YGLD.DE vs. URTH
Compare and contrast key facts about IncomeShares Gold + Yield ETP (YGLD.DE) and iShares MSCI World ETF (URTH).
YGLD.DE and URTH 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. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Performance
YGLD.DE vs. URTH - Performance Comparison
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YGLD.DE vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YGLD.DE IncomeShares Gold + Yield ETP | 0.86% | 41.92% | -7.11% |
URTH iShares MSCI World ETF | -0.63% | 6.96% | 0.56% |
Different Trading Currencies
YGLD.DE is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, YGLD.DE achieves a 0.86% return, which is significantly higher than URTH's -1.56% return.
YGLD.DE
- 1D
- 0.67%
- 1M
- -9.88%
- YTD
- 0.86%
- 6M
- 12.48%
- 1Y
- 23.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
URTH
- 1D
- 0.00%
- 1M
- -4.30%
- YTD
- -1.56%
- 6M
- 0.98%
- 1Y
- 11.14%
- 3Y*
- 14.62%
- 5Y*
- 10.64%
- 10Y*
- 11.90%
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YGLD.DE vs. URTH - Expense Ratio Comparison
YGLD.DE has a 0.35% expense ratio, which is higher than URTH's 0.24% expense ratio.
Return for Risk
YGLD.DE vs. URTH — Risk / Return Rank
YGLD.DE
URTH
YGLD.DE vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP (YGLD.DE) and iShares MSCI World ETF (URTH). 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 | URTH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.59 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.15 | 0.92 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 0.91 | +0.68 |
Martin ratioReturn relative to average drawdown | 3.81 | 3.97 | -0.16 |
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 | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.59 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.70 | +0.14 |
Correlation
The correlation between YGLD.DE and URTH is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
YGLD.DE vs. URTH - Dividend Comparison
YGLD.DE's dividend yield for the trailing twelve months is around 6.36%, more than URTH's 1.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YGLD.DE IncomeShares Gold + Yield ETP | 6.36% | 6.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.52% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Drawdowns
YGLD.DE vs. URTH - Drawdown Comparison
The maximum YGLD.DE drawdown since its inception was -16.94%, smaller than the maximum URTH drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for YGLD.DE and URTH.
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Drawdown Indicators
| YGLD.DE | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.94% | -34.01% | +17.07% |
Max Drawdown (1Y)Largest decline over 1 year | -16.94% | -11.85% | -5.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.01% | — |
Current DrawdownCurrent decline from peak | -9.88% | -5.49% | -4.39% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -4.42% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.05% | 2.47% | +4.58% |
Volatility
YGLD.DE vs. URTH - Volatility Comparison
IncomeShares Gold + Yield ETP (YGLD.DE) has a higher volatility of 9.53% compared to iShares MSCI World ETF (URTH) at 4.54%. This indicates that YGLD.DE's price experiences larger fluctuations and is considered to be riskier than URTH 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 | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 4.54% | +4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 28.50% | 9.43% | +19.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.74% | 19.08% | +10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.22% | 15.35% | +11.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.22% | 17.27% | +9.95% |