CU1.L vs. SGLN.L
CU1.L (iShares MSCI USA UCITS ETF USD (Acc)) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - CU1.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while SGLN.L is a Precious Metals fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, CU1.L returned 16.03%/yr vs 14.29%/yr for SGLN.L. At a 0.04 correlation, their price movements are largely independent.
Performance
CU1.L vs. SGLN.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CU1.L achieves a 10.47% return, which is significantly higher than SGLN.L's 3.17% return. Over the past 10 years, CU1.L has outperformed SGLN.L with an annualized return of 16.03%, while SGLN.L has yielded a comparatively lower 14.29% annualized return.
CU1.L
- 1D
- -0.20%
- 1M
- 6.10%
- YTD
- 10.47%
- 6M
- 10.38%
- 1Y
- 28.76%
- 3Y*
- 19.44%
- 5Y*
- 14.49%
- 10Y*
- 16.03%
SGLN.L
- 1D
- -1.14%
- 1M
- -2.89%
- YTD
- 3.17%
- 6M
- 4.34%
- 1Y
- 33.24%
- 3Y*
- 27.91%
- 5Y*
- 19.95%
- 10Y*
- 14.29%
CU1.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CU1.L iShares MSCI USA UCITS ETF USD (Acc) | 10.47% | 9.22% | 27.38% | 20.66% | -10.62% | 28.72% | 16.30% | 26.24% | -0.40% | 10.55% |
SGLN.L iShares Physical Gold ETC | 3.17% | 53.66% | 28.20% | 7.24% | 11.84% | -2.57% | 19.62% | 14.63% | 4.36% | 1.68% |
Correlation
The correlation between CU1.L and SGLN.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2011 | 0.04 |
The correlation between CU1.L and SGLN.L shifts across timeframes, from 0.01 (5 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CU1.L vs. SGLN.L — Risk / Return Rank
CU1.L
SGLN.L
CU1.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CU1.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.
| CU1.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.28 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 1.88 | +1.84 |
| Martin ratioReturn relative to average drawdown | 12.95 | 5.03 | +7.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CU1.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 1.43 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 1.22 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.90 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.55 | +0.56 |
Drawdowns
CU1.L vs. SGLN.L - Drawdown Comparison
The maximum CU1.L drawdown since its inception was -25.87%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for CU1.L and SGLN.L.
Loading charts...
Drawdown Indicators
| CU1.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.87% | -41.71% | +15.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.68% | -17.57% | +9.89% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -17.57% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -17.57% | -3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -25.87% | -21.91% | -3.96% |
Current DrawdownCurrent decline from peak | -0.20% | -16.59% | +16.39% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -14.76% | +11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 6.60% | -4.38% |
Volatility
CU1.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) is 2.63%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.08%. This indicates that CU1.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.
Loading charts...
Volatility by Period
| CU1.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 5.08% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 20.07% | -12.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.67% | 23.19% | -12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 16.29% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 15.78% | -0.02% |
Dividends
CU1.L vs. SGLN.L - Dividend Comparison
Neither CU1.L nor SGLN.L has paid dividends to shareholders.
Frequently Asked Questions
CU1.L and SGLN.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CU1.L is categorized as Large Cap Blend Equities, while SGLN.L is Precious Metals. CU1.L tracks Russell 1000 TR USD, while SGLN.L tracks LBMA Gold Price.
Find the right allocation for CU1.L and SGLN.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer