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

Performance

IGLD.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
7.75%63.04%24.54%10.49%2.47%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
-2.97%4.68%32.33%22.52%-5.70%

Returns By Period

In the year-to-date period, IGLD.DE achieves a 7.75% return, which is significantly higher than VUAA.DE's -2.97% return.


IGLD.DE

1D
3.57%
1M
-9.78%
YTD
7.75%
6M
21.89%
1Y
48.04%
3Y*
30.87%
5Y*
10Y*

VUAA.DE

1D
1.73%
1M
-3.11%
YTD
-2.97%
6M
0.07%
1Y
10.21%
3Y*
16.08%
5Y*
12.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IGLD.DE has a 0.25% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IGLD.DE vs. VUAA.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: 8585
Overall Rank
IGLD.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 8484
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 3636
Overall Rank
VUAA.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 4545
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. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.


IGLD.DEVUAA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.60

+1.26

Sortino ratio

Return per unit of downside risk

2.34

0.90

+1.43

Omega ratio

Gain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratio

Return relative to maximum drawdown

2.72

1.22

+1.51

Martin ratio

Return relative to average drawdown

10.13

4.41

+5.73

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

The current IGLD.DE Sharpe Ratio is 1.86, which is higher than the VUAA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of IGLD.DE and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGLD.DEVUAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

0.60

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

0.69

+0.85

Correlation

The correlation between IGLD.DE and VUAA.DE is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IGLD.DE vs. VUAA.DE - Dividend Comparison

Neither IGLD.DE nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IGLD.DE vs. VUAA.DE - Drawdown Comparison

The maximum IGLD.DE drawdown since its inception was -17.62%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for IGLD.DE and VUAA.DE.


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Drawdown Indicators


IGLD.DEVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.62%

-33.67%

+16.05%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-13.45%

-4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

Current Drawdown

Current decline from peak

-10.06%

-5.19%

-4.87%

Average Drawdown

Average peak-to-trough decline

-3.30%

-5.18%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

2.31%

+2.43%

Volatility

IGLD.DE vs. VUAA.DE - Volatility Comparison

iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) has a higher volatility of 11.72% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.84%. This indicates that IGLD.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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.DEVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.72%

3.84%

+7.88%

Volatility (6M)

Calculated over the trailing 6-month period

22.07%

8.66%

+13.41%

Volatility (1Y)

Calculated over the trailing 1-year period

25.70%

17.07%

+8.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

15.15%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

17.76%

-0.10%