IQQ0.DE vs. EGLN.L
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and iShares Physical Gold ETC (EGLN.L).
IQQ0.DE and EGLN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQ0.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Nov 30, 2012. EGLN.L is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Apr 8, 2011. Both IQQ0.DE and EGLN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IQQ0.DE vs. EGLN.L - Performance Comparison
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IQQ0.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.21% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
EGLN.L iShares Physical Gold ETC | 12.23% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.62% | 3.36% | -1.73% |
Returns By Period
In the year-to-date period, IQQ0.DE achieves a 1.21% return, which is significantly lower than EGLN.L's 12.23% return.
IQQ0.DE
- 1D
- -0.55%
- 1M
- -3.14%
- YTD
- 1.21%
- 6M
- 1.03%
- 1Y
- -4.36%
- 3Y*
- 6.86%
- 5Y*
- 6.40%
- 10Y*
- 7.05%
EGLN.L
- 1D
- 2.75%
- 1M
- -9.22%
- YTD
- 12.23%
- 6M
- 24.97%
- 1Y
- 42.13%
- 3Y*
- 31.11%
- 5Y*
- 22.75%
- 10Y*
- —
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IQQ0.DE vs. EGLN.L - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is higher than EGLN.L's 0.25% expense ratio.
Return for Risk
IQQ0.DE vs. EGLN.L — Risk / Return Rank
IQQ0.DE
EGLN.L
IQQ0.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and iShares Physical Gold ETC (EGLN.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.
| IQQ0.DE | EGLN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.34 | 1.73 | -2.07 |
Sortino ratioReturn per unit of downside risk | -0.38 | 2.21 | -2.59 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.33 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | -0.44 | 2.57 | -3.01 |
Martin ratioReturn relative to average drawdown | -0.91 | 9.71 | -10.62 |
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
| IQQ0.DE | EGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | 1.73 | -2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 1.42 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 1.03 | -0.26 |
Correlation
The correlation between IQQ0.DE and EGLN.L is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IQQ0.DE vs. EGLN.L - Dividend Comparison
Neither IQQ0.DE nor EGLN.L has paid dividends to shareholders.
Drawdowns
IQQ0.DE vs. EGLN.L - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, which is greater than EGLN.L's maximum drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and EGLN.L.
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Drawdown Indicators
| IQQ0.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -18.35% | -10.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.81% | -16.70% | +6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -16.70% | +3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | — | — |
Current DrawdownCurrent decline from peak | -7.00% | -9.22% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -6.24% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 4.42% | +0.38% |
Volatility
IQQ0.DE vs. EGLN.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.67%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 11.14%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQ0.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 11.14% | -8.47% |
Volatility (6M)Calculated over the trailing 6-month period | 5.37% | 21.19% | -15.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.08% | 24.26% | -13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.10% | 15.98% | -5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.65% | 14.32% | -2.67% |