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

Performance

IAPD.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Asia Pacific Dividend UCITS (IAPD.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAPD.L achieves a 13.20% return, which is significantly higher than SGLN.L's 3.89% return. Over the past 10 years, IAPD.L has underperformed SGLN.L with an annualized return of 9.65%, while SGLN.L has yielded a comparatively higher 14.27% annualized return.


IAPD.L

1D
0.04%
1M
0.77%
YTD
13.20%
6M
13.76%
1Y
41.98%
3Y*
20.42%
5Y*
12.72%
10Y*
9.65%

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)

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


2026 (YTD)202520242023202220212020201920182017
IAPD.L
iShares Asia Pacific Dividend UCITS
13.20%22.91%9.51%8.99%11.40%6.82%-11.63%11.98%-8.55%8.25%
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%

Correlation

The correlation between IAPD.L and SGLN.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.18

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

0.17

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

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.14

The correlation between IAPD.L and SGLN.L shifts across timeframes, from 0.14 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IAPD.L
IAPD.L Risk / Return Rank: 9393
Overall Rank
IAPD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IAPD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IAPD.L Omega Ratio Rank: 9595
Omega Ratio Rank
IAPD.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
IAPD.L Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IAPD.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.


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

+2.44

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.71

1.29

+0.42

Calmar ratioReturn relative to maximum drawdown

6.04

1.91

+4.13

Martin ratioReturn relative to average drawdown

20.30

5.05

+15.25

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

The current IAPD.L Sharpe Ratio is 3.89, which is higher than the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of IAPD.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


IAPD.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.89

1.45

+2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

1.23

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.90

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.55

+0.01

Drawdowns

IAPD.L vs. SGLN.L - Drawdown Comparison

The maximum IAPD.L drawdown since its inception was -52.66%, which is greater than SGLN.L's maximum drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for IAPD.L and SGLN.L.


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Drawdown Indicators


IAPD.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.66%

-41.71%

-10.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-17.57%

+10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-16.88%

-17.57%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.88%

-17.57%

+0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

-21.91%

-15.62%

Current Drawdown

Current decline from peak

-2.91%

-16.01%

+13.10%

Average Drawdown

Average peak-to-trough decline

-7.37%

-14.76%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

6.67%

-4.61%

Volatility

IAPD.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares Asia Pacific Dividend UCITS (IAPD.L) is 3.49%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.08%. This indicates that IAPD.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


IAPD.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

5.08%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

20.08%

-11.76%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

23.19%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

16.30%

-3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

15.78%

-0.32%

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

IAPD.L has a 0.59% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

IAPD.L vs. SGLN.L - Dividend Comparison

IAPD.L's dividend yield for the trailing twelve months is around 4.89%, while SGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IAPD.L
iShares Asia Pacific Dividend UCITS
4.89%5.67%6.72%7.29%8.34%7.53%4.77%7.26%7.70%6.15%5.60%8.10%
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


IAPD.L and SGLN.L have a correlation of 0.30, 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 0.59% for IAPD.L.

IAPD.L is categorized as Asia Pacific Equities, while SGLN.L is Gold. IAPD.L tracks MSCI AC Asia Pacific NR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.59% for IAPD.L and 0.12% for SGLN.L.

Portfolio Optimizer

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