The rate of return on the average Lego set is 12 percent while gold is value roughly at 9.6 percent during that time, according to the report.

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"The neat thing is that all sets are retired at some point, and several hundred are retired each year a movie run ends, a license expires or the Lego company wants to refresh its range," Ed Maciorowski, founder of brickpicker.com, told the Telegraph.

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The most popular Legos are the Star Wars themed sets. They account for 10 of the top 20 most valuable, according brickpicker.com. Other valuable sets include landmarks like the Taj Mahal or city buildings like police stations or the "Cafe Corner" hotel set.

 "That means anyone with a set at home – large or small, it doesn't matter – could have quite an investment on their hands if it's in good condition, as this stuff appreciates very well in value," Maciorowski said to the Telegraph.