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SPGP.L vs. IMAE.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPGP.L vs. IMAE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Gold Producers UCITS ETF (SPGP.L) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPGP.L achieves a 0.82% return, which is significantly lower than IMAE.AS's 6.06% return. Over the past 10 years, SPGP.L has outperformed IMAE.AS with an annualized return of 15.18%, while IMAE.AS has yielded a comparatively lower 10.23% annualized return.


SPGP.L

1D
-1.87%
1M
-0.66%
YTD
0.82%
6M
5.68%
1Y
64.09%
3Y*
38.07%
5Y*
19.77%
10Y*
15.18%

IMAE.AS

1D
-0.70%
1M
4.02%
YTD
6.06%
6M
8.55%
1Y
19.29%
3Y*
13.48%
5Y*
9.98%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGP.L vs. IMAE.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPGP.L
iShares Gold Producers UCITS ETF
0.82%137.41%12.81%3.72%-0.45%-9.15%19.43%41.00%-4.37%-2.80%
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
6.06%26.15%3.94%13.67%-4.62%18.20%2.42%18.33%-8.75%14.85%

Correlation

The correlation between SPGP.L and IMAE.AS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.28

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

0.24

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

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2011

0.16

The correlation between SPGP.L and IMAE.AS shifts across timeframes, from 0.16 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPGP.L vs. IMAE.AS — Risk / Return Rank

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

SPGP.L
SPGP.L Risk / Return Rank: 4242
Overall Rank
SPGP.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SPGP.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
SPGP.L Omega Ratio Rank: 4141
Omega Ratio Rank
SPGP.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPGP.L Martin Ratio Rank: 3838
Martin Ratio Rank

IMAE.AS
IMAE.AS Risk / Return Rank: 3535
Overall Rank
IMAE.AS Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IMAE.AS Sortino Ratio Rank: 3434
Sortino Ratio Rank
IMAE.AS Omega Ratio Rank: 3535
Omega Ratio Rank
IMAE.AS Calmar Ratio Rank: 3434
Calmar Ratio Rank
IMAE.AS Martin Ratio Rank: 3939
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.

SPGP.L vs. IMAE.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (SPGP.L) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS). 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.


SPGP.LIMAE.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

2.31

1.82

+0.48

Martin ratioReturn relative to average drawdown

5.97

6.58

-0.61

SPGP.L vs. IMAE.AS - Sharpe Ratio Comparison

The current SPGP.L Sharpe Ratio is 1.58, which is comparable to the IMAE.AS Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of SPGP.L and IMAE.AS, 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


SPGP.LIMAE.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.54

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.70

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.66

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.51

-0.39

Drawdowns

SPGP.L vs. IMAE.AS - Drawdown Comparison

The maximum SPGP.L drawdown since its inception was -79.54%, which is greater than IMAE.AS's maximum drawdown of -28.44%. Use the drawdown chart below to compare losses from any high point for SPGP.L and IMAE.AS.


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Drawdown Indicators


SPGP.LIMAE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-79.54%

-28.44%

-51.10%

Max Drawdown (1Y)

Largest decline over 1 year

-27.66%

-10.44%

-17.22%

Max Drawdown (3Y)

Largest decline over 3 years

-27.66%

-13.77%

-13.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-16.05%

-18.76%

Max Drawdown (10Y)

Largest decline over 10 years

-43.71%

-28.44%

-15.27%

Current Drawdown

Current decline from peak

-24.50%

-1.95%

-22.55%

Average Drawdown

Average peak-to-trough decline

-42.31%

-4.94%

-37.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.71%

2.91%

+7.80%

Volatility

SPGP.L vs. IMAE.AS - Volatility Comparison

iShares Gold Producers UCITS ETF (SPGP.L) has a higher volatility of 13.09% compared to iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) at 4.63%. This indicates that SPGP.L's price experiences larger fluctuations and is considered to be riskier than IMAE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPGP.LIMAE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

4.63%

+8.46%

Volatility (6M)

Calculated over the trailing 6-month period

32.24%

10.52%

+21.72%

Volatility (1Y)

Calculated over the trailing 1-year period

40.30%

12.37%

+27.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.56%

14.05%

+17.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.32%

15.17%

+17.15%

SPGP.L vs. IMAE.AS - Expense Ratio Comparison

SPGP.L has a 0.55% expense ratio, which is higher than IMAE.AS's 0.20% expense ratio.


Dividends

SPGP.L vs. IMAE.AS - Dividend Comparison

Neither SPGP.L nor IMAE.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPGP.L and IMAE.AS have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMAE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMAE.AS is cheaper with a 0.20% expense ratio, compared with 0.55% for SPGP.L.

SPGP.L is categorized as Precious Metals, while IMAE.AS is Europe Equities. SPGP.L tracks EMIX Global Mining Global Gold TR USD, while IMAE.AS tracks MSCI Europe NR EUR. Their fees differ too: 0.55% for SPGP.L and 0.20% for IMAE.AS.

Portfolio Optimizer

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