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PHAU.AS vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHAU.AS vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Physical Gold UCITS ETC (PHAU.AS) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PHAU.AS is traded in EUR, while IGLN.L is traded in USD. To make them comparable, the IGLN.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHAU.AS achieves a 4.61% return, which is significantly higher than IGLN.L's 4.24% return. Both investments have delivered pretty close results over the past 10 years, with PHAU.AS having a 12.91% annualized return and IGLN.L not far ahead at 13.10%.


PHAU.AS

1D
0.56%
1M
-1.68%
YTD
4.61%
6M
6.21%
1Y
29.74%
3Y*
27.67%
5Y*
19.40%
10Y*
12.91%

IGLN.L

1D
0.00%
1M
-2.30%
YTD
4.24%
6M
5.66%
1Y
29.35%
3Y*
27.79%
5Y*
19.57%
10Y*
13.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHAU.AS vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHAU.AS
WisdomTree Physical Gold UCITS ETC
4.61%45.53%34.03%9.32%5.55%3.63%13.51%20.41%2.85%-1.37%
IGLN.L
iShares Physical Gold ETC
4.88%45.35%34.47%10.04%6.10%3.15%13.92%20.96%3.32%-2.06%

Correlation

The correlation between PHAU.AS and IGLN.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.93

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.90

The correlation between PHAU.AS and IGLN.L has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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Return for Risk

PHAU.AS vs. IGLN.L — Risk / Return Rank

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

PHAU.AS
PHAU.AS Risk / Return Rank: 3535
Overall Rank
PHAU.AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PHAU.AS Sortino Ratio Rank: 3333
Sortino Ratio Rank
PHAU.AS Omega Ratio Rank: 4040
Omega Ratio Rank
PHAU.AS Calmar Ratio Rank: 3636
Calmar Ratio Rank
PHAU.AS Martin Ratio Rank: 3131
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3636
Overall Rank
IGLN.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3939
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3333
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.

PHAU.AS vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Gold UCITS ETC (PHAU.AS) and iShares Physical Gold ETC (IGLN.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.


PHAU.ASIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

1.75

1.74

+0.02

Martin ratioReturn relative to average drawdown

4.43

4.46

-0.03

PHAU.AS vs. IGLN.L - Sharpe Ratio Comparison

The current PHAU.AS Sharpe Ratio is 1.27, which is comparable to the IGLN.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of PHAU.AS and IGLN.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


PHAU.ASIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.21

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

1.17

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.86

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.55

+0.11

Drawdowns

PHAU.AS vs. IGLN.L - Drawdown Comparison

The maximum PHAU.AS drawdown since its inception was -37.19%, roughly equal to the maximum IGLN.L drawdown of -36.98%. Use the drawdown chart below to compare losses from any high point for PHAU.AS and IGLN.L.


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Drawdown Indicators


PHAU.ASIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.19%

-36.98%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-16.82%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-16.82%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.74%

-16.82%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-18.59%

-18.24%

-0.35%

Current Drawdown

Current decline from peak

-15.26%

-15.63%

+0.37%

Average Drawdown

Average peak-to-trough decline

-12.23%

-13.22%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

6.57%

+0.09%

Volatility

PHAU.AS vs. IGLN.L - Volatility Comparison

The current volatility for WisdomTree Physical Gold UCITS ETC (PHAU.AS) is 5.17%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 5.84%. This indicates that PHAU.AS experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHAU.ASIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

5.84%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

21.17%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

24.06%

-1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

16.72%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

15.13%

-0.84%

PHAU.AS vs. IGLN.L - Expense Ratio Comparison

PHAU.AS has a 0.39% expense ratio, which is higher than IGLN.L's 0.25% expense ratio.


Dividends

PHAU.AS vs. IGLN.L - Dividend Comparison

Neither PHAU.AS nor IGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, PHAU.AS and IGLN.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLN.L is cheaper with a 0.25% expense ratio, compared with 0.39% for PHAU.AS.

PHAU.AS tracks LBMA Gold Price PM, while IGLN.L tracks LBMA Gold Price. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.39% for PHAU.AS and 0.25% for IGLN.L.

Portfolio Optimizer

Find the right allocation for PHAU.AS and IGLN.L

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