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

Performance

IGLN.L vs. IEMB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.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 -3.71% return, which is significantly lower than IEMB.L's 2.13% return. Over the past 10 years, IGLN.L has outperformed IEMB.L with an annualized return of 12.38%, while IEMB.L has yielded a comparatively lower 3.34% annualized return.


IGLN.L

1D
-1.88%
1M
-8.11%
YTD
-3.71%
6M
-4.54%
1Y
23.15%
3Y*
28.83%
5Y*
18.36%
10Y*
12.38%

IEMB.L

1D
-0.06%
1M
2.10%
YTD
2.13%
6M
2.52%
1Y
11.42%
3Y*
9.58%
5Y*
1.92%
10Y*
3.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IGLN.L
iShares Physical Gold ETC
-3.71%64.93%26.14%13.44%-0.09%-4.03%24.16%18.30%-1.33%11.69%
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
2.13%13.71%5.70%10.54%-18.35%-2.28%5.57%16.06%-5.53%9.73%

Correlation

The correlation between IGLN.L and IEMB.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.21

The correlation between IGLN.L and IEMB.L shifts across timeframes, from 0.21 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGLN.L vs. IEMB.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: 2424
Overall Rank
IGLN.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 2727
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 2323
Martin Ratio Rank

IEMB.L
IEMB.L Risk / Return Rank: 6565
Overall Rank
IEMB.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IEMB.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEMB.L Omega Ratio Rank: 6969
Omega Ratio Rank
IEMB.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IEMB.L Martin Ratio Rank: 6565
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. IEMB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.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.

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.


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

-1.10

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.18

1.40

-0.22

Calmar ratioReturn relative to maximum drawdown

1.00

2.73

-1.73

Martin ratioReturn relative to average drawdown

2.93

11.30

-8.37

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

The current IGLN.L Sharpe Ratio is 0.89, which is lower than the IEMB.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IGLN.L and IEMB.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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Drawdowns

IGLN.L vs. IEMB.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.25%, which is greater than IEMB.L's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for IGLN.L and IEMB.L.


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Drawdown Indicators


IGLN.LIEMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-31.65%

-13.60%

Max Drawdown (1Y)

Largest decline over 1 year

-23.02%

-4.32%

-18.70%

Max Drawdown (3Y)

Largest decline over 3 years

-23.02%

-7.54%

-15.48%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-28.62%

+5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-23.02%

-28.62%

+5.60%

Current Drawdown

Current decline from peak

-21.68%

-0.25%

-21.43%

Average Drawdown

Average peak-to-trough decline

-19.72%

-4.98%

-14.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

1.04%

+6.84%

Volatility

IGLN.L vs. IEMB.L - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) has a higher volatility of 8.58% compared to iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.L) at 1.69%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier than IEMB.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.LIEMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

1.69%

+6.89%

Volatility (6M)

Calculated over the trailing 6-month period

22.91%

4.97%

+17.94%

Volatility (1Y)

Calculated over the trailing 1-year period

25.83%

5.94%

+19.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

8.88%

+8.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

9.25%

+6.44%

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

IGLN.L has a 0.12% expense ratio, which is lower than IEMB.L's 0.45% expense ratio.


Dividends

IGLN.L vs. IEMB.L - Dividend Comparison

IGLN.L has not paid dividends to shareholders, while IEMB.L's dividend yield for the trailing twelve months is around 5.74%.


PositionTTM20252024202320222021202020192018201720162015
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
5.74%5.85%5.80%5.65%5.55%3.95%3.86%4.73%4.82%4.79%5.57%4.78%
IGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGLN.L and IEMB.L have a correlation of 0.33, 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 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLN.L is cheaper with a 0.12% expense ratio, compared with 0.45% for IEMB.L.

IGLN.L is categorized as Gold, while IEMB.L is Emerging Markets Bonds. Their fees differ too: 0.12% for IGLN.L and 0.45% for IEMB.L.

Portfolio Optimizer

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