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IGLN.L vs. U03A.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLN.L vs. U03A.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc) (U03A.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 U03A.L's 1.51% return.


IGLN.L

1D
0.68%
1M
-4.75%
YTD
3.70%
6M
6.00%
1Y
33.05%
3Y*
31.55%
5Y*
18.61%
10Y*
13.42%

U03A.L

1D
0.03%
1M
0.33%
YTD
1.51%
6M
1.79%
1Y
3.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLN.L vs. U03A.L - Yearly Performance Comparison


2026 (YTD)20252024
IGLN.L
iShares Physical Gold ETC
3.70%64.92%-2.36%
U03A.L
iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc)
1.51%4.22%1.33%

Correlation

The correlation between IGLN.L and U03A.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

-0.03

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Return for Risk

IGLN.L vs. U03A.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

U03A.L
U03A.L Risk / Return Rank: 9999
Overall Rank
U03A.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
U03A.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
U03A.L Omega Ratio Rank: 9999
Omega Ratio Rank
U03A.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
U03A.L Martin Ratio Rank: 9999
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. U03A.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc) (U03A.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.LU03A.LDifference
Sharpe ratioReturn per unit of total volatility

-7.55

Sortino ratioReturn per unit of downside risk

-18.67

Omega ratioGain probability vs. loss probability

1.25

5.03

-3.78

Calmar ratioReturn relative to maximum drawdown

1.86

41.98

-40.13

Martin ratioReturn relative to average drawdown

4.79

274.18

-269.39

IGLN.L vs. U03A.L - Sharpe Ratio Comparison

The current IGLN.L Sharpe Ratio is 1.30, which is lower than the U03A.L Sharpe Ratio of 8.85. The chart below compares the historical Sharpe Ratios of IGLN.L and U03A.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.LU03A.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

8.85

-7.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

4.99

-4.53

Drawdowns

IGLN.L vs. U03A.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.24%, which is greater than U03A.L's maximum drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for IGLN.L and U03A.L.


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Drawdown Indicators


IGLN.LU03A.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.24%

-0.83%

-44.41%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

-0.10%

-17.26%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

Current Drawdown

Current decline from peak

-15.66%

0.00%

-15.66%

Average Drawdown

Average peak-to-trough decline

-19.80%

-0.01%

-19.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.74%

0.01%

+6.73%

Volatility

IGLN.L vs. U03A.L - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) has a higher volatility of 6.36% compared to iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc) (U03A.L) at 0.13%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier than U03A.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.LU03A.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

0.13%

+6.23%

Volatility (6M)

Calculated over the trailing 6-month period

21.73%

0.26%

+21.47%

Volatility (1Y)

Calculated over the trailing 1-year period

24.78%

0.45%

+24.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

0.88%

+16.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

0.88%

+14.66%

IGLN.L vs. U03A.L - Expense Ratio Comparison

IGLN.L has a 0.25% expense ratio, which is higher than U03A.L's 0.07% 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. U03A.L - Dividend Comparison

Neither IGLN.L nor U03A.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGLN.L and U03A.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, U03A.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

U03A.L is cheaper with a 0.07% expense ratio, compared with 0.25% for IGLN.L.

IGLN.L is categorized as Gold, while U03A.L is Ultrashort Bond. IGLN.L tracks LBMA Gold Price, while U03A.L tracks ICE 0-3 Month US Treasury Bill Index. Their fees differ too: 0.25% for IGLN.L and 0.07% for U03A.L.

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