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

Performance

IGLN.L vs. ISLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and iShares Physical Silver ETC (ISLN.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 3.70% return, which is significantly higher than ISLN.L's 2.87% return. Over the past 10 years, IGLN.L has underperformed ISLN.L with an annualized return of 13.42%, while ISLN.L has yielded a comparatively higher 15.84% annualized return.


IGLN.L

1D
0.68%
1M
-2.35%
YTD
3.70%
6M
6.03%
1Y
32.37%
3Y*
31.55%
5Y*
18.61%
10Y*
13.42%

ISLN.L

1D
0.43%
1M
0.11%
YTD
2.87%
6M
29.09%
1Y
113.78%
3Y*
45.97%
5Y*
21.30%
10Y*
15.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IGLN.L
iShares Physical Gold ETC
3.70%64.92%26.14%13.44%-0.09%-4.03%24.16%18.28%-1.31%11.67%
ISLN.L
iShares Physical Silver ETC
2.87%147.59%21.12%-0.77%3.39%-12.85%45.85%16.35%-8.76%3.68%

Correlation

The correlation between IGLN.L and ISLN.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.73

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

0.74

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

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.75

The correlation between IGLN.L and ISLN.L has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.

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Return for Risk

IGLN.L vs. ISLN.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: 3636
Overall Rank
IGLN.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3939
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3333
Martin Ratio Rank

ISLN.L
ISLN.L Risk / Return Rank: 5252
Overall Rank
ISLN.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 5858
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 3939
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. ISLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and iShares Physical Silver ETC (ISLN.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.LISLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

1.86

2.78

-0.93

Martin ratioReturn relative to average drawdown

4.79

6.08

-1.29

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

The current IGLN.L Sharpe Ratio is 1.30, which is lower than the ISLN.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IGLN.L and ISLN.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.LISLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.99

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.60

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.51

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.12

+0.34

Drawdowns

IGLN.L vs. ISLN.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.24%, smaller than the maximum ISLN.L drawdown of -76.63%. Use the drawdown chart below to compare losses from any high point for IGLN.L and ISLN.L.


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Drawdown Indicators


IGLN.LISLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.24%

-76.63%

+31.39%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

-40.67%

+23.31%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-40.67%

+23.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-40.67%

+19.52%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

-42.90%

+21.75%

Current Drawdown

Current decline from peak

-15.66%

-35.25%

+19.59%

Average Drawdown

Average peak-to-trough decline

-19.80%

-54.28%

+34.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.74%

18.63%

-11.89%

Volatility

IGLN.L vs. ISLN.L - Volatility Comparison

The current volatility for iShares Physical Gold ETC (IGLN.L) is 6.36%, while iShares Physical Silver ETC (ISLN.L) has a volatility of 17.61%. This indicates that IGLN.L experiences smaller price fluctuations and is considered to be less risky than ISLN.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.LISLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

17.61%

-11.25%

Volatility (6M)

Calculated over the trailing 6-month period

21.73%

54.22%

-32.49%

Volatility (1Y)

Calculated over the trailing 1-year period

24.78%

56.90%

-32.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

35.49%

-18.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

30.92%

-15.38%

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

IGLN.L has a 0.25% expense ratio, which is higher than ISLN.L's 0.20% 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%.


Dividends

IGLN.L vs. ISLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IGLN.L and ISLN.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISLN.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISLN.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IGLN.L.

IGLN.L is categorized as Gold, while ISLN.L is Silver. IGLN.L tracks LBMA Gold Price, while ISLN.L tracks LBMA Silver Price. Their fees differ too: 0.25% for IGLN.L and 0.20% for ISLN.L.

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