WGLD.DE vs. EGLN.L
WGLD.DE (WisdomTree Core Physical Gold) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - WGLD.DE is a Precious Metals fund tracking the Gold, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, WGLD.DE returned 19.71%/yr vs 19.69%/yr for EGLN.L. With a 0.96 correlation, they move nearly in lockstep. WGLD.DE charges 0.12%/yr vs 0.25%/yr for EGLN.L.
Performance
WGLD.DE vs. EGLN.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WGLD.DE achieves a 2.75% return, which is significantly lower than EGLN.L's 4.83% return.
WGLD.DE
- 1D
- 0.59%
- 1M
- -3.62%
- YTD
- 2.75%
- 6M
- 6.18%
- 1Y
- 31.13%
- 3Y*
- 28.03%
- 5Y*
- 19.71%
- 10Y*
- —
EGLN.L
- 1D
- 0.55%
- 1M
- -3.66%
- YTD
- 4.83%
- 6M
- 6.17%
- 1Y
- 31.10%
- 3Y*
- 28.02%
- 5Y*
- 19.69%
- 10Y*
- —
WGLD.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WGLD.DE WisdomTree Core Physical Gold | 2.75% | 49.08% | 34.17% | 9.39% | 7.07% | 9.65% |
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 9.37% | 6.00% | 10.67% |
Correlation
The correlation between WGLD.DE and EGLN.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021 | 0.96 |
The correlation between WGLD.DE and EGLN.L has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WGLD.DE vs. EGLN.L — Risk / Return Rank
WGLD.DE
EGLN.L
WGLD.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (WGLD.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.
| WGLD.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.80 | +0.01 |
| Martin ratioReturn relative to average drawdown | 4.60 | 4.58 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WGLD.DE | EGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.30 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 1.22 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.27 | 0.95 | +0.33 |
Drawdowns
WGLD.DE vs. EGLN.L - Drawdown Comparison
The maximum WGLD.DE drawdown since its inception was -16.58%, smaller than the maximum EGLN.L drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for WGLD.DE and EGLN.L.
Loading charts...
Drawdown Indicators
| WGLD.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.58% | -18.35% | +1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -16.58% | -16.70% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.58% | -16.70% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -16.58% | -16.70% | +0.12% |
Current DrawdownCurrent decline from peak | -14.99% | -15.21% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -4.27% | -6.34% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 6.57% | -0.03% |
Volatility
WGLD.DE vs. EGLN.L - Volatility Comparison
The current volatility for WisdomTree Core Physical Gold (WGLD.DE) is 5.05%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 5.42%. This indicates that WGLD.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.
Loading charts...
Volatility by Period
| WGLD.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 5.42% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 20.18% | 20.15% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.13% | 23.14% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.17% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 14.38% | +1.50% |
WGLD.DE vs. EGLN.L - Expense Ratio Comparison
WGLD.DE has a 0.12% 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
WGLD.DE vs. EGLN.L - Dividend Comparison
Neither WGLD.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, WGLD.DE and EGLN.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, WGLD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WGLD.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for EGLN.L.
WGLD.DE is categorized as Precious Metals, while EGLN.L is Gold. WGLD.DE tracks Gold, while EGLN.L tracks LBMA Gold Price. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.12% for WGLD.DE and 0.25% for EGLN.L.
Find the right allocation for WGLD.DE and EGLN.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer