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

Performance

XSLR.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers IE Physical Silver ETC Securities (XSLR.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

In the year-to-date period, XSLR.L achieves a 2.41% return, which is significantly lower than IGLN.L's 3.00% return.


XSLR.L

1D
-3.30%
1M
-3.04%
YTD
2.41%
6M
25.05%
1Y
112.50%
3Y*
45.43%
5Y*
21.18%
10Y*

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)

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


2026 (YTD)202520242023202220212020
XSLR.L
Xtrackers IE Physical Silver ETC Securities
2.41%147.42%21.28%-0.78%3.55%-13.23%73.88%
IGLN.L
iShares Physical Gold ETC
3.00%64.92%26.14%13.44%-0.09%-4.03%10.91%

Correlation

The correlation between XSLR.L and IGLN.L is 0.75, 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

0.75

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

0.72

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

0.74

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.74

The correlation between XSLR.L and IGLN.L has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.

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Return for Risk

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

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

XSLR.L
XSLR.L Risk / Return Rank: 5252
Overall Rank
XSLR.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XSLR.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
XSLR.L Omega Ratio Rank: 5757
Omega Ratio Rank
XSLR.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
XSLR.L Martin Ratio Rank: 3838
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Silver ETC Securities (XSLR.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.


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

+0.70

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratioReturn relative to maximum drawdown

2.74

1.86

+0.88

Martin ratioReturn relative to average drawdown

6.02

4.85

+1.16

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

The current XSLR.L Sharpe Ratio is 2.00, which is higher than the IGLN.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of XSLR.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


XSLR.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.30

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.06

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.45

+0.38

Drawdowns

XSLR.L vs. IGLN.L - Drawdown Comparison

The maximum XSLR.L drawdown since its inception was -40.77%, smaller than the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for XSLR.L and IGLN.L.


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Drawdown Indicators


XSLR.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.77%

-45.24%

+4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-40.77%

-17.36%

-23.41%

Max Drawdown (3Y)

Largest decline over 3 years

-40.77%

-17.36%

-23.41%

Max Drawdown (5Y)

Largest decline over 5 years

-40.77%

-21.15%

-19.62%

Max Drawdown (10Y)

Largest decline over 10 years

-21.15%

Current Drawdown

Current decline from peak

-35.69%

-16.23%

-19.46%

Average Drawdown

Average peak-to-trough decline

-14.88%

-19.80%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.62%

6.66%

+11.96%

Volatility

XSLR.L vs. IGLN.L - Volatility Comparison

Xtrackers IE Physical Silver ETC Securities (XSLR.L) has a higher volatility of 17.67% compared to iShares Physical Gold ETC (IGLN.L) at 6.40%. This indicates that XSLR.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


XSLR.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.67%

6.40%

+11.27%

Volatility (6M)

Calculated over the trailing 6-month period

53.52%

21.73%

+31.79%

Volatility (1Y)

Calculated over the trailing 1-year period

55.91%

24.79%

+31.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.24%

17.37%

+17.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.17%

15.54%

+19.63%

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

XSLR.L has a 0.20% expense ratio, which is lower than IGLN.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

XSLR.L vs. IGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XSLR.L and IGLN.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSLR.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSLR.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IGLN.L.

XSLR.L is categorized as Silver, while IGLN.L is Gold. XSLR.L tracks LBMA Silver Price, while IGLN.L tracks LBMA Gold Price. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XSLR.L and 0.25% for IGLN.L.

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