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IGLN.L vs. SPYY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLN.L vs. SPYY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and SPDR MSCI ACWI UCITS ETF (SPYY.DE). 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 SPYY.DE is traded in EUR. To make them comparable, the SPYY.DE 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 0.50% return, which is significantly lower than SPYY.DE's 11.23% return. Both investments have delivered pretty close results over the past 10 years, with IGLN.L having a 12.87% annualized return and SPYY.DE not far behind at 12.65%.


IGLN.L

1D
-0.32%
1M
-8.04%
YTD
0.50%
6M
3.23%
1Y
29.84%
3Y*
30.05%
5Y*
17.89%
10Y*
12.87%

SPYY.DE

1D
-0.11%
1M
2.08%
YTD
11.23%
6M
12.43%
1Y
28.54%
3Y*
21.20%
5Y*
11.30%
10Y*
12.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLN.L vs. SPYY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLN.L
iShares Physical Gold ETC
0.50%64.93%26.14%13.44%-0.09%-4.03%24.16%18.30%-1.33%11.69%
SPYY.DE
SPDR MSCI ACWI UCITS ETF
11.23%23.58%17.44%21.95%-18.56%18.93%15.39%27.46%-10.44%24.19%

Correlation

The correlation between IGLN.L and SPYY.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.25

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

0.21

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2011

0.06

Over the past year, IGLN.L and SPYY.DE have become more correlated (0.29) than their long-term average of 0.06, meaning their price movements have been converging.

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Return for Risk

IGLN.L vs. SPYY.DE — 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: 3535
Overall Rank
IGLN.L Sharpe Ratio Rank: 3636
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: 3636
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3131
Martin Ratio Rank

SPYY.DE
SPYY.DE Risk / Return Rank: 7777
Overall Rank
SPYY.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPYY.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SPYY.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SPYY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SPYY.DE Martin Ratio Rank: 8383
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. SPYY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and SPDR MSCI ACWI UCITS ETF (SPYY.DE). 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.LSPYY.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.23

1.42

-0.19

Calmar ratioReturn relative to maximum drawdown

1.63

3.25

-1.62

Martin ratioReturn relative to average drawdown

4.30

13.90

-9.60

IGLN.L vs. SPYY.DE - Sharpe Ratio Comparison

The current IGLN.L Sharpe Ratio is 1.19, which is lower than the SPYY.DE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IGLN.L and SPYY.DE, 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.LSPYY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.36

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.73

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.79

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.69

-0.25

Drawdowns

IGLN.L vs. SPYY.DE - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.25%, which is greater than SPYY.DE's maximum drawdown of -33.97%. Use the drawdown chart below to compare losses from any high point for IGLN.L and SPYY.DE.


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Drawdown Indicators


IGLN.LSPYY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-33.97%

-11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-18.26%

-8.86%

-9.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.26%

-17.49%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-26.25%

+5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

-33.97%

+12.82%

Current Drawdown

Current decline from peak

-18.26%

-0.78%

-17.48%

Average Drawdown

Average peak-to-trough decline

-19.72%

-4.82%

-14.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.93%

2.07%

+4.86%

Volatility

IGLN.L vs. SPYY.DE - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) has a higher volatility of 6.10% compared to SPDR MSCI ACWI UCITS ETF (SPYY.DE) at 3.42%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier than SPYY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLN.LSPYY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

3.42%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

9.32%

+12.55%

Volatility (1Y)

Calculated over the trailing 1-year period

24.98%

12.22%

+12.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

15.39%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

15.92%

-0.36%

IGLN.L vs. SPYY.DE - Expense Ratio Comparison

IGLN.L has a 0.12% expense ratio, which is lower than SPYY.DE's 0.40% expense ratio.


Dividends

IGLN.L vs. SPYY.DE - Dividend Comparison

Neither IGLN.L nor SPYY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGLN.L and SPYY.DE have a correlation of 0.29, 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 0.40% for SPYY.DE.

IGLN.L is categorized as Gold, while SPYY.DE is Global Equities. IGLN.L tracks LBMA Gold Price, while SPYY.DE tracks MSCI All Country World (ACWI). They also come from different issuers: iShares and State Street. Their fees differ too: 0.12% for IGLN.L and 0.40% for SPYY.DE.

Portfolio Optimizer

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