WTEL.L vs. IAU
Compare and contrast key facts about SPDR MSCI World Telecommunications UCITS ETF (WTEL.L) and iShares Gold Trust (IAU).
WTEL.L and IAU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTEL.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Apr 29, 2016. IAU is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jan 21, 2005. Both WTEL.L and IAU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WTEL.L vs. IAU - Performance Comparison
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WTEL.L vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTEL.L SPDR MSCI World Telecommunications UCITS ETF | -4.56% | 28.84% | 35.03% | 47.06% | -37.79% | 15.91% | 22.40% | 26.15% | -9.97% | 6.61% |
IAU iShares Gold Trust | 10.48% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Returns By Period
In the year-to-date period, WTEL.L achieves a -4.56% return, which is significantly lower than IAU's 10.48% return.
WTEL.L
- 1D
- 2.86%
- 1M
- -4.32%
- YTD
- -4.56%
- 6M
- -0.95%
- 1Y
- 27.78%
- 3Y*
- 27.45%
- 5Y*
- 10.07%
- 10Y*
- —
IAU
- 1D
- 1.72%
- 1M
- -10.66%
- YTD
- 10.48%
- 6M
- 23.05%
- 1Y
- 52.36%
- 3Y*
- 33.88%
- 5Y*
- 22.19%
- 10Y*
- 14.27%
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WTEL.L vs. IAU - Expense Ratio Comparison
WTEL.L has a 0.30% expense ratio, which is higher than IAU's 0.25% expense ratio.
Return for Risk
WTEL.L vs. IAU — Risk / Return Rank
WTEL.L
IAU
WTEL.L vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Telecommunications UCITS ETF (WTEL.L) and iShares Gold Trust (IAU). 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.
| WTEL.L | IAU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.90 | -0.29 |
Sortino ratioReturn per unit of downside risk | 2.43 | 2.33 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.72 | -0.39 |
Martin ratioReturn relative to average drawdown | 9.47 | 9.95 | -0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTEL.L | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.90 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.26 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.65 | -0.08 |
Correlation
The correlation between WTEL.L and IAU is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WTEL.L vs. IAU - Dividend Comparison
Neither WTEL.L nor IAU has paid dividends to shareholders.
Drawdowns
WTEL.L vs. IAU - Drawdown Comparison
The maximum WTEL.L drawdown since its inception was -44.74%, roughly equal to the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for WTEL.L and IAU.
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Drawdown Indicators
| WTEL.L | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.74% | -45.14% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -19.18% | +7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -44.74% | -20.93% | -23.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.82% | — |
Current DrawdownCurrent decline from peak | -7.74% | -11.71% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -9.08% | -15.98% | +6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 5.23% | -2.31% |
Volatility
WTEL.L vs. IAU - Volatility Comparison
The current volatility for SPDR MSCI World Telecommunications UCITS ETF (WTEL.L) is 6.05%, while iShares Gold Trust (IAU) has a volatility of 10.44%. This indicates that WTEL.L experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTEL.L | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 10.44% | -4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 24.15% | -13.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.20% | 27.64% | -10.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.13% | 17.70% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 15.83% | +2.02% |