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IGLD.DE vs. GBSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD.DE vs. GBSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and Gold Bullion Securities (GBSS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLD.DE is traded in EUR, while GBSS.L is traded in GBp. To make them comparable, the GBSS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGLD.DE achieves a 0.35% return, which is significantly lower than GBSS.L's 4.64% return.


IGLD.DE

1D
0.70%
1M
-2.47%
YTD
0.35%
6M
4.61%
1Y
28.86%
3Y*
28.49%
5Y*
10Y*

GBSS.L

1D
0.52%
1M
-1.67%
YTD
4.64%
6M
6.16%
1Y
29.67%
3Y*
27.55%
5Y*
19.35%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD.DE vs. GBSS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
0.35%63.04%24.54%10.49%2.47%
GBSS.L
Gold Bullion Securities
4.64%45.14%33.99%9.23%-0.79%

Correlation

The correlation between IGLD.DE and GBSS.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2022

0.81

The correlation between IGLD.DE and GBSS.L shifts across timeframes, from 0.81 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGLD.DE vs. GBSS.L — 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: 3232
Overall Rank
IGLD.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 2929
Martin Ratio Rank

GBSS.L
GBSS.L Risk / Return Rank: 3939
Overall Rank
GBSS.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GBSS.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
GBSS.L Omega Ratio Rank: 4545
Omega Ratio Rank
GBSS.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
GBSS.L Martin Ratio Rank: 3434
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. GBSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and Gold Bullion Securities (GBSS.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.


IGLD.DEGBSS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

1.63

1.71

-0.08

Martin ratioReturn relative to average drawdown

4.10

4.44

-0.34

IGLD.DE vs. GBSS.L - Sharpe Ratio Comparison

The current IGLD.DE Sharpe Ratio is 1.16, which is comparable to the GBSS.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IGLD.DE and GBSS.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.


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Sharpe Ratios by Period


IGLD.DEGBSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.29

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.61

+0.71

Drawdowns

IGLD.DE vs. GBSS.L - Drawdown Comparison

The maximum IGLD.DE drawdown since its inception was -17.62%, smaller than the maximum GBSS.L drawdown of -37.11%. Use the drawdown chart below to compare losses from any high point for IGLD.DE and GBSS.L.


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Drawdown Indicators


IGLD.DEGBSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.62%

-37.11%

+19.49%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-17.26%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-17.26%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.26%

Max Drawdown (10Y)

Largest decline over 10 years

-18.65%

Current Drawdown

Current decline from peak

-16.24%

-15.50%

-0.74%

Average Drawdown

Average peak-to-trough decline

-3.72%

-12.27%

+8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.03%

6.67%

+0.36%

Volatility

IGLD.DE vs. GBSS.L - Volatility Comparison

iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) has a higher volatility of 5.98% compared to Gold Bullion Securities (GBSS.L) at 5.01%. This indicates that IGLD.DE's price experiences larger fluctuations and is considered to be riskier than GBSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLD.DEGBSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

5.01%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

21.79%

19.96%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.80%

22.97%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

16.22%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

14.81%

+3.05%

IGLD.DE vs. GBSS.L - Expense Ratio Comparison

IGLD.DE has a 0.25% expense ratio, which is lower than GBSS.L's 0.40% expense ratio.


Dividends

IGLD.DE vs. GBSS.L - Dividend Comparison

Neither IGLD.DE nor GBSS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, IGLD.DE and GBSS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.40% for GBSS.L.

IGLD.DE tracks Gold (EUR Hedged), while GBSS.L tracks Gold. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.25% for IGLD.DE and 0.40% for GBSS.L.

Portfolio Optimizer

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