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RMAP.L vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMAP.L vs. EGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) and iShares Physical Gold ETC (EGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RMAP.L is traded in GBp, while EGLN.L is traded in EUR. To make them comparable, the EGLN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, RMAP.L achieves a 3.07% return, which is significantly lower than EGLN.L's 3.39% return.


RMAP.L

1D
-1.18%
1M
-2.94%
YTD
3.07%
6M
4.24%
1Y
33.07%
3Y*
27.73%
5Y*
19.76%
10Y*

EGLN.L

1D
-1.19%
1M
-2.79%
YTD
3.39%
6M
4.46%
1Y
33.36%
3Y*
27.95%
5Y*
19.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RMAP.L vs. EGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RMAP.L
HANetf The Royal Mint Responsibly Sourced Physical Gold ETC
3.07%53.50%28.00%7.09%11.74%-2.81%10.34%
EGLN.L
iShares Physical Gold ETC
3.39%53.83%28.21%7.18%11.48%-2.31%10.83%

Correlation

The correlation between RMAP.L and EGLN.L is 0.97 - 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

0.97

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2020

0.89

The correlation between RMAP.L and EGLN.L has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

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Return for Risk

RMAP.L vs. EGLN.L — Risk / Return Rank

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

RMAP.L
RMAP.L Risk / Return Rank: 2727
Overall Rank
RMAP.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
RMAP.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
RMAP.L Omega Ratio Rank: 4747
Omega Ratio Rank
RMAP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
RMAP.L Martin Ratio Rank: 2020
Martin Ratio Rank

EGLN.L
EGLN.L Risk / Return Rank: 3434
Overall Rank
EGLN.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3939
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 3030
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.

RMAP.L vs. EGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) 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.


RMAP.LEGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

1.21

1.91

-0.70

Martin ratioReturn relative to average drawdown

2.41

5.10

-2.69

RMAP.L vs. EGLN.L - Sharpe Ratio Comparison

The current RMAP.L Sharpe Ratio is 0.69, which is lower than the EGLN.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of RMAP.L and EGLN.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


RMAP.LEGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.43

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

1.21

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.91

-0.21

Drawdowns

RMAP.L vs. EGLN.L - Drawdown Comparison

The maximum RMAP.L drawdown since its inception was -27.31%, which is greater than EGLN.L's maximum drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for RMAP.L and EGLN.L.


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Drawdown Indicators


RMAP.LEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.31%

-22.58%

-4.73%

Max Drawdown (1Y)

Largest decline over 1 year

-27.31%

-17.43%

-9.88%

Max Drawdown (3Y)

Largest decline over 3 years

-27.31%

-17.43%

-9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

-17.43%

-9.88%

Current Drawdown

Current decline from peak

-19.60%

-16.40%

-3.20%

Average Drawdown

Average peak-to-trough decline

-7.27%

-6.05%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.70%

6.53%

+7.17%

Volatility

RMAP.L vs. EGLN.L - Volatility Comparison

The current volatility for HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) is 5.07%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 5.53%. This indicates that RMAP.L 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


RMAP.LEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.53%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

19.91%

20.07%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

47.58%

23.22%

+24.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.84%

16.35%

+8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.74%

15.11%

+8.63%

RMAP.L vs. EGLN.L - Expense Ratio Comparison

RMAP.L has a 0.22% expense ratio, which is lower than EGLN.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

RMAP.L vs. EGLN.L - Dividend Comparison

Neither RMAP.L nor EGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, RMAP.L and EGLN.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, RMAP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RMAP.L is cheaper with a 0.22% expense ratio, compared with 0.25% for EGLN.L.

RMAP.L is categorized as Precious Metals, while EGLN.L is Gold. RMAP.L tracks Gold, while EGLN.L tracks LBMA Gold Price. They also come from different issuers: HANetf and iShares. Their fees differ too: 0.22% for RMAP.L and 0.25% for EGLN.L.

Portfolio Optimizer

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