IS3S.DE vs. EGLN.L
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, IS3S.DE returned 12.98%/yr vs 10.77%/yr for EGLN.L. At a correlation of -0.05, they often move in opposite directions. IS3S.DE charges 0.30%/yr vs 0.25%/yr for EGLN.L.
Performance
IS3S.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 34.68% return, which is significantly higher than EGLN.L's -0.76% return. Over the past 10 years, IS3S.DE has outperformed EGLN.L with an annualized return of 12.98%, while EGLN.L has yielded a comparatively lower 10.77% annualized return.
IS3S.DE
- 1D
- 2.88%
- 1M
- 5.58%
- YTD
- 34.68%
- 6M
- 37.30%
- 1Y
- 63.13%
- 3Y*
- 25.47%
- 5Y*
- 17.18%
- 10Y*
- 12.98%
EGLN.L
- 1D
- 2.84%
- 1M
- -9.29%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
IS3S.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.68% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.59% | 3.38% | -0.47% |
Correlation
The correlation between IS3S.DE and EGLN.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | -0.05 |
The correlation between IS3S.DE and EGLN.L shifts across timeframes, from -0.05 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS3S.DE vs. EGLN.L — Risk / Return Rank
IS3S.DE
EGLN.L
IS3S.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and iShares Physical Gold ETC (EGLN.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.
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.
| IS3S.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.27 | ||
| Sortino ratioReturn per unit of downside risk | +4.40 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.21 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | 1.10 | +9.10 |
| Martin ratioReturn relative to average drawdown | 37.08 | 3.36 | +33.73 |
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Drawdowns
IS3S.DE vs. EGLN.L - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and EGLN.L.
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Drawdown Indicators
| IS3S.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -47.44% | +12.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -21.94% | +15.85% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -21.94% | +4.16% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -21.94% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -26.21% | -8.98% |
Current DrawdownCurrent decline from peak | -1.26% | -19.73% | +18.47% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -22.54% | +15.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 7.17% | -5.49% |
Volatility
IS3S.DE vs. EGLN.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 5.87%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that IS3S.DE experiences smaller price fluctuations and is considered to be less risky than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3S.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 6.72% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 20.79% | -8.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 23.72% | -9.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 17.26% | -3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 16.00% | +0.66% |
IS3S.DE vs. EGLN.L - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than EGLN.L's 0.25% expense ratio.
Dividends
IS3S.DE vs. EGLN.L - Dividend Comparison
Neither IS3S.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and EGLN.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGLN.L is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3S.DE.
IS3S.DE is categorized as Global Equities, while EGLN.L is Gold. IS3S.DE tracks MSCI World Enhanced Value, while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.30% for IS3S.DE and 0.25% for EGLN.L.
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