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

Performance

EHYG.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
EHYG.L
iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc)
-0.83%7.84%7.83%9.46%
SGLN.L
iShares Physical Gold ETC
12.05%53.66%28.20%2.37%
Different Trading Currencies

EHYG.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, EHYG.L achieves a -0.83% return, which is significantly lower than SGLN.L's 12.05% return.


EHYG.L

1D
0.71%
1M
-1.35%
YTD
-0.83%
6M
0.73%
1Y
5.98%
3Y*
5Y*
10Y*

SGLN.L

1D
2.65%
1M
-9.41%
YTD
12.05%
6M
25.13%
1Y
48.12%
3Y*
30.78%
5Y*
23.47%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Return for Risk

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

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

EHYG.L
EHYG.L Risk / Return Rank: 7777
Overall Rank
EHYG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EHYG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
EHYG.L Omega Ratio Rank: 7777
Omega Ratio Rank
EHYG.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
EHYG.L Martin Ratio Rank: 7979
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 8888
Overall Rank
SGLN.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 8888
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 8888
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.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.


EHYG.LSGLN.LDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.96

-0.43

Sortino ratio

Return per unit of downside risk

2.27

2.41

-0.15

Omega ratio

Gain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratio

Return relative to maximum drawdown

2.12

2.77

-0.65

Martin ratio

Return relative to average drawdown

9.74

11.39

-1.66

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

The current EHYG.L Sharpe Ratio is 1.53, which is comparable to the SGLN.L Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of EHYG.L and SGLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EHYG.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.96

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

2.38

0.59

+1.79

Correlation

The correlation between EHYG.L and SGLN.L is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

EHYG.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

EHYG.L vs. SGLN.L - Drawdown Comparison

The maximum EHYG.L drawdown since its inception was -3.19%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for EHYG.L and SGLN.L.


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Drawdown Indicators


EHYG.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.19%

-41.71%

+38.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-17.57%

+14.72%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

-1.84%

-9.41%

+7.57%

Average Drawdown

Average peak-to-trough decline

-0.31%

-14.78%

+14.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

4.27%

-3.65%

Volatility

EHYG.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares € High Yield Corp Bond ESG SRI UCITS ETF GBP Hedged (Acc) (EHYG.L) is 1.91%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 11.66%. This indicates that EHYG.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


EHYG.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

11.66%

-9.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

21.22%

-18.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

24.48%

-20.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.48%

16.15%

-12.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

15.75%

-12.27%