IGLN.L vs. YCA.L
IGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while YCA.L (Yellow Cake plc) is a stock. Over the past 5 years, IGLN.L returned 18.61%/yr vs 14.11%/yr for YCA.L. At a 0.22 correlation, their price movements are largely independent.
Performance
IGLN.L vs. YCA.L - Performance Comparison
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Different Trading Currencies
IGLN.L is traded in USD, while YCA.L is traded in GBp. To make them comparable, the YCA.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 3.70% return, which is significantly higher than YCA.L's -5.13% 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%
YCA.L
- 1D
- -1.70%
- 1M
- -6.73%
- YTD
- -5.13%
- 6M
- 4.45%
- 1Y
- 14.51%
- 3Y*
- 12.69%
- 5Y*
- 14.11%
- 10Y*
- —
IGLN.L vs. YCA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IGLN.L iShares Physical Gold ETC | 3.70% | 64.92% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.28% | 1.83% |
YCA.L Yellow Cake plc | -5.13% | 27.39% | -20.54% | 73.82% | -1.60% | 35.31% | 27.68% | -8.71% | 8.17% |
Correlation
The correlation between IGLN.L and YCA.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2018 | 0.22 |
Over the past year, IGLN.L and YCA.L have become more correlated (0.44) than their long-term average of 0.22, meaning their price movements have been converging.
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Return for Risk
IGLN.L vs. YCA.L — Risk / Return Rank
IGLN.L
YCA.L
IGLN.L vs. YCA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (IGLN.L) and Yellow Cake plc (YCA.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.L | YCA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.10 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.57 | +1.28 |
| Martin ratioReturn relative to average drawdown | 4.79 | 1.15 | +3.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGLN.L | YCA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.39 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.36 | +0.71 |
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 | 0.38 | +0.08 |
Drawdowns
IGLN.L vs. YCA.L - Drawdown Comparison
The maximum IGLN.L drawdown since its inception was -45.24%, smaller than the maximum YCA.L drawdown of -47.83%. Use the drawdown chart below to compare losses from any high point for IGLN.L and YCA.L.
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Drawdown Indicators
| IGLN.L | YCA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.24% | -47.83% | +2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -17.36% | -25.20% | +7.84% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -47.83% | +30.47% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -47.83% | +26.68% |
Max Drawdown (10Y)Largest decline over 10 years | -21.15% | — | — |
Current DrawdownCurrent decline from peak | -15.66% | -24.18% | +8.52% |
Average DrawdownAverage peak-to-trough decline | -19.80% | -18.14% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.74% | 12.58% | -5.84% |
Volatility
IGLN.L vs. YCA.L - Volatility Comparison
The current volatility for iShares Physical Gold ETC (IGLN.L) is 6.36%, while Yellow Cake plc (YCA.L) has a volatility of 9.46%. This indicates that IGLN.L experiences smaller price fluctuations and is considered to be less risky than YCA.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.L | YCA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 9.46% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 21.73% | 23.54% | -1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.78% | 36.61% | -11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 39.24% | -21.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 36.89% | -21.35% |
Dividends
IGLN.L vs. YCA.L - Dividend Comparison
Neither IGLN.L nor YCA.L has paid dividends to shareholders.
Frequently Asked Questions
IGLN.L and YCA.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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