EUDI.L vs. SGLN.L
EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - EUDI.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, EUDI.L returned 7.07%/yr vs 12.65%/yr for SGLN.L. At a correlation of -0.02, they often move in opposite directions. EUDI.L charges 0.30%/yr vs 0.12%/yr for SGLN.L.
Performance
EUDI.L vs. SGLN.L - Performance Comparison
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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%
EUDI.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EUDI.L
SGLN.L
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.L | SGLN.L | Difference | |
|---|---|---|---|
| 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 |
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
| EUDI.L | SGLN.L | Difference | |
|---|---|---|---|
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.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.18% | -17.35% | +15.17% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -22.40% | +16.79% |
Ulcer IndexDepth 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.L | SGLN.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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