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IS0E.DE vs. ETLX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0E.DE vs. ETLX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Gold Producers UCITS ETF (IS0E.DE) and L&G Gold Mining UCITS ETF (ETLX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly higher than ETLX.DE's -2.30% return. Over the past 10 years, IS0E.DE has underperformed ETLX.DE with an annualized return of 13.92%, while ETLX.DE has yielded a comparatively higher 15.32% annualized 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%

ETLX.DE

1D
0.57%
1M
-6.27%
YTD
-2.30%
6M
5.08%
1Y
60.19%
3Y*
46.63%
5Y*
23.41%
10Y*
15.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0E.DE vs. ETLX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ETLX.DE
L&G Gold Mining UCITS ETF
-2.30%152.55%27.41%11.05%-7.10%-3.32%12.25%42.55%-5.79%-3.18%

Correlation

The correlation between IS0E.DE and ETLX.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

0.96

The correlation between IS0E.DE and ETLX.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

IS0E.DE vs. ETLX.DE — Risk / Return Rank

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

IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
Martin Ratio Rank

ETLX.DE
ETLX.DE Risk / Return Rank: 3737
Overall Rank
ETLX.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ETLX.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ETLX.DE Omega Ratio Rank: 3636
Omega Ratio Rank
ETLX.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
ETLX.DE Martin Ratio Rank: 3535
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.

IS0E.DE vs. ETLX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and L&G Gold Mining UCITS ETF (ETLX.DE). 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.DEETLX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

2.17

2.11

+0.06

Martin ratioReturn relative to average drawdown

5.45

5.29

+0.16

IS0E.DE vs. ETLX.DE - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.24, which is comparable to the ETLX.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IS0E.DE and ETLX.DE, 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


IS0E.DEETLX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.33

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.64

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.45

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.23

-0.05

Drawdowns

IS0E.DE vs. ETLX.DE - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -71.63%, roughly equal to the maximum ETLX.DE drawdown of -73.44%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and ETLX.DE.


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Drawdown Indicators


IS0E.DEETLX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-73.44%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-28.89%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-27.26%

-28.89%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-42.03%

+4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-47.05%

+1.43%

Current Drawdown

Current decline from peak

-22.93%

-24.71%

+1.78%

Average Drawdown

Average peak-to-trough decline

-33.74%

-34.69%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.85%

11.52%

-0.67%

Volatility

IS0E.DE vs. ETLX.DE - Volatility Comparison

The current volatility for iShares Gold Producers UCITS ETF (IS0E.DE) is 12.84%, while L&G Gold Mining UCITS ETF (ETLX.DE) has a volatility of 14.03%. This indicates that IS0E.DE experiences smaller price fluctuations and is considered to be less risky than ETLX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0E.DEETLX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

14.03%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

33.62%

35.22%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

47.58%

45.70%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.83%

36.04%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

33.83%

-1.30%

IS0E.DE vs. ETLX.DE - Expense Ratio Comparison

IS0E.DE has a 0.55% expense ratio, which is lower than ETLX.DE's 0.65% expense ratio.


Dividends

IS0E.DE vs. ETLX.DE - Dividend Comparison

Neither IS0E.DE nor ETLX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, IS0E.DE and ETLX.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IS0E.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0E.DE is cheaper with a 0.55% expense ratio, compared with 0.65% for ETLX.DE.

IS0E.DE tracks S&P Commodity Producers Gold, while ETLX.DE tracks DAXglobal® Gold Miners. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.55% for IS0E.DE and 0.65% for ETLX.DE.

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