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VT vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VT vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VT achieves a 9.77% return, which is significantly higher than IGLN.L's 0.50% return. Both investments have delivered pretty close results over the past 10 years, with VT having a 12.61% annualized return and IGLN.L not far ahead at 12.87%.


VT

1D
0.52%
1M
-0.45%
YTD
9.77%
6M
10.59%
1Y
25.47%
3Y*
19.82%
5Y*
10.54%
10Y*
12.61%

IGLN.L

1D
-0.32%
1M
-8.04%
YTD
0.50%
6M
3.23%
1Y
29.84%
3Y*
30.05%
5Y*
17.89%
10Y*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VT
Vanguard Total World Stock ETF
9.77%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%
IGLN.L
iShares Physical Gold ETC
0.50%64.93%26.14%13.44%-0.09%-4.03%24.16%18.30%-1.33%11.69%

Correlation

The correlation between VT and IGLN.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.21

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

0.15

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

0.09

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.08

Over the past year, VT and IGLN.L have become more correlated (0.29) than their long-term average of 0.08, meaning their price movements have been converging.

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Return for Risk

VT vs. IGLN.L — Risk / Return Rank

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

VT
VT Risk / Return Rank: 6565
Overall Rank
VT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6464
Sortino Ratio Rank
VT Omega Ratio Rank: 6666
Omega Ratio Rank
VT Calmar Ratio Rank: 5959
Calmar Ratio Rank
VT Martin Ratio Rank: 6969
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3535
Overall Rank
IGLN.L Sharpe Ratio Rank: 3636
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: 3636
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3131
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.

VT vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.


VTIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.12

Calmar ratioReturn relative to maximum drawdown

2.64

1.63

+1.02

Martin ratioReturn relative to average drawdown

11.68

4.30

+7.38

VT vs. IGLN.L - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.96, which is higher than the IGLN.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of VT 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


VTIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.19

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.03

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.83

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.44

-0.01

Drawdowns

VT vs. IGLN.L - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than IGLN.L's maximum drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for VT and IGLN.L.


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Drawdown Indicators


VTIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-45.25%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-18.26%

+8.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-18.26%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-21.15%

-5.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-21.15%

-13.09%

Current Drawdown

Current decline from peak

-3.06%

-18.26%

+15.20%

Average Drawdown

Average peak-to-trough decline

-7.02%

-19.72%

+12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

6.93%

-4.74%

Volatility

VT vs. IGLN.L - Volatility Comparison

The current volatility for Vanguard Total World Stock ETF (VT) is 4.55%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 6.10%. This indicates that VT 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


VTIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

6.10%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

21.87%

-11.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

24.98%

-11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

17.41%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

15.56%

+1.70%

VT vs. IGLN.L - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than IGLN.L's 0.12% 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

VT vs. IGLN.L - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.63%, while IGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.63%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


VT and IGLN.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VT is cheaper with a 0.06% expense ratio, compared with 0.12% for IGLN.L.

VT is categorized as Global Equities, while IGLN.L is Gold. VT tracks FTSE Global All Cap Index, while IGLN.L tracks LBMA Gold Price. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.06% for VT and 0.12% for IGLN.L.

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