PortfoliosLab logoPortfoliosLab logo
IGLN.L vs. IWVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLN.L vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGLN.L achieves a -3.71% return, which is significantly lower than IWVL.L's 33.55% return. Both investments have delivered pretty close results over the past 10 years, with IGLN.L having a 12.38% annualized return and IWVL.L not far ahead at 12.93%.


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%

IWVL.L

1D
-0.10%
1M
4.07%
YTD
33.55%
6M
34.67%
1Y
65.18%
3Y*
28.64%
5Y*
17.14%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLN.L vs. IWVL.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%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
33.55%40.42%5.13%19.53%-9.79%20.11%-3.67%18.13%-14.03%22.60%

Correlation

The correlation between IGLN.L and IWVL.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.29

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

0.26

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

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.10

Over the past year, IGLN.L and IWVL.L have become more correlated (0.36) than their long-term average of 0.10, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IGLN.L vs. IWVL.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

IWVL.L
IWVL.L Risk / Return Rank: 9696
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
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. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.LIWVL.LDifference
Sharpe ratioReturn per unit of total volatility

-3.17

Sortino ratioReturn per unit of downside risk

-4.33

Omega ratioGain probability vs. loss probability

1.18

1.73

-0.55

Calmar ratioReturn relative to maximum drawdown

1.00

7.52

-6.52

Martin ratioReturn relative to average drawdown

2.93

27.49

-24.56

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

The current IGLN.L Sharpe Ratio is 0.89, which is lower than the IWVL.L Sharpe Ratio of 4.06. The chart below compares the historical Sharpe Ratios of IGLN.L and IWVL.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.


Loading charts...

Drawdowns

IGLN.L vs. IWVL.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.25%, which is greater than IWVL.L's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for IGLN.L and IWVL.L.


Loading charts...

Drawdown Indicators


IGLN.LIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-39.30%

-5.95%

Max Drawdown (1Y)

Largest decline over 1 year

-23.02%

-8.74%

-14.28%

Max Drawdown (3Y)

Largest decline over 3 years

-23.02%

-14.46%

-8.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-26.55%

+3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-23.02%

-39.30%

+16.28%

Current Drawdown

Current decline from peak

-21.68%

-1.45%

-20.23%

Average Drawdown

Average peak-to-trough decline

-19.72%

-7.46%

-12.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

2.39%

+5.49%

Volatility

IGLN.L vs. IWVL.L - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) has a higher volatility of 8.58% compared to iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) at 6.20%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGLN.LIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

6.20%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

22.91%

13.71%

+9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

25.83%

16.23%

+9.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

16.12%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

17.00%

-1.31%

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

IGLN.L has a 0.12% expense ratio, which is lower than IWVL.L's 0.25% 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. IWVL.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IGLN.L and IWVL.L have a correlation of 0.36, 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 0.25% for IWVL.L.

IGLN.L is categorized as Gold, while IWVL.L is Global Equities. IGLN.L tracks LBMA Gold Price, while IWVL.L tracks MSCI World Enhanced Value Index. Their fees differ too: 0.12% for IGLN.L and 0.25% for IWVL.L.

Portfolio Optimizer

Find the right allocation for IGLN.L and IWVL.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer