IUSN.DE vs. EGLN.L
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IUSN.DE is a Global Equities fund tracking the MSCI World Small Cap, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, IUSN.DE returned 8.07%/yr vs 19.69%/yr for EGLN.L. At a 0.04 correlation, their price movements are largely independent. IUSN.DE charges 0.35%/yr vs 0.25%/yr for EGLN.L.
Performance
IUSN.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, IUSN.DE achieves a 14.82% return, which is significantly higher than EGLN.L's 4.83% return.
IUSN.DE
- 1D
- 0.51%
- 1M
- 2.54%
- YTD
- 14.82%
- 6M
- 15.37%
- 1Y
- 29.99%
- 3Y*
- 14.95%
- 5Y*
- 8.07%
- 10Y*
- —
EGLN.L
- 1D
- 0.55%
- 1M
- -3.66%
- YTD
- 4.83%
- 6M
- 6.17%
- 1Y
- 31.10%
- 3Y*
- 28.02%
- 5Y*
- 19.69%
- 10Y*
- —
IUSN.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUSN.DE iShares MSCI World Small Cap UCITS ETF | 14.82% | 7.82% | 13.17% | 13.11% | -13.82% | 25.28% | 5.33% | 29.05% | -8.27% |
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.62% | 3.26% |
Correlation
The correlation between IUSN.DE and EGLN.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.04 |
Over the past year, IUSN.DE and EGLN.L have become more correlated (0.24) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
IUSN.DE vs. EGLN.L — Risk / Return Rank
IUSN.DE
EGLN.L
IUSN.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF (IUSN.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.
| IUSN.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.26 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 1.80 | +2.40 |
| Martin ratioReturn relative to average drawdown | 15.62 | 4.58 | +11.04 |
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
| IUSN.DE | EGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.30 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 1.22 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.95 | -0.42 |
Drawdowns
IUSN.DE vs. EGLN.L - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, which is greater than EGLN.L's maximum drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and EGLN.L.
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Drawdown Indicators
| IUSN.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -18.35% | -21.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -16.70% | +9.58% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -16.70% | -7.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -16.70% | -7.62% |
Current DrawdownCurrent decline from peak | 0.00% | -15.21% | +15.21% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -6.34% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 6.57% | -4.65% |
Volatility
IUSN.DE vs. EGLN.L - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 3.46%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 5.42%. This indicates that IUSN.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
| IUSN.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 5.42% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 20.15% | -10.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 23.14% | -9.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 16.17% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 14.38% | +3.93% |
IUSN.DE vs. EGLN.L - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is higher than EGLN.L's 0.25% expense ratio.
Dividends
IUSN.DE vs. EGLN.L - Dividend Comparison
Neither IUSN.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
IUSN.DE and EGLN.L have a correlation of 0.24, 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 0.35% for IUSN.DE.
IUSN.DE is categorized as Global Equities, while EGLN.L is Gold. IUSN.DE tracks MSCI World Small Cap, while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.35% for IUSN.DE and 0.25% for EGLN.L.
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