XAMB.DE vs. EGLN.L
XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - XAMB.DE is a Global Equities fund tracking the MSCI World SRI Filtered PAB, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, XAMB.DE returned 10.09%/yr vs 19.69%/yr for EGLN.L. At a 0.03 correlation, their price movements are largely independent. XAMB.DE charges 0.18%/yr vs 0.25%/yr for EGLN.L.
Performance
XAMB.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, XAMB.DE achieves a 13.11% return, which is significantly higher than EGLN.L's 4.83% return.
XAMB.DE
- 1D
- 0.27%
- 1M
- 6.31%
- YTD
- 13.11%
- 6M
- 13.74%
- 1Y
- 20.74%
- 3Y*
- 12.56%
- 5Y*
- 10.09%
- 10Y*
- —
EGLN.L
- 1D
- 0.55%
- 1M
- -1.62%
- YTD
- 4.83%
- 6M
- 6.32%
- 1Y
- 30.19%
- 3Y*
- 28.02%
- 5Y*
- 19.69%
- 10Y*
- —
XAMB.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 13.11% | 2.25% | 15.42% | 20.65% | -17.81% | 36.43% | 7.63% | 32.88% | -7.35% |
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.62% | 4.71% |
Correlation
The correlation between XAMB.DE and EGLN.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.03 |
The correlation between XAMB.DE and EGLN.L shifts across timeframes, from 0.03 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XAMB.DE vs. EGLN.L — Risk / Return Rank
XAMB.DE
EGLN.L
XAMB.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.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.
| XAMB.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.26 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.80 | +0.69 |
| Martin ratioReturn relative to average drawdown | 9.16 | 4.58 | +4.58 |
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
| XAMB.DE | EGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.30 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.22 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.95 | -0.21 |
Drawdowns
XAMB.DE vs. EGLN.L - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, which is greater than EGLN.L's maximum drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and EGLN.L.
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Drawdown Indicators
| XAMB.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -18.35% | -13.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -16.70% | +8.42% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -16.70% | -5.39% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -16.70% | -5.39% |
Current DrawdownCurrent decline from peak | 0.00% | -15.21% | +15.21% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -6.34% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 6.57% | -4.31% |
Volatility
XAMB.DE vs. EGLN.L - Volatility Comparison
The current volatility for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) is 3.89%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 5.42%. This indicates that XAMB.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
| XAMB.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 5.42% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 20.15% | -10.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 23.14% | -9.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 16.17% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 14.38% | +2.02% |
XAMB.DE vs. EGLN.L - Expense Ratio Comparison
XAMB.DE has a 0.18% 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
XAMB.DE vs. EGLN.L - Dividend Comparison
Neither XAMB.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
XAMB.DE and EGLN.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for EGLN.L.
XAMB.DE is categorized as Global Equities, while EGLN.L is Gold. XAMB.DE tracks MSCI World SRI Filtered PAB, while EGLN.L tracks LBMA Gold Price. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for XAMB.DE and 0.25% for EGLN.L.
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