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

Performance

VWRP.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWRP.L is traded in GBP, while IGLN.L is traded in USD. To make them comparable, the IGLN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWRP.L achieves a 10.34% return, which is significantly higher than IGLN.L's 1.84% return.


VWRP.L

1D
-0.27%
1M
2.31%
YTD
10.34%
6M
10.53%
1Y
27.49%
3Y*
17.73%
5Y*
12.03%
10Y*

IGLN.L

1D
0.00%
1M
-5.72%
YTD
1.84%
6M
3.42%
1Y
32.08%
3Y*
27.65%
5Y*
19.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRP.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
10.34%13.94%19.60%15.64%-8.41%20.00%12.27%1.72%
IGLN.L
iShares Physical Gold ETC
1.48%53.18%28.34%7.77%11.79%-3.12%20.51%0.53%

Correlation

The correlation between VWRP.L and IGLN.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.13

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.07

The correlation between VWRP.L and IGLN.L shifts across timeframes, from 0.07 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VWRP.L vs. IGLN.L — Risk / Return Rank

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

VWRP.L
VWRP.L Risk / Return Rank: 8585
Overall Rank
VWRP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 8888
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) 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.


VWRP.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.87

Omega ratioGain probability vs. loss probability

1.50

1.26

+0.24

Calmar ratioReturn relative to maximum drawdown

3.86

1.82

+2.04

Martin ratioReturn relative to average drawdown

15.62

4.73

+10.90

VWRP.L vs. IGLN.L - Sharpe Ratio Comparison

The current VWRP.L Sharpe Ratio is 2.62, which is higher than the IGLN.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VWRP.L 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


VWRP.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.32

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

1.15

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.51

+0.29

Drawdowns

VWRP.L vs. IGLN.L - Drawdown Comparison

The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum IGLN.L drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for VWRP.L and IGLN.L.


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Drawdown Indicators


VWRP.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.10%

-41.67%

+16.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-17.59%

+10.49%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

-17.59%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-17.59%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-22.37%

Current Drawdown

Current decline from peak

-1.87%

-17.59%

+15.72%

Average Drawdown

Average peak-to-trough decline

-3.38%

-14.75%

+11.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

6.77%

-5.01%

Volatility

VWRP.L vs. IGLN.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 3.00%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 5.54%. This indicates that VWRP.L 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


VWRP.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

5.54%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.75%

21.18%

-13.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

24.19%

-13.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.88%

16.84%

-3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.95%

16.35%

-1.40%

VWRP.L vs. IGLN.L - Expense Ratio Comparison

VWRP.L has a 0.22% expense ratio, which is higher than IGLN.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWRP.L vs. IGLN.L - Dividend Comparison

Neither VWRP.L nor IGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VWRP.L and IGLN.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLN.L is cheaper with a 0.12% expense ratio, compared with 0.22% for VWRP.L.

VWRP.L is categorized as Global Equities, while IGLN.L is Gold. VWRP.L tracks FTSE All-World Index, while IGLN.L tracks LBMA Gold Price. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRP.L and 0.12% for IGLN.L.

Portfolio Optimizer

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