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

Performance

XGLS.L vs. IGLN.L - Performance Comparison

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

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Different Trading Currencies

XGLS.L is traded in GBp, while IGLN.L is traded in USD. To make them comparable, the IGLN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGLS.L achieves a 2.92% return, which is significantly lower than IGLN.L's 3.39% return. Over the past 10 years, XGLS.L has underperformed IGLN.L with an annualized return of 11.70%, while IGLN.L has yielded a comparatively higher 14.18% annualized return.


XGLS.L

1D
0.61%
1M
-2.45%
YTD
2.92%
6M
5.12%
1Y
30.57%
3Y*
29.95%
5Y*
17.04%
10Y*
11.70%

IGLN.L

1D
0.00%
1M
-2.15%
YTD
3.39%
6M
4.55%
1Y
32.71%
3Y*
27.94%
5Y*
19.72%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XGLS.L
Xtrackers Physical Gold GBP Hedged ETC
2.92%63.07%24.85%11.63%-1.63%-4.91%22.11%15.69%-3.62%9.65%
IGLN.L
iShares Physical Gold ETC
4.12%53.17%28.35%7.77%11.79%-3.12%20.51%13.78%4.54%2.01%

Correlation

The correlation between XGLS.L and IGLN.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.87

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

0.80

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

0.77

Correlation (All Time)
Calculated using the full available price history since May 5, 2011

0.76

The correlation between XGLS.L and IGLN.L shifts across timeframes, from 0.76 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XGLS.L
XGLS.L Risk / Return Rank: 3333
Overall Rank
XGLS.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XGLS.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
XGLS.L Omega Ratio Rank: 3636
Omega Ratio Rank
XGLS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
XGLS.L Martin Ratio Rank: 3131
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3636
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: 3838
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Gold GBP Hedged ETC (XGLS.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.


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

-0.12

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.24

1.27

-0.03

Calmar ratioReturn relative to maximum drawdown

1.67

1.86

-0.18

Martin ratioReturn relative to average drawdown

4.36

4.95

-0.59

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

The current XGLS.L Sharpe Ratio is 1.23, which is comparable to the IGLN.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XGLS.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


XGLS.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.35

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.17

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.87

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.52

-0.16

Drawdowns

XGLS.L vs. IGLN.L - Drawdown Comparison

The maximum XGLS.L drawdown since its inception was -46.55%, which is greater than IGLN.L's maximum drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for XGLS.L and IGLN.L.


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Drawdown Indicators


XGLS.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.55%

-41.86%

-4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-18.19%

-17.53%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-17.53%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-17.53%

-4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-22.37%

-0.62%

Current Drawdown

Current decline from peak

-16.29%

-16.35%

+0.06%

Average Drawdown

Average peak-to-trough decline

-23.37%

-14.94%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.99%

6.59%

+0.40%

Volatility

XGLS.L vs. IGLN.L - Volatility Comparison

Xtrackers Physical Gold GBP Hedged ETC (XGLS.L) has a higher volatility of 6.37% compared to iShares Physical Gold ETC (IGLN.L) at 5.98%. This indicates that XGLS.L's price experiences larger fluctuations and is considered to be riskier than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLS.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

5.98%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

21.81%

21.12%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

24.78%

24.08%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

16.81%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

16.35%

-0.83%

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

XGLS.L has a 0.69% expense ratio, which is higher than IGLN.L's 0.25% expense ratio.


Dividends

XGLS.L vs. IGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, XGLS.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.

On fees, IGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLN.L is cheaper with a 0.25% expense ratio, compared with 0.69% for XGLS.L.

XGLS.L is categorized as Precious Metals, while IGLN.L is Gold. XGLS.L tracks Gold (GBP Hedged), while IGLN.L tracks LBMA Gold Price. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.69% for XGLS.L and 0.25% for IGLN.L.

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