IS0E.DE vs. EGLN.L
IS0E.DE (iShares Gold Producers UCITS ETF) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IS0E.DE is a Precious Metals fund tracking the S&P Commodity Producers Gold, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, IS0E.DE returned 19.77%/yr vs 19.69%/yr for EGLN.L. A 0.69 correlation means they provide meaningful diversification when combined. IS0E.DE charges 0.55%/yr vs 0.25%/yr for EGLN.L.
Performance
IS0E.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly lower than EGLN.L's 4.83% return.
IS0E.DE
- 1D
- 0.88%
- 1M
- -5.38%
- YTD
- -0.06%
- 6M
- 7.39%
- 1Y
- 60.26%
- 3Y*
- 38.14%
- 5Y*
- 19.77%
- 10Y*
- 13.92%
EGLN.L
- 1D
- 0.55%
- 1M
- -3.66%
- YTD
- 4.83%
- 6M
- 6.17%
- 1Y
- 31.10%
- 3Y*
- 28.02%
- 5Y*
- 19.69%
- 10Y*
- —
IS0E.DE vs. EGLN.L - 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% |
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.62% | 3.36% | -1.73% |
Correlation
The correlation between IS0E.DE and EGLN.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2016 | 0.69 |
The correlation between IS0E.DE and EGLN.L has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
IS0E.DE vs. EGLN.L — Risk / Return Rank
IS0E.DE
EGLN.L
IS0E.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.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.
| IS0E.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.80 | +0.37 |
| Martin ratioReturn relative to average drawdown | 5.45 | 4.58 | +0.87 |
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 | EGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.30 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 1.22 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.95 | -0.77 |
Drawdowns
IS0E.DE vs. EGLN.L - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -71.63%, 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 IS0E.DE and EGLN.L.
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Drawdown Indicators
| IS0E.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.63% | -18.35% | -53.28% |
Max Drawdown (1Y)Largest decline over 1 year | -27.26% | -16.70% | -10.56% |
Max Drawdown (3Y)Largest decline over 3 years | -27.26% | -16.70% | -10.56% |
Max Drawdown (5Y)Largest decline over 5 years | -38.03% | -16.70% | -21.33% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | — | — |
Current DrawdownCurrent decline from peak | -22.93% | -15.21% | -7.72% |
Average DrawdownAverage peak-to-trough decline | -33.74% | -6.34% | -27.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.85% | 6.57% | +4.28% |
Volatility
IS0E.DE vs. EGLN.L - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 12.84% compared to iShares Physical Gold ETC (EGLN.L) at 5.42%. This indicates that IS0E.DE's price experiences larger fluctuations and is considered to be riskier 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
| IS0E.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.84% | 5.42% | +7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 33.62% | 20.15% | +13.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.58% | 23.14% | +24.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.83% | 16.17% | +17.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 14.38% | +18.15% |
IS0E.DE vs. EGLN.L - Expense Ratio Comparison
IS0E.DE has a 0.55% expense ratio, which is higher than EGLN.L's 0.25% expense ratio.
Dividends
IS0E.DE vs. EGLN.L - Dividend Comparison
Neither IS0E.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
IS0E.DE and EGLN.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGLN.L is cheaper with a 0.25% expense ratio, compared with 0.55% for IS0E.DE.
IS0E.DE is categorized as Precious Metals, while EGLN.L is Gold. IS0E.DE tracks S&P Commodity Producers Gold, while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.55% for IS0E.DE and 0.25% for EGLN.L.
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