IS0E.DE vs. AMZN
IS0E.DE (iShares Gold Producers UCITS ETF) is Precious Metals fund tracking the S&P Commodity Producers Gold, while AMZN (Amazon.com, Inc) is a stock. Over the past 10 years, IS0E.DE returned 13.92%/yr vs 20.94%/yr for AMZN. At a 0.01 correlation, their price movements are largely independent.
Performance
IS0E.DE vs. AMZN - Performance Comparison
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Different Trading Currencies
IS0E.DE is traded in EUR, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly lower than AMZN's 8.68% return. Over the past 10 years, IS0E.DE has underperformed AMZN with an annualized return of 13.92%, while AMZN has yielded a comparatively higher 20.94% annualized return.
IS0E.DE
- 1D
- 0.88%
- 1M
- -6.27%
- YTD
- -0.06%
- 6M
- 8.72%
- 1Y
- 63.71%
- 3Y*
- 38.14%
- 5Y*
- 19.77%
- 10Y*
- 13.92%
AMZN
- 1D
- 0.00%
- 1M
- -7.70%
- YTD
- 8.68%
- 6M
- 9.53%
- 1Y
- 13.93%
- 3Y*
- 22.99%
- 5Y*
- 9.65%
- 10Y*
- 20.94%
IS0E.DE vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0E.DE iShares Gold Producers UCITS ETF | -0.06% | 129.59% | 18.76% | 6.29% | -3.80% | -3.04% | 13.47% | 44.05% | -4.38% | -6.00% |
AMZN Amazon.com, Inc | 8.20% | -7.28% | 53.92% | 75.46% | -46.49% | 10.03% | 61.73% | 25.81% | 34.46% | 36.79% |
Correlation
The correlation between IS0E.DE and AMZN is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2012 | 0.01 |
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Return for Risk
IS0E.DE vs. AMZN — Risk / Return Rank
IS0E.DE
AMZN
IS0E.DE vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and Amazon.com, Inc (AMZN). 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.
| IS0E.DE | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.11 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 0.58 | +1.59 |
| Martin ratioReturn relative to average drawdown | 5.45 | 1.41 | +4.04 |
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
| IS0E.DE | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.46 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.27 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.64 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.70 | -0.52 |
Drawdowns
IS0E.DE vs. AMZN - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -71.63%, which is greater than AMZN's maximum drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and AMZN.
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Drawdown Indicators
| IS0E.DE | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.63% | -60.20% | -11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -27.26% | -24.04% | -3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -27.26% | -37.68% | +10.42% |
Max Drawdown (5Y)Largest decline over 5 years | -38.03% | -52.70% | +14.67% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | -52.70% | +7.08% |
Current DrawdownCurrent decline from peak | -22.93% | -9.19% | -13.74% |
Average DrawdownAverage peak-to-trough decline | -33.74% | -12.39% | -21.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.85% | 9.88% | +0.97% |
Volatility
IS0E.DE vs. AMZN - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 12.84% compared to Amazon.com, Inc (AMZN) at 7.10%. This indicates that IS0E.DE's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0E.DE | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.84% | 7.10% | +5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 33.62% | 19.92% | +13.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.58% | 30.39% | +17.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.83% | 35.35% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 32.75% | -0.22% |
Dividends
IS0E.DE vs. AMZN - Dividend Comparison
Neither IS0E.DE nor AMZN has paid dividends to shareholders.
Frequently Asked Questions
IS0E.DE and AMZN have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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