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

Performance

EGDM.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.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

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

Returns By Period

In the year-to-date period, EGDM.L achieves a 25.08% return, which is significantly higher than SGLN.L's 3.89% return.


EGDM.L

1D
-1.60%
1M
6.55%
YTD
25.08%
6M
26.80%
1Y
51.52%
3Y*
20.30%
5Y*
7.74%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
EGDM.L
iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)
25.08%26.25%8.50%2.10%-12.36%-1.65%15.68%2.53%
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-2.57%19.62%1.01%

Correlation

The correlation between EGDM.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

0.16

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.13

The correlation between EGDM.L and SGLN.L shifts across timeframes, from 0.12 (5 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

EGDM.L
EGDM.L Risk / Return Rank: 8787
Overall Rank
EGDM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EGDM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
EGDM.L Omega Ratio Rank: 9090
Omega Ratio Rank
EGDM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
EGDM.L Martin Ratio Rank: 8181
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.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.


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

+1.60

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.56

1.29

+0.27

Calmar ratioReturn relative to maximum drawdown

4.47

1.91

+2.56

Martin ratioReturn relative to average drawdown

15.88

5.05

+10.84

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

The current EGDM.L Sharpe Ratio is 3.05, which is higher than the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of EGDM.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


EGDM.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

1.45

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

1.23

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.55

-0.03

Drawdowns

EGDM.L vs. SGLN.L - Drawdown Comparison

The maximum EGDM.L drawdown since its inception was -28.27%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for EGDM.L and SGLN.L.


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Drawdown Indicators


EGDM.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.27%

-41.71%

+13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-17.57%

+6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

-17.57%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-17.57%

-7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

-2.51%

-16.01%

+13.50%

Average Drawdown

Average peak-to-trough decline

-12.18%

-14.76%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

6.67%

-3.44%

Volatility

EGDM.L vs. SGLN.L - Volatility Comparison

iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.L) has a higher volatility of 7.45% compared to iShares Physical Gold ETC (SGLN.L) at 5.08%. This indicates that EGDM.L's price experiences larger fluctuations and is considered to be riskier 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


EGDM.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

5.08%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

20.08%

-5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

23.19%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

16.30%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

15.78%

+2.23%

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

EGDM.L has a 0.18% expense ratio, which is higher than SGLN.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EGDM.L vs. SGLN.L - Dividend Comparison

EGDM.L's dividend yield for the trailing twelve months is around 1.51%, while SGLN.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
EGDM.L
iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)
1.51%1.88%2.34%2.37%2.55%1.96%1.62%0.05%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EGDM.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, 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 0.18% for EGDM.L.

EGDM.L is categorized as Emerging Markets Equities, while SGLN.L is Gold. EGDM.L tracks MSCI EM NR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.18% for EGDM.L and 0.12% for SGLN.L.

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