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IGLD.DE vs. CD91.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD.DE vs. CD91.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and Amundi NYSE Arca Gold Bugs UCITS ETF Dist (CD91.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLD.DE achieves a -10.31% return, which is significantly lower than CD91.DE's -8.09% return.


IGLD.DE

1D
0.00%
1M
-11.35%
YTD
-10.31%
6M
-11.59%
1Y
16.98%
3Y*
24.45%
5Y*
10Y*

CD91.DE

1D
1.23%
1M
-10.88%
YTD
-8.09%
6M
-10.48%
1Y
58.41%
3Y*
38.73%
5Y*
20.74%
10Y*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD.DE vs. CD91.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
-10.31%63.04%24.54%10.49%-0.31%
CD91.DE
Amundi NYSE Arca Gold Bugs UCITS ETF Dist
-8.09%132.46%20.72%2.57%-0.34%

Correlation

The correlation between IGLD.DE and CD91.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2022

0.76

The correlation between IGLD.DE and CD91.DE has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

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Return for Risk

IGLD.DE vs. CD91.DE — Risk / Return Rank

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

IGLD.DE
IGLD.DE Risk / Return Rank: 1919
Overall Rank
IGLD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

CD91.DE
CD91.DE Risk / Return Rank: 3737
Overall Rank
CD91.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CD91.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
CD91.DE Omega Ratio Rank: 3737
Omega Ratio Rank
CD91.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
CD91.DE Martin Ratio Rank: 3333
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.

IGLD.DE vs. CD91.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and Amundi NYSE Arca Gold Bugs UCITS ETF Dist (CD91.DE). 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.


IGLD.DECD91.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.13

1.22

-0.09

Calmar ratioReturn relative to maximum drawdown

0.67

1.75

-1.07

Martin ratioReturn relative to average drawdown

1.95

4.51

-2.56

IGLD.DE vs. CD91.DE - Sharpe Ratio Comparison

The current IGLD.DE Sharpe Ratio is 0.65, which is lower than the CD91.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IGLD.DE and CD91.DE, 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

IGLD.DE vs. CD91.DE - Drawdown Comparison

The maximum IGLD.DE drawdown since its inception was -25.14%, smaller than the maximum CD91.DE drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for IGLD.DE and CD91.DE.


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Drawdown Indicators


IGLD.DECD91.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.14%

-83.13%

+57.99%

Max Drawdown (1Y)

Largest decline over 1 year

-25.14%

-33.29%

+8.15%

Max Drawdown (3Y)

Largest decline over 3 years

-25.14%

-33.29%

+8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-39.55%

Max Drawdown (10Y)

Largest decline over 10 years

-55.41%

Current Drawdown

Current decline from peak

-25.14%

-31.05%

+5.91%

Average Drawdown

Average peak-to-trough decline

-4.01%

-53.47%

+49.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.71%

12.91%

-4.20%

Volatility

IGLD.DE vs. CD91.DE - Volatility Comparison

The current volatility for iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) is 9.09%, while Amundi NYSE Arca Gold Bugs UCITS ETF Dist (CD91.DE) has a volatility of 17.14%. This indicates that IGLD.DE experiences smaller price fluctuations and is considered to be less risky than CD91.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLD.DECD91.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

17.14%

-8.05%

Volatility (6M)

Calculated over the trailing 6-month period

23.19%

36.98%

-13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

25.98%

44.98%

-19.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

34.94%

-16.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

34.55%

-16.29%

IGLD.DE vs. CD91.DE - Expense Ratio Comparison

IGLD.DE has a 0.25% expense ratio, which is lower than CD91.DE's 0.65% expense ratio.


Dividends

IGLD.DE vs. CD91.DE - Dividend Comparison

IGLD.DE has not paid dividends to shareholders, while CD91.DE's dividend yield for the trailing twelve months is around 0.17%.


PositionTTM202520242023202220212020201920182017
CD91.DE
Amundi NYSE Arca Gold Bugs UCITS ETF Dist
0.17%0.16%0.33%2.50%1.04%0.54%0.17%0.33%0.00%0.69%
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGLD.DE and CD91.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLD.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for CD91.DE.

IGLD.DE tracks Gold (EUR Hedged), while CD91.DE tracks NYSE Arca Gold BUGS. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IGLD.DE and 0.65% for CD91.DE.

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