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

META vs. IS0E.DE

Last updated Jun 9, 2026

META (Meta Platforms, Inc.) is a stock, while IS0E.DE (iShares Gold Producers UCITS ETF) is Precious Metals fund tracking the S&P Commodity Producers Gold. Over the past 10 years, META returned 17.60%/yr vs 14.17%/yr for IS0E.DE. At a 0.04 correlation, their price movements are largely independent.

Performance

META vs. IS0E.DE - Performance Comparison

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

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Different Trading Currencies

META is traded in USD, while IS0E.DE is traded in EUR. To make them comparable, the IS0E.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, META achieves a -11.24% return, which is significantly lower than IS0E.DE's -1.22% return. Over the past 10 years, META has outperformed IS0E.DE with an annualized return of 17.60%, while IS0E.DE has yielded a comparatively lower 14.17% annualized return.

META

1D
-1.28%
1M
-3.98%
YTD
-11.24%
6M
-12.06%
1Y
-15.84%
3Y*
30.58%
5Y*
12.31%
10Y*
17.60%

IS0E.DE

1D
0.99%
1M
-7.66%
YTD
-1.22%
6M
7.09%
1Y
66.84%
3Y*
41.90%
5Y*
18.65%
10Y*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

META vs. IS0E.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
META
Meta Platforms, Inc.		-11.24%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%
IS0E.DE
iShares Gold Producers UCITS ETF		-1.22%159.19%11.97%9.64%-9.10%-10.69%24.55%41.01%-8.88%7.30%

Correlation

The correlation between META and IS0E.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.11

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

0.07

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

0.10

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

0.07

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.04

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Meta Platforms, Inc.

iShares Gold Producers UCITS ETF

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

Return for Risk

META vs. IS0E.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
META
META Risk / Return Rank: 2323
Overall Rank
META Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
META Sortino Ratio Rank: 2222
Sortino Ratio Rank
META Omega Ratio Rank: 2222
Omega Ratio Rank
META Calmar Ratio Rank: 2626
Calmar Ratio Rank
META Martin Ratio Rank: 2222
Martin Ratio Rank
IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
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.

META vs. IS0E.DE - Risk-Adjusted Trends Comparison

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

METAIS0E.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.45
1.26

-1.71

Sortino ratioReturn per unit of downside risk
-0.44
1.73

-2.17

Omega ratioGain probability vs. loss probability

0.94

1.24

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.48

2.15

-2.62

Martin ratioReturn relative to average drawdown

-1.01

5.42

-6.43

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

META vs. IS0E.DE - Sharpe Ratio Comparison

The current META Sharpe Ratio is -0.45, which is lower than the IS0E.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of META and IS0E.DE, 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

METAIS0E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

1.26

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.51

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.41

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.14

+0.40

Drawdowns

META vs. IS0E.DE - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, roughly equal to the maximum IS0E.DE drawdown of -75.35%. Use the drawdown chart below to compare losses from any high point for META and IS0E.DE.

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Drawdown Indicators

METAIS0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-75.35%

-1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-33.30%

-28.77%

-4.53%

Max Drawdown (3Y)

Largest decline over 3 years

-34.15%

-28.77%

-5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

-45.16%

-31.58%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

-51.30%

-25.44%

Current Drawdown

Current decline from peak

-25.73%

-24.28%

-1.45%

Average Drawdown

Average peak-to-trough decline

-15.26%

-40.13%

+24.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.69%

11.42%

+4.27%

Volatility

META vs. IS0E.DE - Volatility Comparison

The current volatility for Meta Platforms, Inc. (META) is 10.48%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 13.44%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

METAIS0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.48%

13.44%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

26.95%

34.90%

-7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

35.56%

49.04%

-13.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.05%

36.08%

+7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.69%

34.40%

+4.29%

Dividends

META vs. IS0E.DE - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.36%, while IS0E.DE has not paid dividends to shareholders.

PositionTTM20252024
IS0E.DE
iShares Gold Producers UCITS ETF		0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.36%0.32%0.34%

Frequently Asked Questions

META and IS0E.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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