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RR.L vs. IS0E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RR.L vs. IS0E.DE

Last updated Jun 13, 2026

RR.L (Rolls-Royce Holdings PLC) is a stock, while IS0E.DE (iShares Gold Producers UCITS ETF) is Gold fund tracking the S&P Commodity Producers Gold. Over the past 10 years, RR.L returned 20.98%/yr vs 13.79%/yr for IS0E.DE. At a 0.07 correlation, their price movements are largely independent.

Performance

RR.L vs. IS0E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rolls-Royce Holdings PLC (RR.L) 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

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

Returns By Period

In the year-to-date period, RR.L achieves a 14.24% return, which is significantly higher than IS0E.DE's -8.03% return. Over the past 10 years, RR.L has outperformed IS0E.DE with an annualized return of 20.98%, while IS0E.DE has yielded a comparatively lower 13.79% annualized return.

RR.L

1D
4.41%
1M
14.74%
YTD
14.24%
6M
19.81%
1Y
51.64%
3Y*
106.71%
5Y*
64.05%
10Y*
20.98%

IS0E.DE

1D
5.79%
1M
-9.14%
YTD
-8.03%
6M
-5.51%
1Y
48.31%
3Y*
36.51%
5Y*
18.39%
10Y*
13.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RR.L vs. IS0E.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RR.L
Rolls-Royce Holdings PLC		14.24%104.79%89.72%221.57%-24.15%10.45%-52.55%-16.52%-0.63%27.42%
IS0E.DE
iShares Gold Producers UCITS ETF		-8.03%141.53%13.58%4.13%1.53%-9.91%19.91%36.58%-3.09%-2.00%

Correlation

The correlation between RR.L and IS0E.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.32

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

0.18

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

0.13

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

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.07

Over the past year, RR.L and IS0E.DE have become more correlated (0.32) than their long-term average of 0.07, meaning their price movements have been converging.

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Rolls-Royce Holdings PLC

iShares Gold Producers UCITS ETF

Often compared with RR.L:
RR.L vs. RYCEYRR.L vs. RNMBYRR.L vs. COST.LRR.L vs. LUG.TORR.L vs. AVIO.MIRR.L vs. SAABYRR.L vs. BTC-USD
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. SPYIS0E.DE vs. 4GLD.DE

Return for Risk

RR.L vs. IS0E.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RR.L
RR.L Risk / Return Rank: 7979
Overall Rank
RR.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7575
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8383
Martin Ratio Rank
IS0E.DE
IS0E.DE Risk / Return Rank: 3535
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3636
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
IS0E.DE 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.

RR.L vs. IS0E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

RR.LIS0E.DEDifference
Sharpe ratioReturn per unit of total volatility
1.34
1.24

+0.10

Sortino ratioReturn per unit of downside risk
2.03
1.70

+0.33

Omega ratioGain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

2.54

1.55

+1.00

Martin ratioReturn relative to average drawdown

7.03

4.39

+2.64

RR.L vs. IS0E.DE - Sharpe Ratio Comparison

The current RR.L Sharpe Ratio is 1.34, which is comparable to the IS0E.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of RR.L 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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Drawdowns

RR.L vs. IS0E.DE - Drawdown Comparison

The maximum RR.L drawdown since its inception was -90.25%, which is greater than IS0E.DE's maximum drawdown of -84.92%. Use the drawdown chart below to compare losses from any high point for RR.L and IS0E.DE.

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Drawdown Indicators

RR.LIS0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-90.25%

-84.92%

-5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-19.04%

-33.87%

+14.83%

Max Drawdown (3Y)

Largest decline over 3 years

-21.78%

-33.87%

+12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-55.09%

-34.39%

-20.70%

Max Drawdown (10Y)

Largest decline over 10 years

-89.41%

-43.70%

-45.71%

Current Drawdown

Current decline from peak

-3.61%

-29.42%

+25.81%

Average Drawdown

Average peak-to-trough decline

-28.29%

-55.12%

+26.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.91%

11.92%

-5.01%

Volatility

RR.L vs. IS0E.DE - Volatility Comparison

The current volatility for Rolls-Royce Holdings PLC (RR.L) is 11.80%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 14.20%. This indicates that RR.L 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

RR.LIS0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.80%

14.20%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

31.08%

34.23%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

36.24%

42.42%

-6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.06%

32.15%

+9.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.60%

32.51%

+16.09%

Dividends

RR.L vs. IS0E.DE - Dividend Comparison

RR.L's dividend yield for the trailing twelve months is around 0.73%, while IS0E.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IS0E.DE
iShares Gold Producers UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RR.L
Rolls-Royce Holdings PLC		0.73%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%0.54%1.75%4.06%

Frequently Asked Questions

RR.L and IS0E.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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