%
IGLN.L
iShares Physical Gold ETC
4.24%45.35%34.47%10.04%6.10%3.15%13.92%20.96%3.69%

Correlation

The correlation between IEDL.L and IGLN.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.14

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

-0.01

The correlation between IEDL.L and IGLN.L shifts across timeframes, from -0.01 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IEDL.L vs. IGLN.L — Risk / Return Rank

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

IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6969
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3434
Overall Rank
IGLN.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3737
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3232
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.

IEDL.L vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and iShares Physical Gold ETC (IGLN.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.


IEDL.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.45

1.25

+0.20

Calmar ratioReturn relative to maximum drawdown

3.42

1.76

+1.66

Martin ratioReturn relative to average drawdown

12.72

4.58

+8.15

IEDL.L vs. IGLN.L - Sharpe Ratio Comparison

The current IEDL.L Sharpe Ratio is 2.44, which is higher than the IGLN.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of IEDL.L and IGLN.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.


Loading charts...

Sharpe Ratios by Period


IEDL.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

1.23

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

1.17

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.55

+0.04

Drawdowns

IEDL.L vs. IGLN.L - Drawdown Comparison

The maximum IEDL.L drawdown since its inception was -39.74%, which is greater than IGLN.L's maximum drawdown of -36.98%. Use the drawdown chart below to compare losses from any high point for IEDL.L and IGLN.L.


Loading charts...

Drawdown Indicators


IEDL.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.74%

-36.98%

-2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.70%

-16.82%

+7.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-16.82%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-19.57%

-16.82%

-2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-18.24%

Current Drawdown

Current decline from peak

-0.66%

-15.63%

+14.97%

Average Drawdown

Average peak-to-trough decline

-6.19%

-13.21%

+7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

6.49%

-3.88%

Volatility

IEDL.L vs. IGLN.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) is 4.83%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 5.91%. This indicates that IEDL.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IEDL.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

5.91%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

21.17%

-10.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

24.06%

-10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

16.72%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

15.13%

+2.84%

IEDL.L vs. IGLN.L - Expense Ratio Comparison

Both IEDL.L and IGLN.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IEDL.L vs. IGLN.L - Dividend Comparison

IEDL.L's dividend yield for the trailing twelve months is around 3.01%, while IGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)
3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%
IGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEDL.L and IGLN.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IEDL.L and IGLN.L have the same expense ratio: 0.25% per year.

IEDL.L is categorized as Europe Equities, while IGLN.L is Gold. IEDL.L tracks MSCI Europe Value NR EUR, while IGLN.L tracks LBMA Gold Price.

Portfolio Optimizer

Find the right allocation for IEDL.L and IGLN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer