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IGLN.L vs. UC15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLN.L vs. UC15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Gold ETC (IGLN.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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 UC15.L is traded in GBp. To make them comparable, the UC15.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 0.50% return, which is significantly lower than UC15.L's 20.85% return. Over the past 10 years, IGLN.L has outperformed UC15.L with an annualized return of 12.87%, while UC15.L has yielded a comparatively lower 8.76% annualized return.


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%

UC15.L

1D
1.09%
1M
-1.35%
YTD
20.85%
6M
22.12%
1Y
28.98%
3Y*
12.79%
5Y*
11.31%
10Y*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLN.L vs. UC15.L - 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%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
20.85%10.01%4.66%-1.58%16.07%34.87%0.50%9.54%-11.09%7.02%

Correlation

The correlation between IGLN.L and UC15.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.25

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

0.28

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.25

The correlation between IGLN.L and UC15.L shifts across timeframes, from 0.11 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGLN.L vs. UC15.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: 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

UC15.L
UC15.L Risk / Return Rank: 7878
Overall Rank
UC15.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 7575
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 7878
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. UC15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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.LUC15.LDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.23

1.39

-0.16

Calmar ratioReturn relative to maximum drawdown

1.63

5.20

-3.57

Martin ratioReturn relative to average drawdown

4.30

13.18

-8.89

IGLN.L vs. UC15.L - Sharpe Ratio Comparison

The current IGLN.L Sharpe Ratio is 1.19, which is lower than the UC15.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IGLN.L and UC15.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.LUC15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.20

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.57

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.51

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.01

+0.43

Drawdowns

IGLN.L vs. UC15.L - Drawdown Comparison

The maximum IGLN.L drawdown since its inception was -45.25%, smaller than the maximum UC15.L drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for IGLN.L and UC15.L.


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Drawdown Indicators


IGLN.LUC15.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-98.90%

+53.65%

Max Drawdown (1Y)

Largest decline over 1 year

-18.26%

-5.55%

-12.71%

Max Drawdown (3Y)

Largest decline over 3 years

-18.26%

-22.29%

+4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-22.29%

+1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

-35.40%

+14.25%

Current Drawdown

Current decline from peak

-18.26%

-4.52%

-13.74%

Average Drawdown

Average peak-to-trough decline

-19.72%

-22.24%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.93%

2.19%

+4.74%

Volatility

IGLN.L vs. UC15.L - Volatility Comparison

iShares Physical Gold ETC (IGLN.L) has a higher volatility of 6.10% compared to UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) at 5.00%. This indicates that IGLN.L's price experiences larger fluctuations and is considered to be riskier than UC15.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.LUC15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

5.00%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

11.09%

+10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

24.98%

13.16%

+11.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

19.83%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

17.21%

-1.65%

IGLN.L vs. UC15.L - Expense Ratio Comparison

IGLN.L has a 0.12% expense ratio, which is lower than UC15.L's 0.34% expense ratio.


Dividends

IGLN.L vs. UC15.L - Dividend Comparison

Neither IGLN.L nor UC15.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGLN.L and UC15.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 0.34% for UC15.L.

IGLN.L is categorized as Gold, while UC15.L is Commodities. IGLN.L tracks LBMA Gold Price, while UC15.L tracks UBS CMCI. They also come from different issuers: iShares and UBS. Their fees differ too: 0.12% for IGLN.L and 0.34% for UC15.L.

Portfolio Optimizer

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