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CIND.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIND.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CIND.L is traded in USD, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CIND.L achieves a 5.75% return, which is significantly higher than SGLN.L's 2.93% return. Over the past 10 years, CIND.L has underperformed SGLN.L with an annualized return of 12.77%, while SGLN.L has yielded a comparatively higher 13.41% annualized return.


CIND.L

1D
-0.61%
1M
2.56%
YTD
5.75%
6M
7.17%
1Y
21.24%
3Y*
16.20%
5Y*
9.37%
10Y*
12.77%

SGLN.L

1D
-1.41%
1M
-3.91%
YTD
2.93%
6M
4.91%
1Y
32.35%
3Y*
31.17%
5Y*
18.69%
10Y*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIND.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc
5.75%14.46%14.71%15.66%-7.56%20.97%8.76%24.22%-4.90%27.62%
SGLN.L
iShares Physical Gold ETC
2.93%65.25%26.06%12.89%-0.12%-3.46%23.28%19.23%-1.55%11.36%

Correlation

The correlation between CIND.L and SGLN.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.11

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

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2012

-0.04

The correlation between CIND.L and SGLN.L shifts across timeframes, from -0.04 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CIND.L vs. SGLN.L — Risk / Return Rank

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

CIND.L
CIND.L Risk / Return Rank: 5151
Overall Rank
CIND.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CIND.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
CIND.L Omega Ratio Rank: 5050
Omega Ratio Rank
CIND.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
CIND.L Martin Ratio Rank: 4949
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 3737
Overall Rank
SGLN.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4343
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3333
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.

CIND.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) and iShares Physical Gold ETC (SGLN.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.


CIND.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.32

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

2.24

1.84

+0.40

Martin ratioReturn relative to average drawdown

8.13

4.78

+3.36

CIND.L vs. SGLN.L - Sharpe Ratio Comparison

The current CIND.L Sharpe Ratio is 1.75, which is higher than the SGLN.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of CIND.L and SGLN.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


CIND.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.33

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.07

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.84

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.46

+0.37

Drawdowns

CIND.L vs. SGLN.L - Drawdown Comparison

The maximum CIND.L drawdown since its inception was -36.68%, smaller than the maximum SGLN.L drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for CIND.L and SGLN.L.


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Drawdown Indicators


CIND.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.68%

-45.21%

+8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.44%

-17.50%

+8.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

-17.50%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-21.27%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-21.27%

-15.41%

Current Drawdown

Current decline from peak

-0.61%

-16.47%

+15.86%

Average Drawdown

Average peak-to-trough decline

-3.67%

-19.80%

+16.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

6.75%

-4.14%

Volatility

CIND.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) is 3.18%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.66%. This indicates that CIND.L experiences smaller price fluctuations and is considered to be less risky than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIND.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

5.66%

-2.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

21.01%

-11.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

24.25%

-12.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

17.51%

-3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

15.86%

+0.12%

Dividends

CIND.L vs. SGLN.L - Dividend Comparison

Neither CIND.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CIND.L and SGLN.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIND.L is categorized as Large Cap Blend Equities, while SGLN.L is Precious Metals. CIND.L tracks Russell 1000 TR USD, while SGLN.L tracks LBMA Gold Price.

Portfolio Optimizer

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