IS0E.DE vs. GOLD

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Gold Producers UCITS ETF (IS0E.DE) and Gold.com, Inc (GOLD).

IS0E.DE is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Gold. It was launched on Sep 16, 2011.

Performance

IS0E.DE vs. GOLD - Performance Comparison

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

IS0E.DE vs. GOLD - Yearly Performance Comparison

	2026 (YTD)	2025
IS0E.DE iShares Gold Producers UCITS ETF	12.43%	9.71%
GOLD Gold.com, Inc	25.11%	13.14%

Different Trading Currencies

IS0E.DE is traded in EUR, while GOLD is traded in USD. To make them comparable, the GOLD 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 12.43% return, which is significantly lower than GOLD's 25.11% return.

IS0E.DE

• 1D: 7.42%
• 1M: -13.09%
• YTD: 12.43%
• 6M: 28.53%
• 1Y: 96.78%
• 3Y*: 43.42%
• 5Y*: 25.64%
• 10Y*: 18.11%

GOLD

• 1D: 4.21%
• 1M: -25.69%
• YTD: 25.11%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IS0E.DE vs. GOLD — 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: 89
IS0E.DE Sharpe Ratio Rank: 90
IS0E.DE Sortino Ratio Rank: 84
IS0E.DE Omega Ratio Rank: 85
IS0E.DE Calmar Ratio Rank: 93
IS0E.DE Martin Ratio Rank: 91

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. GOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and Gold.com, Inc (GOLD). 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	GOLD	Difference
Sharpe ratio Return per unit of total volatility	2.01	—	—
Sortino ratio Return per unit of downside risk	2.32	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	3.69	—	—
Martin ratio Return relative to average drawdown	12.94	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IS0E.DE	GOLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.01	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	3.09	-2.89

Correlation

The correlation between IS0E.DE and GOLD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IS0E.DE vs. GOLD - Dividend Comparison

IS0E.DE has not paid dividends to shareholders, while GOLD's dividend yield for the trailing twelve months is around 0.48%.

	TTM
IS0E.DE iShares Gold Producers UCITS ETF	0.00%
GOLD Gold.com, Inc	0.48%

Drawdowns

IS0E.DE vs. GOLD - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -71.63%, which is greater than GOLD's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and GOLD.

Drawdown Indicators

	IS0E.DE	GOLD	Difference
Max Drawdown Largest peak-to-trough decline	-71.63%	-40.58%	-31.05%
Max Drawdown (1Y) Largest decline over 1 year	-27.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.03%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.62%	—	—
Current Drawdown Current decline from peak	-13.30%	-34.59%	+21.29%
Average Drawdown Average peak-to-trough decline	-33.92%	-9.57%	-24.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.78%	—	—

Volatility

Volatility by Period

	IS0E.DE	GOLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	42.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	47.79%	62.09%	-14.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.28%	62.09%	-28.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.60%	62.09%	-29.49%