VWCG.DE vs. EGLN.L
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, VWCG.DE returned 10.01%/yr vs 18.47%/yr for EGLN.L. At a 0.03 correlation, their price movements are largely independent. VWCG.DE charges 0.10%/yr vs 0.25%/yr for EGLN.L.
Performance
VWCG.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, VWCG.DE achieves a 8.96% return, which is significantly higher than EGLN.L's -0.76% return.
VWCG.DE
- 1D
- 1.89%
- 1M
- 5.02%
- YTD
- 8.96%
- 6M
- 11.76%
- 1Y
- 19.41%
- 3Y*
- 14.33%
- 5Y*
- 10.01%
- 10Y*
- —
EGLN.L
- 1D
- 2.84%
- 1M
- -6.84%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
VWCG.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 8.96% | 20.44% | 8.96% | 16.07% | -9.83% | 24.91% | -2.57% | 7.53% |
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 6.46% |
Correlation
The correlation between VWCG.DE and EGLN.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.03 |
Over the past year, VWCG.DE and EGLN.L have become more correlated (0.25) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
VWCG.DE vs. EGLN.L — Risk / Return Rank
VWCG.DE
EGLN.L
VWCG.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) 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.
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.
| VWCG.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.10 | +0.81 |
| Martin ratioReturn relative to average drawdown | 7.33 | 3.36 | +3.97 |
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Drawdowns
VWCG.DE vs. EGLN.L - Drawdown Comparison
The maximum VWCG.DE drawdown since its inception was -35.70%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for VWCG.DE and EGLN.L.
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Drawdown Indicators
| VWCG.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -47.44% | +11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -21.94% | +12.36% |
Max Drawdown (3Y)Largest decline over 3 years | -16.07% | -21.94% | +5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -20.09% | -21.94% | +1.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -0.03% | -19.73% | +19.70% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -22.54% | +17.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 7.17% | -4.66% |
Volatility
VWCG.DE vs. EGLN.L - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) is 4.24%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that VWCG.DE 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
| VWCG.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 6.72% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 20.79% | -9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 23.72% | -10.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 17.26% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 16.00% | +0.85% |
VWCG.DE vs. EGLN.L - Expense Ratio Comparison
VWCG.DE has a 0.10% 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
VWCG.DE vs. EGLN.L - Dividend Comparison
Neither VWCG.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
VWCG.DE and EGLN.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for EGLN.L.
VWCG.DE is categorized as Europe Equities, while EGLN.L is Gold. VWCG.DE tracks FTSE Developed Europe, while EGLN.L tracks LBMA Gold Price. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VWCG.DE and 0.25% for EGLN.L.
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