YGLD.DE vs. IS0E.DE
Compare and contrast key facts about IncomeShares Gold + Yield ETP (YGLD.DE) and iShares Gold Producers UCITS ETF (IS0E.DE).
YGLD.DE and IS0E.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YGLD.DE is an actively managed fund by Leverage Shares. It was launched on Jul 22, 2024. IS0E.DE is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Gold. It was launched on Sep 16, 2011.
Performance
YGLD.DE vs. IS0E.DE - Performance Comparison
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YGLD.DE vs. IS0E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YGLD.DE IncomeShares Gold + Yield ETP | 0.86% | 41.92% | -7.11% |
IS0E.DE iShares Gold Producers UCITS ETF | 12.43% | 129.59% | -2.86% |
Returns By Period
In the year-to-date period, YGLD.DE achieves a 0.86% return, which is significantly lower than IS0E.DE's 12.43% return.
YGLD.DE
- 1D
- 0.67%
- 1M
- -9.88%
- YTD
- 0.86%
- 6M
- 12.48%
- 1Y
- 23.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IS0E.DE
- 1D
- 7.42%
- 1M
- -13.09%
- YTD
- 12.43%
- 6M
- 28.53%
- 1Y
- 96.78%
- 3Y*
- 43.42%
- 5Y*
- 25.64%
- 10Y*
- 18.11%
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YGLD.DE vs. IS0E.DE - Expense Ratio Comparison
YGLD.DE has a 0.35% expense ratio, which is lower than IS0E.DE's 0.55% expense ratio.
Return for Risk
YGLD.DE vs. IS0E.DE — Risk / Return Rank
YGLD.DE
IS0E.DE
YGLD.DE vs. IS0E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP (YGLD.DE) and iShares Gold Producers UCITS ETF (IS0E.DE). 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.
| YGLD.DE | IS0E.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 2.01 | -1.24 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.32 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.35 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.69 | -2.11 |
Martin ratioReturn relative to average drawdown | 3.81 | 12.94 | -9.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YGLD.DE | IS0E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 2.01 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.21 | +0.63 |
Correlation
The correlation between YGLD.DE and IS0E.DE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
YGLD.DE vs. IS0E.DE - Dividend Comparison
YGLD.DE's dividend yield for the trailing twelve months is around 6.36%, while IS0E.DE has not paid dividends to shareholders.
| TTM | 2025 | |
|---|---|---|
YGLD.DE IncomeShares Gold + Yield ETP | 6.36% | 6.36% |
IS0E.DE iShares Gold Producers UCITS ETF | 0.00% | 0.00% |
Drawdowns
YGLD.DE vs. IS0E.DE - Drawdown Comparison
The maximum YGLD.DE drawdown since its inception was -16.94%, smaller than the maximum IS0E.DE drawdown of -71.63%. Use the drawdown chart below to compare losses from any high point for YGLD.DE and IS0E.DE.
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Drawdown Indicators
| YGLD.DE | IS0E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.94% | -71.63% | +54.69% |
Max Drawdown (1Y)Largest decline over 1 year | -16.94% | -27.26% | +10.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.62% | — |
Current DrawdownCurrent decline from peak | -9.88% | -13.30% | +3.42% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -33.92% | +29.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.05% | 7.78% | -0.73% |
Volatility
YGLD.DE vs. IS0E.DE - Volatility Comparison
The current volatility for IncomeShares Gold + Yield ETP (YGLD.DE) is 9.53%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 17.45%. This indicates that YGLD.DE experiences smaller price fluctuations and is considered to be less risky than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YGLD.DE | IS0E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 17.45% | -7.92% |
Volatility (6M)Calculated over the trailing 6-month period | 28.50% | 42.38% | -13.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.74% | 47.79% | -18.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.22% | 33.28% | -6.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.22% | 32.60% | -5.38% |