XAUUSD=X vs. EGLN.L
Compare and contrast key facts about Gold Spot US Dollar (XAUUSD=X) and iShares Physical Gold ETC (EGLN.L).
EGLN.L is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Apr 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAUUSD=X or EGLN.L.
Correlation
The correlation between XAUUSD=X and EGLN.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XAUUSD=X vs. EGLN.L - Performance Comparison
Key characteristics
XAUUSD=X:
1.90
EGLN.L:
3.39
XAUUSD=X:
2.49
EGLN.L:
4.35
XAUUSD=X:
1.36
EGLN.L:
1.60
XAUUSD=X:
3.25
EGLN.L:
9.30
XAUUSD=X:
8.20
EGLN.L:
21.43
XAUUSD=X:
3.20%
EGLN.L:
2.29%
XAUUSD=X:
13.99%
EGLN.L:
14.46%
XAUUSD=X:
-69.75%
EGLN.L:
-18.35%
XAUUSD=X:
-0.09%
EGLN.L:
-0.33%
Returns By Period
The year-to-date returns for both investments are quite close, with XAUUSD=X having a 11.90% return and EGLN.L slightly higher at 11.91%.
XAUUSD=X
11.90%
6.57%
16.88%
45.05%
11.43%
8.88%
EGLN.L
11.91%
6.05%
24.84%
50.01%
13.01%
N/A
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Risk-Adjusted Performance
XAUUSD=X vs. EGLN.L — Risk-Adjusted Performance Rank
XAUUSD=X
EGLN.L
XAUUSD=X vs. EGLN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Spot US Dollar (XAUUSD=X) 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.
Drawdowns
XAUUSD=X vs. EGLN.L - Drawdown Comparison
The maximum XAUUSD=X drawdown since its inception was -69.75%, 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 XAUUSD=X and EGLN.L. For additional features, visit the drawdowns tool.
Volatility
XAUUSD=X vs. EGLN.L - Volatility Comparison
Gold Spot US Dollar (XAUUSD=X) has a higher volatility of 3.22% compared to iShares Physical Gold ETC (EGLN.L) at 2.90%. This indicates that XAUUSD=X's price experiences larger fluctuations and is considered to be riskier than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.