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IS0M.DE vs. PHGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0M.DE vs. PHGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and WisdomTree Physical Gold (PHGP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS0M.DE is traded in EUR, while PHGP.L is traded in GBp. To make them comparable, the PHGP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0M.DE achieves a -0.32% return, which is significantly lower than PHGP.L's 4.74% return. Over the past 10 years, IS0M.DE has underperformed PHGP.L with an annualized return of 0.92%, while PHGP.L has yielded a comparatively higher 12.94% annualized return.


IS0M.DE

1D
0.01%
1M
0.82%
YTD
-0.32%
6M
-0.34%
1Y
0.84%
3Y*
4.15%
5Y*
-0.79%
10Y*
0.92%

PHGP.L

1D
0.62%
1M
-1.60%
YTD
4.74%
6M
6.34%
1Y
29.79%
3Y*
27.60%
5Y*
19.38%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0M.DE vs. PHGP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
-0.32%3.07%4.66%9.14%-17.24%-2.99%7.54%10.45%-1.48%0.31%
PHGP.L
WisdomTree Physical Gold
4.74%45.16%34.02%9.24%5.77%3.20%13.24%21.75%2.90%-2.45%

Correlation

The correlation between IS0M.DE and PHGP.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.20

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

0.22

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2012

0.14

The correlation between IS0M.DE and PHGP.L shifts across timeframes, from 0.14 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IS0M.DE vs. PHGP.L — Risk / Return Rank

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

IS0M.DE
IS0M.DE Risk / Return Rank: 1111
Overall Rank
IS0M.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IS0M.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IS0M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IS0M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IS0M.DE Martin Ratio Rank: 1212
Martin Ratio Rank

PHGP.L
PHGP.L Risk / Return Rank: 3939
Overall Rank
PHGP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PHGP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PHGP.L Omega Ratio Rank: 4646
Omega Ratio Rank
PHGP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
PHGP.L Martin Ratio Rank: 3434
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.

IS0M.DE vs. PHGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and WisdomTree Physical Gold (PHGP.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.


IS0M.DEPHGP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.03

1.26

-0.22

Calmar ratioReturn relative to maximum drawdown

0.19

1.76

-1.57

Martin ratioReturn relative to average drawdown

0.58

4.46

-3.88

IS0M.DE vs. PHGP.L - Sharpe Ratio Comparison

The current IS0M.DE Sharpe Ratio is 0.17, which is lower than the PHGP.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IS0M.DE and PHGP.L, 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


IS0M.DEPHGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

1.29

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

1.18

-1.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.87

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.61

-0.12

Drawdowns

IS0M.DE vs. PHGP.L - Drawdown Comparison

The maximum IS0M.DE drawdown since its inception was -21.08%, smaller than the maximum PHGP.L drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for IS0M.DE and PHGP.L.


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Drawdown Indicators


IS0M.DEPHGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-37.17%

+16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-16.83%

+12.55%

Max Drawdown (3Y)

Largest decline over 3 years

-4.42%

-16.83%

+12.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.85%

-16.83%

-4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-21.08%

-18.60%

-2.48%

Current Drawdown

Current decline from peak

-6.33%

-15.41%

+9.08%

Average Drawdown

Average peak-to-trough decline

-5.53%

-12.39%

+6.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

6.66%

-5.23%

Volatility

IS0M.DE vs. PHGP.L - Volatility Comparison

The current volatility for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) is 1.99%, while WisdomTree Physical Gold (PHGP.L) has a volatility of 5.06%. This indicates that IS0M.DE experiences smaller price fluctuations and is considered to be less risky than PHGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0M.DEPHGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

5.06%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

20.09%

-15.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

23.07%

-18.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

16.35%

-9.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

14.87%

-8.14%

IS0M.DE vs. PHGP.L - Expense Ratio Comparison

IS0M.DE has a 0.20% expense ratio, which is lower than PHGP.L's 0.39% expense ratio.


Dividends

IS0M.DE vs. PHGP.L - Dividend Comparison

IS0M.DE's dividend yield for the trailing twelve months is around 2.83%, while PHGP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
2.83%2.82%2.66%2.10%1.05%0.74%0.98%1.45%1.37%1.37%1.47%1.83%
PHGP.L
WisdomTree Physical Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS0M.DE and PHGP.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0M.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0M.DE is cheaper with a 0.20% expense ratio, compared with 0.39% for PHGP.L.

IS0M.DE is categorized as European Government Bonds, while PHGP.L is Precious Metals. IS0M.DE tracks Bloomberg Italy Treasury Bond, while PHGP.L tracks Gold. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for IS0M.DE and 0.39% for PHGP.L.

Portfolio Optimizer

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