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XGLD.L vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLD.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Physical Gold ETC (XGLD.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XGLD.L having a 3.08% return and IGLN.L slightly lower at 3.00%. Both investments have delivered pretty close results over the past 10 years, with XGLD.L having a 13.32% annualized return and IGLN.L not far ahead at 13.40%.


XGLD.L

1D
-1.36%
1M
-4.18%
YTD
3.08%
6M
5.21%
1Y
32.33%
3Y*
30.96%
5Y*
18.31%
10Y*
13.32%

IGLN.L

1D
-1.45%
1M
-4.23%
YTD
3.00%
6M
5.09%
1Y
32.44%
3Y*
31.11%
5Y*
18.45%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLD.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGLD.L
Xtrackers Physical Gold ETC
3.08%64.60%25.87%13.37%-0.24%-4.19%24.11%18.35%-1.36%11.68%
IGLN.L
iShares Physical Gold ETC
3.00%64.92%26.14%13.44%-0.09%-4.03%24.16%18.28%-1.31%11.67%

Correlation

The correlation between XGLD.L and IGLN.L is 0.99 - 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

0.99

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

0.99

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

0.99

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

0.99

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

0.96

The correlation between XGLD.L and IGLN.L has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

XGLD.L vs. IGLN.L — Risk / Return Rank

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

XGLD.L
XGLD.L Risk / Return Rank: 3535
Overall Rank
XGLD.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XGLD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XGLD.L Omega Ratio Rank: 3737
Omega Ratio Rank
XGLD.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
XGLD.L Martin Ratio Rank: 3232
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3434
Overall Rank
IGLN.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3737
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3232
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.

XGLD.L vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold ETC (XGLD.L) 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.


XGLD.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.25

1.25

0.00

Calmar ratioReturn relative to maximum drawdown

1.78

1.86

-0.08

Martin ratioReturn relative to average drawdown

4.75

4.85

-0.11

XGLD.L vs. IGLN.L - Sharpe Ratio Comparison

The current XGLD.L Sharpe Ratio is 1.30, which is comparable to the IGLN.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of XGLD.L 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.


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Sharpe Ratios by Period


XGLD.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.30

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

1.06

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.86

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.45

+0.03

Drawdowns

XGLD.L vs. IGLN.L - Drawdown Comparison

The maximum XGLD.L drawdown since its inception was -45.19%, roughly equal to the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for XGLD.L and IGLN.L.


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Drawdown Indicators


XGLD.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.19%

-45.24%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-17.36%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-18.08%

-17.36%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

-21.15%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

-21.15%

-0.06%

Current Drawdown

Current decline from peak

-16.45%

-16.23%

-0.22%

Average Drawdown

Average peak-to-trough decline

-18.99%

-19.80%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

6.66%

+0.14%

Volatility

XGLD.L vs. IGLN.L - Volatility Comparison

Xtrackers Physical Gold ETC (XGLD.L) and iShares Physical Gold ETC (IGLN.L) have volatilities of 6.46% and 6.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLD.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

6.40%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

21.84%

21.73%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.82%

24.79%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

17.37%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

15.54%

-0.08%

XGLD.L vs. IGLN.L - Expense Ratio Comparison

Both XGLD.L and IGLN.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XGLD.L vs. IGLN.L - Dividend Comparison

Neither XGLD.L nor IGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, XGLD.L and IGLN.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.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XGLD.L and IGLN.L have the same expense ratio: 0.25% per year.

XGLD.L is categorized as Precious Metals, while IGLN.L is Gold. XGLD.L tracks Gold, while IGLN.L tracks LBMA Gold Price. They also come from different issuers: Xtrackers and iShares.

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