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

Performance

IMV.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IMV.L is traded in GBp, while IGLN.L is traded in USD. To make them comparable, the IGLN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IMV.L achieves a 4.72% return, which is significantly higher than IGLN.L's 3.39% return. Over the past 10 years, IMV.L has underperformed IGLN.L with an annualized return of 7.68%, while IGLN.L has yielded a comparatively higher 14.18% annualized return.


IMV.L

1D
0.51%
1M
1.21%
YTD
4.72%
6M
5.90%
1Y
8.30%
3Y*
10.49%
5Y*
7.54%
10Y*
7.68%

IGLN.L

1D
0.00%
1M
-2.15%
YTD
3.39%
6M
4.55%
1Y
32.71%
3Y*
27.94%
5Y*
19.72%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS
4.72%17.66%6.63%8.56%-7.83%13.68%1.50%16.37%-2.91%13.29%
IGLN.L
iShares Physical Gold ETC
4.12%53.17%28.35%7.77%11.79%-3.12%20.51%13.78%4.54%2.01%

Correlation

The correlation between IMV.L and IGLN.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.17

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

0.11

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.14

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Return for Risk

IMV.L vs. IGLN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMV.L
IMV.L Risk / Return Rank: 2424
Overall Rank
IMV.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IMV.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IMV.L Omega Ratio Rank: 2626
Omega Ratio Rank
IMV.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IMV.L Martin Ratio Rank: 2323
Martin Ratio Rank

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
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.

IMV.L vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and iShares Physical Gold ETC (IGLN.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.


IMV.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

0.97

1.86

-0.89

Martin ratioReturn relative to average drawdown

2.92

4.95

-2.03

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

The current IMV.L Sharpe Ratio is 0.91, which is lower than the IGLN.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of IMV.L and IGLN.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


IMV.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.35

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.17

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.87

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.52

+0.19

Drawdowns

IMV.L vs. IGLN.L - Drawdown Comparison

The maximum IMV.L drawdown since its inception was -24.48%, smaller than the maximum IGLN.L drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for IMV.L and IGLN.L.


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Drawdown Indicators


IMV.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.48%

-41.86%

+17.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-17.53%

+9.03%

Max Drawdown (3Y)

Largest decline over 3 years

-8.50%

-17.53%

+9.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

-17.53%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-24.48%

-22.37%

-2.11%

Current Drawdown

Current decline from peak

-4.62%

-16.35%

+11.73%

Average Drawdown

Average peak-to-trough decline

-3.57%

-14.94%

+11.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

6.59%

-3.76%

Volatility

IMV.L vs. IGLN.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) is 2.89%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 5.98%. This indicates that IMV.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMV.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

5.98%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

21.12%

-13.41%

Volatility (1Y)

Calculated over the trailing 1-year period

9.13%

24.08%

-14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

16.81%

-5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.31%

16.35%

-4.04%

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

Both IMV.L and IGLN.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IMV.L vs. IGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IMV.L and IGLN.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IMV.L and IGLN.L have the same expense ratio: 0.25% per year.

IMV.L is categorized as Europe Equities, while IGLN.L is Gold. IMV.L tracks MSCI Europe NR EUR, while IGLN.L tracks LBMA Gold Price.

Portfolio Optimizer

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