IS0E.DE vs. NVDA
IS0E.DE (iShares Gold Producers UCITS ETF) is Precious Metals fund tracking the S&P Commodity Producers Gold, while NVDA (NVIDIA Corporation) is a stock. Over the past 10 years, IS0E.DE returned 13.92%/yr vs 67.90%/yr for NVDA. At a 0.04 correlation, their price movements are largely independent.
Performance
IS0E.DE vs. NVDA - Performance Comparison
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Different Trading Currencies
IS0E.DE is traded in EUR, while NVDA is traded in USD. To make them comparable, the NVDA 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 NVDA's 12.27% return. Over the past 10 years, IS0E.DE has underperformed NVDA with an annualized return of 13.92%, while NVDA has yielded a comparatively higher 67.90% 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%
NVDA
- 1D
- -5.45%
- 1M
- 0.75%
- YTD
- 12.27%
- 6M
- 13.76%
- 1Y
- 45.74%
- 3Y*
- 70.26%
- 5Y*
- 65.36%
- 10Y*
- 67.90%
IS0E.DE vs. NVDA - 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% |
NVDA NVIDIA Corporation | 12.27% | 22.43% | 189.15% | 228.85% | -47.18% | 142.35% | 103.97% | 80.94% | -27.57% | 59.62% |
Correlation
The correlation between IS0E.DE and NVDA is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2012 | 0.04 |
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Return for Risk
IS0E.DE vs. NVDA — Risk / Return Rank
IS0E.DE
NVDA
IS0E.DE vs. NVDA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and NVIDIA Corporation (NVDA). 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 | NVDA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.33 | -0.16 |
| Martin ratioReturn relative to average drawdown | 5.45 | 5.11 | +0.35 |
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 | NVDA | 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 | 1.28 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 1.36 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.75 | -0.57 |
Drawdowns
IS0E.DE vs. NVDA - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -71.63%, smaller than the maximum NVDA drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and NVDA.
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Drawdown Indicators
| IS0E.DE | NVDA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.63% | -82.97% | +11.34% |
Max Drawdown (1Y)Largest decline over 1 year | -27.26% | -19.76% | -7.50% |
Max Drawdown (3Y)Largest decline over 3 years | -27.26% | -41.46% | +14.20% |
Max Drawdown (5Y)Largest decline over 5 years | -38.03% | -60.91% | +22.88% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | -60.91% | +15.29% |
Current DrawdownCurrent decline from peak | -22.93% | -11.76% | -11.17% |
Average DrawdownAverage peak-to-trough decline | -33.74% | -31.86% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.85% | 8.98% | +1.87% |
Volatility
IS0E.DE vs. NVDA - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) and NVIDIA Corporation (NVDA) have volatilities of 12.84% and 12.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0E.DE | NVDA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.84% | 12.75% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 33.62% | 26.05% | +7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.58% | 35.39% | +12.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.83% | 51.15% | -17.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 49.93% | -17.40% |
Dividends
IS0E.DE vs. NVDA - Dividend Comparison
IS0E.DE has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
Frequently Asked Questions
IS0E.DE and NVDA have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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