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

Performance

PHAU.AS vs. MINV.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 Edge MSCI World Minimum Volatility UCITS ETF (MINV.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 MINV.L is traded in GBp. To make them comparable, the MINV.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 MINV.L's 1.91% return. Over the past 10 years, PHAU.AS has outperformed MINV.L with an annualized return of 12.91%, while MINV.L has yielded a comparatively lower 6.84% annualized return.


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%

MINV.L

1D
0.06%
1M
1.63%
YTD
1.91%
6M
1.95%
1Y
-0.12%
3Y*
6.38%
5Y*
6.18%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHAU.AS vs. MINV.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%
MINV.L
iShares Edge MSCI World Minimum Volatility UCITS ETF
1.91%-2.02%18.30%3.65%-3.99%23.53%-6.42%26.40%1.89%2.79%

Correlation

The correlation between PHAU.AS and MINV.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.10

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

0.09

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

0.09

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

0.10

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Return for Risk

PHAU.AS vs. MINV.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

MINV.L
MINV.L Risk / Return Rank: 1414
Overall Rank
MINV.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MINV.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
MINV.L Omega Ratio Rank: 1313
Omega Ratio Rank
MINV.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
MINV.L Martin Ratio Rank: 1414
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. MINV.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 Edge MSCI World Minimum Volatility UCITS ETF (MINV.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.ASMINV.LDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.25

1.00

+0.25

Calmar ratioReturn relative to maximum drawdown

1.75

-0.02

+1.77

Martin ratioReturn relative to average drawdown

4.43

-0.05

+4.48

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

The current PHAU.AS Sharpe Ratio is 1.27, which is higher than the MINV.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of PHAU.AS and MINV.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.ASMINV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

-0.01

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.61

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.57

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.76

-0.09

Drawdowns

PHAU.AS vs. MINV.L - Drawdown Comparison

The maximum PHAU.AS drawdown since its inception was -37.19%, which is greater than MINV.L's maximum drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for PHAU.AS and MINV.L.


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Drawdown Indicators


PHAU.ASMINV.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.19%

-28.32%

-8.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-5.64%

-11.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-11.56%

-5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.74%

-12.36%

-4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-18.59%

-28.32%

+9.73%

Current Drawdown

Current decline from peak

-15.26%

-6.57%

-8.69%

Average Drawdown

Average peak-to-trough decline

-12.23%

-4.72%

-7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

2.53%

+4.13%

Volatility

PHAU.AS vs. MINV.L - Volatility Comparison

WisdomTree Physical Gold UCITS ETC (PHAU.AS) has a higher volatility of 5.17% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) at 2.35%. This indicates that PHAU.AS's price experiences larger fluctuations and is considered to be riskier than MINV.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.ASMINV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

2.35%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

5.56%

+14.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

7.95%

+15.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

10.14%

+5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

11.92%

+2.37%

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

PHAU.AS has a 0.39% expense ratio, which is higher than MINV.L's 0.35% expense ratio.


Dividends

PHAU.AS vs. MINV.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PHAU.AS and MINV.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MINV.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MINV.L is cheaper with a 0.35% expense ratio, compared with 0.39% for PHAU.AS.

PHAU.AS is categorized as Gold, while MINV.L is Global Equities. PHAU.AS tracks LBMA Gold Price PM, while MINV.L tracks MSCI ACWI NR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.39% for PHAU.AS and 0.35% for MINV.L.

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