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

IS0E.DE vs. META

Last updated Jul 21, 2026
Documentation

IS0E.DE (iShares Gold Producers UCITS ETF) is Gold fund tracking the S&P Commodity Producers Gold, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, IS0E.DE returned 10.25%/yr vs 17.87%/yr for META. At a 0.00 correlation, their price movements are largely independent.

Performance

IS0E.DE vs. META - Performance Comparison

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

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Different Trading Currencies

IS0E.DE is traded in EUR, while META is traded in USD. To make them comparable, the META 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 -16.12% return, which is significantly lower than META's 0.86% return. Over the past 10 years, IS0E.DE has underperformed META with an annualized return of 10.25%, while META has yielded a comparatively higher 17.87% annualized return.

IS0E.DE

1D
0.24%
1M
-10.12%
6M
-26.33%
YTD
-16.12%
1Y
42.36%
3Y*
32.35%
5Y*
18.20%
10Y*
10.25%
ALL TIME*
0.89%

META

1D
0.18%
1M
12.35%
6M
6.00%
YTD
0.86%
1Y
-6.32%
3Y*
29.22%
5Y*
14.23%
10Y*
17.87%
ALL TIME*
22.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0E.DE vs. META - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IS0E.DE
iShares Gold Producers UCITS ETF		-16.12%129.59%18.76%6.25%-3.74%-3.07%13.51%44.07%-4.43%-6.02%
META
Meta Platforms, Inc.		0.86%-0.33%77.01%185.31%-62.00%32.34%22.12%60.11%-22.22%34.53%

Correlation

The correlation between IS0E.DE and META is 0.08, 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

0.08

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 May 18, 2012

0.00

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Gold Producers UCITS ETF

Meta Platforms, Inc.

Often compared with IS0E.DE:
IS0E.DE vs. G2X.DEIS0E.DE vs. GDXIS0E.DE vs. SOXXIS0E.DE vs. IUSQ.DEIS0E.DE vs. GLDIS0E.DE vs. SPYIS0E.DE vs. 4GLD.DE
Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. NVDA

Return for Risk

IS0E.DE vs. META — 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: 3232
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 2828
Martin Ratio Rank
META
META Risk / Return Rank: 3535
Overall Rank
META Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
META Sortino Ratio Rank: 3333
Sortino Ratio Rank
META Omega Ratio Rank: 3333
Omega Ratio Rank
META Calmar Ratio Rank: 3737
Calmar Ratio Rank
META Martin Ratio Rank: 3737
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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and Meta Platforms, Inc. (META). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IS0E.DEMETADifference
Sharpe ratioReturn per unit of total volatility
0.95
-0.17

+1.11

Sortino ratioReturn per unit of downside risk
1.43
0.03

+1.40

Omega ratioGain probability vs. loss probability

1.18

1.00

+0.17

Calmar ratioReturn relative to maximum drawdown

1.19

-0.20

+1.38

Martin ratioReturn relative to average drawdown

2.81

-0.36

+3.18

IS0E.DE vs. META - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 0.95, which is higher than the META Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of IS0E.DE and META, 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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Drawdowns

IS0E.DE vs. META - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -82.14%, which is greater than META's maximum drawdown of -71.76%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and META.

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Drawdown Indicators

IS0E.DEMETADifference

Max Drawdown

Largest peak-to-trough decline

-82.14%

-71.76%

-10.38%

Max Drawdown (1Y)

Largest decline over 1 year

-35.48%

-32.44%

-3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-35.48%

-39.99%

+4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-38.05%

-71.76%

+33.71%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

-71.76%

+26.15%

Current Drawdown

Current decline from peak

-35.32%

-19.02%

-16.30%

Average Drawdown

Average peak-to-trough decline

-53.92%

-15.18%

-38.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.01%

17.50%

-2.49%

Volatility

IS0E.DE vs. META - Volatility Comparison

The current volatility for iShares Gold Producers UCITS ETF (IS0E.DE) is 11.90%, while Meta Platforms, Inc. (META) has a volatility of 15.13%. This indicates that IS0E.DE experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IS0E.DEMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.90%

15.13%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

35.88%

30.39%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

44.60%

38.36%

+6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.08%

44.40%

-11.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.28%

39.23%

-6.95%

Dividends

IS0E.DE vs. META - Dividend Comparison

IS0E.DE has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.33%.

PositionTTM20252024
IS0E.DE
iShares Gold Producers UCITS ETF		0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.33%0.32%0.34%

Frequently Asked Questions

IS0E.DE and META have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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