IS0E.DE vs. EFA
IS0E.DE (iShares Gold Producers UCITS ETF) and EFA (iShares MSCI EAFE ETF) are both exchange-traded funds - IS0E.DE is a Precious Metals fund tracking the S&P Commodity Producers Gold, while EFA is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Both are passively managed. Over the past 10 years, IS0E.DE returned 13.92%/yr vs 9.00%/yr for EFA. At a 0.10 correlation, their price movements are largely independent. IS0E.DE charges 0.55%/yr vs 0.32%/yr for EFA.
Performance
IS0E.DE vs. EFA - Performance Comparison
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Different Trading Currencies
IS0E.DE is traded in EUR, while EFA is traded in USD. To make them comparable, the EFA 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 EFA's 9.11% return. Over the past 10 years, IS0E.DE has outperformed EFA with an annualized return of 13.92%, while EFA has yielded a comparatively lower 9.00% 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%
EFA
- 1D
- 0.49%
- 1M
- 1.12%
- YTD
- 9.11%
- 6M
- 10.65%
- 1Y
- 17.29%
- 3Y*
- 13.20%
- 5Y*
- 9.21%
- 10Y*
- 9.00%
IS0E.DE vs. EFA - 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% |
EFA iShares MSCI EAFE ETF | 9.11% | 15.94% | 10.32% | 14.81% | -9.08% | 19.78% | -1.27% | 24.80% | -9.78% | 9.70% |
Correlation
The correlation between IS0E.DE and EFA is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2012 | 0.10 |
The correlation between IS0E.DE and EFA shifts across timeframes, from 0.10 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS0E.DE vs. EFA — Risk / Return Rank
IS0E.DE
EFA
IS0E.DE vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and iShares MSCI EAFE ETF (EFA). 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 | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.81 | +0.36 |
| Martin ratioReturn relative to average drawdown | 5.45 | 7.25 | -1.80 |
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 | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.31 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.66 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.57 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.29 | -0.11 |
Drawdowns
IS0E.DE vs. EFA - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -71.63%, which is greater than EFA's maximum drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and EFA.
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Drawdown Indicators
| IS0E.DE | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.63% | -55.58% | -16.05% |
Max Drawdown (1Y)Largest decline over 1 year | -27.26% | -9.60% | -17.66% |
Max Drawdown (3Y)Largest decline over 3 years | -27.26% | -15.70% | -11.56% |
Max Drawdown (5Y)Largest decline over 5 years | -38.03% | -17.18% | -20.85% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | -33.89% | -11.73% |
Current DrawdownCurrent decline from peak | -22.93% | -1.32% | -21.61% |
Average DrawdownAverage peak-to-trough decline | -33.74% | -11.02% | -22.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.85% | 2.40% | +8.45% |
Volatility
IS0E.DE vs. EFA - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 12.84% compared to iShares MSCI EAFE ETF (EFA) at 3.45%. This indicates that IS0E.DE's price experiences larger fluctuations and is considered to be riskier than EFA 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 | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.84% | 3.45% | +9.39% |
Volatility (6M)Calculated over the trailing 6-month period | 33.62% | 10.99% | +22.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.58% | 13.32% | +34.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.83% | 14.01% | +19.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 16.01% | +16.52% |
IS0E.DE vs. EFA - Expense Ratio Comparison
IS0E.DE has a 0.55% expense ratio, which is higher than EFA's 0.32% expense ratio.
Dividends
IS0E.DE vs. EFA - Dividend Comparison
IS0E.DE has not paid dividends to shareholders, while EFA's dividend yield for the trailing twelve months is around 3.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.16% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
IS0E.DE iShares Gold Producers UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IS0E.DE and EFA have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFA is cheaper with a 0.32% expense ratio, compared with 0.55% for IS0E.DE.
IS0E.DE is categorized as Precious Metals, while EFA is Foreign Large Cap Equities. IS0E.DE tracks S&P Commodity Producers Gold, while EFA tracks MSCI EAFE Index (Net). Their fees differ too: 0.55% for IS0E.DE and 0.32% for EFA.
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