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

Performance

EUDI.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.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

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

Returns By Period

In the year-to-date period, EUDI.L achieves a 5.88% return, which is significantly higher than SGLN.L's 2.34% return. Over the past 10 years, EUDI.L has underperformed SGLN.L with an annualized return of 7.07%, while SGLN.L has yielded a comparatively higher 12.65% annualized return.


EUDI.L

1D
-0.17%
1M
0.63%
YTD
5.88%
6M
8.25%
1Y
7.73%
3Y*
13.61%
5Y*
8.06%
10Y*
7.07%

SGLN.L

1D
-0.13%
1M
-6.00%
YTD
2.34%
6M
4.12%
1Y
28.28%
3Y*
27.08%
5Y*
19.19%
10Y*
12.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
5.88%19.78%8.49%17.84%-10.67%14.45%-11.74%21.42%-7.84%11.12%
SGLN.L
iShares Physical Gold ETC
2.34%45.64%34.39%9.51%6.07%3.50%13.41%21.93%3.07%-2.32%

Correlation

The correlation between EUDI.L and SGLN.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.10

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

-0.02

The correlation between EUDI.L and SGLN.L shifts across timeframes, from -0.03 (10 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

EUDI.L
EUDI.L Risk / Return Rank: 2323
Overall Rank
EUDI.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EUDI.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
EUDI.L Omega Ratio Rank: 2323
Omega Ratio Rank
EUDI.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
EUDI.L Martin Ratio Rank: 2525
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4343
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: 3939
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.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.


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

-0.49

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratioReturn relative to maximum drawdown

0.97

1.62

-0.66

Martin ratioReturn relative to average drawdown

3.09

4.14

-1.05

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

The current EUDI.L Sharpe Ratio is 0.72, which is lower than the SGLN.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of EUDI.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


EUDI.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.21

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.88

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.70

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.26

+0.28

Drawdowns

EUDI.L vs. SGLN.L - Drawdown Comparison

The maximum EUDI.L drawdown since its inception was -37.79%, smaller than the maximum SGLN.L drawdown of -47.83%. Use the drawdown chart below to compare losses from any high point for EUDI.L and SGLN.L.


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Drawdown Indicators


EUDI.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.79%

-47.83%

+10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-17.35%

+9.39%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

-20.32%

+8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-20.32%

-3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

-20.32%

-17.47%

Current Drawdown

Current decline from peak

-2.18%

-17.35%

+15.17%

Average Drawdown

Average peak-to-trough decline

-5.61%

-22.40%

+16.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

6.81%

-4.33%

Volatility

EUDI.L vs. SGLN.L - Volatility Comparison

The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) is 2.78%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 4.82%. This indicates that EUDI.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


EUDI.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

4.82%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

20.31%

-11.48%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

23.36%

-12.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

21.84%

-8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

18.03%

-3.15%

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

EUDI.L has a 0.30% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

EUDI.L vs. SGLN.L - Dividend Comparison

EUDI.L's dividend yield for the trailing twelve months is around 3.58%, while SGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
3.58%4.08%3.66%3.31%3.61%2.80%3.07%3.12%3.71%3.15%2.97%3.01%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUDI.L and SGLN.L have a correlation of 0.17, 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 0.30% for EUDI.L.

EUDI.L is categorized as Europe Equities, while SGLN.L is Gold. EUDI.L tracks MSCI EMU NR EUR, while SGLN.L tracks LBMA Gold Price. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for EUDI.L and 0.12% for SGLN.L.

Portfolio Optimizer

Find the right allocation for EUDI.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.

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