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IGIL.L vs. PHAU.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIL.L vs. PHAU.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) and WisdomTree Physical Gold UCITS ETC (PHAU.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IGIL.L achieves a 0.78% return, which is significantly higher than PHAU.AS's -2.46% return.


IGIL.L

1D
0.29%
1M
-0.41%
YTD
0.78%
6M
1.21%
1Y
2.99%
3Y*
3.25%
5Y*
-2.44%
10Y*
1.04%

PHAU.AS

1D
2.78%
1M
-10.20%
YTD
-2.46%
6M
-1.99%
1Y
23.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIL.L vs. PHAU.AS - Yearly Performance Comparison


2026 (YTD)20252024
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
0.78%8.45%0.46%
PHAU.AS
WisdomTree Physical Gold UCITS ETC
-2.46%65.08%10.80%

Correlation

The correlation between IGIL.L and PHAU.AS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (All Time)
Calculated using the full available price history since May 30, 2024

0.30

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Return for Risk

IGIL.L vs. PHAU.AS — Risk / Return Rank

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

IGIL.L
IGIL.L Risk / Return Rank: 1818
Overall Rank
IGIL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IGIL.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
IGIL.L Omega Ratio Rank: 1616
Omega Ratio Rank
IGIL.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
IGIL.L Martin Ratio Rank: 2121
Martin Ratio Rank

PHAU.AS
PHAU.AS Risk / Return Rank: 2929
Overall Rank
PHAU.AS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PHAU.AS Sortino Ratio Rank: 2828
Sortino Ratio Rank
PHAU.AS Omega Ratio Rank: 3333
Omega Ratio Rank
PHAU.AS Calmar Ratio Rank: 2525
Calmar Ratio Rank
PHAU.AS Martin Ratio Rank: 2727
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.

IGIL.L vs. PHAU.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) and WisdomTree Physical Gold UCITS ETC (PHAU.AS). 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.


IGIL.LPHAU.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.09

1.19

-0.10

Calmar ratioReturn relative to maximum drawdown

0.86

1.04

-0.17

Martin ratioReturn relative to average drawdown

2.34

3.14

-0.81

IGIL.L vs. PHAU.AS - Sharpe Ratio Comparison

The current IGIL.L Sharpe Ratio is 0.49, which is lower than the PHAU.AS Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of IGIL.L and PHAU.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGIL.L vs. PHAU.AS - Drawdown Comparison

The maximum IGIL.L drawdown since its inception was -31.32%, which is greater than PHAU.AS's maximum drawdown of -22.76%. Use the drawdown chart below to compare losses from any high point for IGIL.L and PHAU.AS.


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Drawdown Indicators


IGIL.LPHAU.ASDifference

Max Drawdown

Largest peak-to-trough decline

-31.32%

-22.76%

-8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-22.76%

+19.32%

Max Drawdown (3Y)

Largest decline over 3 years

-8.48%

Max Drawdown (5Y)

Largest decline over 5 years

-31.32%

Max Drawdown (10Y)

Largest decline over 10 years

-31.32%

Current Drawdown

Current decline from peak

-14.96%

-20.61%

+5.65%

Average Drawdown

Average peak-to-trough decline

-7.48%

-3.57%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

7.52%

-6.24%

Volatility

IGIL.L vs. PHAU.AS - Volatility Comparison

The current volatility for iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) is 1.97%, while WisdomTree Physical Gold UCITS ETC (PHAU.AS) has a volatility of 7.61%. This indicates that IGIL.L experiences smaller price fluctuations and is considered to be less risky than PHAU.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIL.LPHAU.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

7.61%

-5.64%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

21.78%

-17.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

24.88%

-18.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.64%

21.52%

-11.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.91%

21.52%

-12.61%

IGIL.L vs. PHAU.AS - Expense Ratio Comparison

IGIL.L has a 0.20% expense ratio, which is lower than PHAU.AS's 0.39% expense ratio.


Dividends

IGIL.L vs. PHAU.AS - Dividend Comparison

Neither IGIL.L nor PHAU.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGIL.L and PHAU.AS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGIL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGIL.L is cheaper with a 0.20% expense ratio, compared with 0.39% for PHAU.AS.

IGIL.L is categorized as Inflation-Protected Bonds, while PHAU.AS is Gold. IGIL.L tracks Bloomberg World Government Inflation-Linked Bond Index, while PHAU.AS tracks LBMA Gold Price PM. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for IGIL.L and 0.39% for PHAU.AS.

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