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CW8U.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CW8U.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI World UCITS USD (CW8U.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

CW8U.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, CW8U.L achieves a 8.47% return, which is significantly higher than SGLN.L's -2.28% return.


CW8U.L

1D
2.31%
1M
-0.09%
YTD
8.47%
6M
9.69%
1Y
23.59%
3Y*
19.24%
5Y*
11.24%
10Y*

SGLN.L

1D
2.73%
1M
-9.60%
YTD
-2.28%
6M
-1.68%
1Y
23.26%
3Y*
29.22%
5Y*
17.40%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW8U.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CW8U.L
Amundi MSCI World UCITS USD
8.47%20.32%19.03%24.06%-18.23%22.09%15.78%28.00%-9.23%
SGLN.L
iShares Physical Gold ETC
-2.28%65.25%26.06%12.89%-0.12%-3.71%23.60%19.23%-3.19%

Correlation

The correlation between CW8U.L and SGLN.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.19

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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.09

Over the past year, CW8U.L and SGLN.L have become more correlated (0.31) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

CW8U.L vs. SGLN.L — Risk / Return Rank

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

CW8U.L
CW8U.L Risk / Return Rank: 6767
Overall Rank
CW8U.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CW8U.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
CW8U.L Omega Ratio Rank: 6565
Omega Ratio Rank
CW8U.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
CW8U.L Martin Ratio Rank: 7070
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 3232
Overall Rank
SGLN.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2828
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.

CW8U.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CW8U.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratioReturn relative to maximum drawdown

2.70

1.04

+1.66

Martin ratioReturn relative to average drawdown

11.32

3.17

+8.15

CW8U.L vs. SGLN.L - Sharpe Ratio Comparison

The current CW8U.L Sharpe Ratio is 1.88, which is higher than the SGLN.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CW8U.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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Drawdowns

CW8U.L vs. SGLN.L - Drawdown Comparison

The maximum CW8U.L drawdown since its inception was -34.10%, smaller than the maximum SGLN.L drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for CW8U.L and SGLN.L.


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Drawdown Indicators


CW8U.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.10%

-56.74%

+22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-22.81%

+14.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

-22.81%

+5.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.79%

-22.81%

-2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-22.81%

Current Drawdown

Current decline from peak

-1.62%

-20.70%

+19.08%

Average Drawdown

Average peak-to-trough decline

-5.03%

-33.01%

+27.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

7.51%

-5.48%

Volatility

CW8U.L vs. SGLN.L - Volatility Comparison

The current volatility for Amundi MSCI World UCITS USD (CW8U.L) is 4.07%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 7.17%. This indicates that CW8U.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


CW8U.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

7.17%

-3.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

21.74%

-12.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

24.90%

-12.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

22.72%

-7.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

18.82%

-2.05%

CW8U.L vs. SGLN.L - Expense Ratio Comparison

CW8U.L has a 0.28% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

CW8U.L vs. SGLN.L - Dividend Comparison

Neither CW8U.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CW8U.L and SGLN.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.28% for CW8U.L.

CW8U.L is categorized as Global Equities, while SGLN.L is Gold. CW8U.L tracks MSCI ACWI NR USD, while SGLN.L tracks LBMA Gold Price. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.28% for CW8U.L and 0.12% for SGLN.L.

Portfolio Optimizer

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