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IGLN.L vs. GLDI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLN.L vs. GLDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and IncomeShares Gold+ Yield ETP (GLDI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLN.L achieves a 3.00% return, which is significantly higher than GLDI.L's -0.59% return.


IGLN.L

1D
-1.45%
1M
-4.23%
YTD
3.00%
6M
5.09%
1Y
32.44%
3Y*
31.11%
5Y*
18.45%
10Y*
13.40%

GLDI.L

1D
-0.94%
1M
-2.78%
YTD
-0.59%
6M
1.32%
1Y
28.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
IGLN.L
iShares Physical Gold ETC
3.00%64.92%8.47%
GLDI.L
IncomeShares Gold+ Yield ETP
-0.59%61.04%6.19%

Correlation

The correlation between IGLN.L and GLDI.L is 0.84, 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

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.86

The correlation between IGLN.L and GLDI.L has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

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Return for Risk

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

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

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

GLDI.L
GLDI.L Risk / Return Rank: 3434
Overall Rank
GLDI.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GLDI.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLDI.L Omega Ratio Rank: 3838
Omega Ratio Rank
GLDI.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLDI.L Martin Ratio Rank: 3030
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and IncomeShares Gold+ Yield ETP (GLDI.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.


IGLN.LGLDI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.25

1.25

0.00

Calmar ratioReturn relative to maximum drawdown

1.86

1.70

+0.16

Martin ratioReturn relative to average drawdown

4.85

4.38

+0.48

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

The current IGLN.L Sharpe Ratio is 1.30, which is comparable to the GLDI.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IGLN.L and GLDI.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


IGLN.LGLDI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.29

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.75

-1.30

Drawdowns

IGLN.L vs. GLDI.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.24%, which is greater than GLDI.L's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for IGLN.L and GLDI.L.


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Drawdown Indicators


IGLN.LGLDI.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.24%

-16.47%

-28.77%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

-16.47%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

Current Drawdown

Current decline from peak

-16.23%

-14.92%

-1.31%

Average Drawdown

Average peak-to-trough decline

-19.80%

-3.35%

-16.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

6.39%

+0.27%

Volatility

IGLN.L vs. GLDI.L - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) has a higher volatility of 6.40% compared to IncomeShares Gold+ Yield ETP (GLDI.L) at 4.55%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier than GLDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLN.LGLDI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

4.55%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

21.73%

18.56%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

24.79%

21.68%

+3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

18.80%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

18.80%

-3.26%

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

IGLN.L has a 0.25% expense ratio, which is lower than GLDI.L's 0.35% expense ratio.


Dividends

IGLN.L vs. GLDI.L - Dividend Comparison

IGLN.L has not paid dividends to shareholders, while GLDI.L's dividend yield for the trailing twelve months is around 12.72%.


PositionTTM20252024
GLDI.L
IncomeShares Gold+ Yield ETP
12.72%9.15%1.08%
IGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%

Frequently Asked Questions


IGLN.L and GLDI.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IGLN.L is cheaper with a 0.25% expense ratio, compared with 0.35% for GLDI.L.

IGLN.L is categorized as Gold, while GLDI.L is Derivative Income. They also come from different issuers: iShares and Leverage Shares. Their fees differ too: 0.25% for IGLN.L and 0.35% for GLDI.L.

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