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

Performance

IGLN.L vs. IESU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLN.L is traded in USD, while IESU.L is traded in GBp. To make them comparable, the IESU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGLN.L achieves a -6.99% return, which is significantly lower than IESU.L's 28.54% return. Over the past 10 years, IGLN.L has outperformed IESU.L with an annualized return of 11.46%, while IESU.L has yielded a comparatively lower 8.78% annualized return.


IGLN.L

1D
-0.10%
1M
-7.99%
6M
-12.72%
YTD
-6.99%
1Y
20.04%
3Y*
26.35%
5Y*
17.08%
10Y*
11.46%

IESU.L

1D
0.85%
1M
6.06%
6M
21.20%
YTD
28.54%
1Y
36.33%
3Y*
14.63%
5Y*
22.27%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IGLN.L
iShares Physical Gold ETC
-6.99%64.93%26.14%13.44%-0.09%-4.03%24.16%18.30%-1.33%11.69%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.54%9.98%3.69%-1.00%63.91%52.43%-33.64%9.60%-18.29%-1.45%

Correlation

The correlation between IGLN.L and IESU.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.03

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

0.07

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

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.00

The correlation between IGLN.L and IESU.L shifts across timeframes, from -0.11 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGLN.L vs. IESU.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: 2525
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 2626
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 2121
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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. IESU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.15

1.26

-0.11

Calmar ratioReturn relative to maximum drawdown

0.82

2.21

-1.39

Martin ratioReturn relative to average drawdown

1.96

5.65

-3.69

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

The current IGLN.L Sharpe Ratio is 0.76, which is lower than the IESU.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IGLN.L and IESU.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. IESU.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.25%, smaller than the maximum IESU.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for IGLN.L and IESU.L.


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Drawdown Indicators


IGLN.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-72.57%

+27.32%

Max Drawdown (1Y)

Largest decline over 1 year

-24.39%

-16.37%

-8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-24.39%

-22.55%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-27.74%

+3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-24.39%

-66.85%

+42.46%

Current Drawdown

Current decline from peak

-24.36%

-8.87%

-15.49%

Average Drawdown

Average peak-to-trough decline

-19.73%

-24.88%

+5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.21%

6.42%

+3.79%

Volatility

IGLN.L vs. IESU.L - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) have volatilities of 7.02% and 6.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLN.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

6.97%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

23.03%

21.03%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

26.37%

23.89%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.78%

29.47%

-11.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

29.81%

-14.07%

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

IGLN.L has a 0.12% expense ratio, which is lower than IESU.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGLN.L vs. IESU.L - Dividend Comparison

Neither IGLN.L nor IESU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGLN.L and IESU.L have a correlation of -0.11, 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 0.15% for IESU.L.

IGLN.L is categorized as Gold, while IESU.L is Energy Equities. IGLN.L tracks LBMA Gold Price, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. Their fees differ too: 0.12% for IGLN.L and 0.15% for IESU.L.

Portfolio Optimizer

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