PortfoliosLab logoPortfoliosLab logo
XAUUSD=X vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

XAUUSD=X vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Spot Price US Dollar (XAUUSD=X) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XAUUSD=X achieves a 3.72% return, which is significantly lower than IGLN.L's 4.52% return. Both investments have delivered pretty close results over the past 10 years, with XAUUSD=X having a 13.68% annualized return and IGLN.L not far behind at 13.57%.


XAUUSD=X

1D
-0.03%
1M
-2.75%
YTD
3.72%
6M
6.60%
1Y
32.58%
3Y*
32.03%
5Y*
19.11%
10Y*
13.68%

IGLN.L

1D
0.66%
1M
-2.82%
YTD
4.52%
6M
7.65%
1Y
33.45%
3Y*
31.75%
5Y*
19.10%
10Y*
13.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAUUSD=X vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAUUSD=X
Gold Spot Price US Dollar
3.72%64.75%27.24%13.14%-0.25%-3.50%24.55%18.77%-1.71%13.14%
IGLN.L
iShares Physical Gold ETC
4.52%64.92%26.14%13.44%-0.09%-4.03%24.16%18.28%-1.31%11.67%

Correlation

The correlation between XAUUSD=X and IGLN.L is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.74

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

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.75

The correlation between XAUUSD=X and IGLN.L has been stable across timeframes, ranging from 0.68 to 0.77 - 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

XAUUSD=X vs. IGLN.L — Risk / Return Rank

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

XAUUSD=X
XAUUSD=X Risk / Return Rank: 8181
Overall Rank
XAUUSD=X Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XAUUSD=X Sortino Ratio Rank: 7979
Sortino Ratio Rank
XAUUSD=X Omega Ratio Rank: 8686
Omega Ratio Rank
XAUUSD=X Calmar Ratio Rank: 8282
Calmar Ratio Rank
XAUUSD=X Martin Ratio Rank: 7777
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3737
Overall Rank
IGLN.L Sharpe Ratio Rank: 3737
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: 4040
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3333
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.

XAUUSD=X vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Spot Price US Dollar (XAUUSD=X) 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.


XAUUSD=XIGLN.LDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.35

-0.22

Sortino ratio

Return per unit of downside risk

1.52

1.78

-0.26

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.73

1.98

-0.25

Martin ratio

Return relative to average drawdown

4.00

5.22

-1.22

XAUUSD=X vs. IGLN.L - Sharpe Ratio Comparison

The current XAUUSD=X Sharpe Ratio is 1.13, which is comparable to the IGLN.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XAUUSD=X 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.


Loading charts...

Sharpe Ratios by Period


XAUUSD=XIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.35

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.10

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.87

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.46

+0.13

Drawdowns

XAUUSD=X vs. IGLN.L - Drawdown Comparison

The maximum XAUUSD=X drawdown since its inception was -44.69%, roughly equal to the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for XAUUSD=X and IGLN.L.


Loading charts...

Drawdown Indicators


XAUUSD=XIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.69%

-45.24%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-19.70%

-17.36%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

-17.36%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.81%

-21.15%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-21.35%

-21.15%

-0.20%

Current Drawdown

Current decline from peak

-17.26%

-14.99%

-2.27%

Average Drawdown

Average peak-to-trough decline

-16.41%

-19.80%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.53%

6.59%

+1.94%

Volatility

XAUUSD=X vs. IGLN.L - Volatility Comparison

The current volatility for Gold Spot Price US Dollar (XAUUSD=X) is 4.67%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 6.28%. This indicates that XAUUSD=X 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.


Loading charts...

Volatility by Period


XAUUSD=XIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

6.28%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

21.41%

21.71%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.76%

24.85%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

17.37%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

15.54%

-0.47%

Frequently Asked Questions


XAUUSD=X and IGLN.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for XAUUSD=X and IGLN.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