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ZGLD.SW vs. IGLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGLD.SW vs. IGLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and iShares Physical Gold (EUR Hedged) ETC (IGLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZGLD.SW is traded in CHF, while IGLD.DE is traded in EUR. To make them comparable, the IGLD.DE values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZGLD.SW achieves a 1.61% return, which is significantly higher than IGLD.DE's -1.64% return.


ZGLD.SW

1D
-0.86%
1M
-1.33%
YTD
1.61%
6M
3.70%
1Y
26.58%
3Y*
24.75%
5Y*
15.03%
10Y*
10.72%

IGLD.DE

1D
-1.12%
1M
-2.04%
YTD
-1.64%
6M
1.96%
1Y
26.19%
3Y*
25.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGLD.SW vs. IGLD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ZGLD.SW
Swisscanto (CH) Gold ETF EA CHF
1.61%45.59%35.04%3.06%-1.08%
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
-1.64%61.24%26.09%3.78%2.48%

Correlation

The correlation between ZGLD.SW and IGLD.DE 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 (All Time)
Calculated using the full available price history since Jul 8, 2022

0.85

The correlation between ZGLD.SW and IGLD.DE has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

ZGLD.SW vs. IGLD.DE — Risk / Return Rank

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

ZGLD.SW
ZGLD.SW Risk / Return Rank: 3131
Overall Rank
ZGLD.SW Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ZGLD.SW Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZGLD.SW Omega Ratio Rank: 3535
Omega Ratio Rank
ZGLD.SW Calmar Ratio Rank: 3232
Calmar Ratio Rank
ZGLD.SW Martin Ratio Rank: 2929
Martin Ratio Rank

IGLD.DE
IGLD.DE Risk / Return Rank: 3131
Overall Rank
IGLD.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 3333
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 2929
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.

ZGLD.SW vs. IGLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) and iShares Physical Gold (EUR Hedged) ETC (IGLD.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.


ZGLD.SWIGLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.03

Calmar ratioReturn relative to maximum drawdown

1.60

1.45

+0.15

Martin ratioReturn relative to average drawdown

4.18

3.75

+0.44

ZGLD.SW vs. IGLD.DE - Sharpe Ratio Comparison

The current ZGLD.SW Sharpe Ratio is 1.18, which is comparable to the IGLD.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ZGLD.SW and IGLD.DE, 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


ZGLD.SWIGLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.07

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.15

-0.68

Drawdowns

ZGLD.SW vs. IGLD.DE - Drawdown Comparison

The maximum ZGLD.SW drawdown since its inception was -38.49%, which is greater than IGLD.DE's maximum drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for ZGLD.SW and IGLD.DE.


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Drawdown Indicators


ZGLD.SWIGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-18.02%

-20.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.91%

-18.02%

+1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-16.91%

-18.02%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

Max Drawdown (10Y)

Largest decline over 10 years

-16.94%

Current Drawdown

Current decline from peak

-15.57%

-16.77%

+1.20%

Average Drawdown

Average peak-to-trough decline

-14.22%

-4.42%

-9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

6.98%

-0.56%

Volatility

ZGLD.SW vs. IGLD.DE - Volatility Comparison

The current volatility for Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) is 5.57%, while iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) has a volatility of 6.51%. This indicates that ZGLD.SW experiences smaller price fluctuations and is considered to be less risky than IGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZGLD.SWIGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

6.51%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

19.85%

21.15%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.01%

24.31%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

18.38%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.10%

18.38%

-4.28%

ZGLD.SW vs. IGLD.DE - Expense Ratio Comparison

ZGLD.SW has a 0.40% expense ratio, which is higher than IGLD.DE's 0.25% expense ratio.


Dividends

ZGLD.SW vs. IGLD.DE - Dividend Comparison

Neither ZGLD.SW nor IGLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, ZGLD.SW and IGLD.DE 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, IGLD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLD.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for ZGLD.SW.

ZGLD.SW tracks Gold Bullion, while IGLD.DE tracks Gold (EUR Hedged). They also come from different issuers: Swisscanto and iShares. Their fees differ too: 0.40% for ZGLD.SW and 0.25% for IGLD.DE.

Portfolio Optimizer

Find the right allocation for ZGLD.SW and IGLD.DE

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