CUKX.L vs. SGLN.L
CUKX.L (iShares FTSE 100 UCITS ETF) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - CUKX.L is a fund fund tracking the FTSE 100 Index, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, CUKX.L returned 9.06%/yr vs 14.27%/yr for SGLN.L. At a 0.02 correlation, their price movements are largely independent. CUKX.L charges 0.07%/yr vs 0.12%/yr for SGLN.L.
Performance
CUKX.L vs. SGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, CUKX.L achieves a 5.86% return, which is significantly higher than SGLN.L's 3.89% return. Over the past 10 years, CUKX.L has underperformed SGLN.L with an annualized return of 9.06%, while SGLN.L has yielded a comparatively higher 14.27% annualized return.
CUKX.L
- 1D
- 0.28%
- 1M
- 1.51%
- YTD
- 5.86%
- 6M
- 8.05%
- 1Y
- 21.53%
- 3Y*
- 14.63%
- 5Y*
- 11.72%
- 10Y*
- 9.06%
SGLN.L
- 1D
- 0.70%
- 1M
- -1.36%
- YTD
- 3.89%
- 6M
- 5.42%
- 1Y
- 33.75%
- 3Y*
- 28.17%
- 5Y*
- 20.12%
- 10Y*
- 14.27%
CUKX.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CUKX.L iShares FTSE 100 UCITS ETF | 5.86% | 25.78% | 9.30% | 7.72% | 4.97% | 17.48% | -11.28% | 17.23% | -9.05% | 12.45% |
SGLN.L iShares Physical Gold ETC | 3.89% | 53.66% | 28.20% | 7.24% | 11.84% | -2.57% | 19.62% | 14.63% | 4.36% | 1.68% |
Correlation
The correlation between CUKX.L and SGLN.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2011 | 0.02 |
Over the past year, CUKX.L and SGLN.L have become more correlated (0.23) than their long-term average of 0.02, meaning their price movements have been converging.
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Return for Risk
CUKX.L vs. SGLN.L — Risk / Return Rank
CUKX.L
SGLN.L
CUKX.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.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.
| CUKX.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.91 | +0.50 |
| Martin ratioReturn relative to average drawdown | 8.21 | 5.05 | +3.16 |
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
| CUKX.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.45 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 1.23 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.90 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.55 | -0.01 |
Drawdowns
CUKX.L vs. SGLN.L - Drawdown Comparison
The maximum CUKX.L drawdown since its inception was -34.50%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for CUKX.L and SGLN.L.
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Drawdown Indicators
| CUKX.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.50% | -41.71% | +7.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -17.57% | +8.68% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -17.57% | +4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -12.88% | -17.57% | +4.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -21.91% | -12.59% |
Current DrawdownCurrent decline from peak | -4.15% | -16.01% | +11.86% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -14.76% | +10.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 6.67% | -4.05% |
Volatility
CUKX.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares FTSE 100 UCITS ETF (CUKX.L) is 4.08%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.08%. This indicates that CUKX.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
| CUKX.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 5.08% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 20.08% | -10.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.87% | 23.19% | -12.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.71% | 16.30% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 15.78% | -0.70% |
CUKX.L vs. SGLN.L - Expense Ratio Comparison
CUKX.L has a 0.07% expense ratio, which is lower than SGLN.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CUKX.L vs. SGLN.L - Dividend Comparison
Neither CUKX.L nor SGLN.L has paid dividends to shareholders.
Frequently Asked Questions
CUKX.L and SGLN.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.12% for SGLN.L.
CUKX.L tracks FTSE 100 Index, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.07% for CUKX.L and 0.12% for SGLN.L.
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