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

Performance

IASH.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI China A UCITS USD (IASH.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, IASH.L achieves a 9.51% return, which is significantly higher than SGLN.L's 3.17% return. Over the past 10 years, IASH.L has underperformed SGLN.L with an annualized return of 7.12%, while SGLN.L has yielded a comparatively higher 14.29% annualized return.


IASH.L

1D
-0.06%
1M
3.10%
YTD
9.51%
6M
12.93%
1Y
38.65%
3Y*
8.41%
5Y*
0.05%
10Y*
7.12%

SGLN.L

1D
-1.14%
1M
-2.89%
YTD
3.17%
6M
4.34%
1Y
33.24%
3Y*
27.91%
5Y*
19.95%
10Y*
14.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IASH.L
iShares MSCI China A UCITS USD
9.51%17.67%12.92%-18.83%-17.27%4.48%37.65%29.94%-21.35%17.95%
SGLN.L
iShares Physical Gold ETC
3.17%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%

Correlation

The correlation between IASH.L and SGLN.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.09

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

0.10

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

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2015

0.11

The correlation between IASH.L and SGLN.L shifts across timeframes, from 0.09 (3 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IASH.L
IASH.L Risk / Return Rank: 7979
Overall Rank
IASH.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IASH.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IASH.L Omega Ratio Rank: 7575
Omega Ratio Rank
IASH.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IASH.L Martin Ratio Rank: 8080
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 3737
Overall Rank
SGLN.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4343
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3333
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS USD (IASH.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.


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

+1.04

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.44

1.28

+0.16

Calmar ratioReturn relative to maximum drawdown

5.73

1.88

+3.84

Martin ratioReturn relative to average drawdown

15.80

5.03

+10.78

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

The current IASH.L Sharpe Ratio is 2.47, which is higher than the SGLN.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IASH.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


IASH.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

1.43

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

1.22

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.90

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.55

-0.46

Drawdowns

IASH.L vs. SGLN.L - Drawdown Comparison

The maximum IASH.L drawdown since its inception was -48.39%, 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 IASH.L and SGLN.L.


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Drawdown Indicators


IASH.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.39%

-41.71%

-6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-17.57%

+10.85%

Max Drawdown (3Y)

Largest decline over 3 years

-25.77%

-17.57%

-8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

-17.57%

-24.66%

Max Drawdown (10Y)

Largest decline over 10 years

-44.67%

-21.91%

-22.76%

Current Drawdown

Current decline from peak

-10.06%

-16.59%

+6.53%

Average Drawdown

Average peak-to-trough decline

-24.72%

-14.76%

-9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

6.60%

-4.16%

Volatility

IASH.L vs. SGLN.L - Volatility Comparison

iShares MSCI China A UCITS USD (IASH.L) has a higher volatility of 5.69% compared to iShares Physical Gold ETC (SGLN.L) at 5.08%. This indicates that IASH.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


IASH.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

5.08%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

20.07%

-9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

23.19%

-7.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.27%

16.29%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.79%

15.78%

+7.01%

Dividends

IASH.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IASH.L and SGLN.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IASH.L is categorized as China Equities, while SGLN.L is Precious Metals. IASH.L tracks MSCI China A Onshore NR CNY, while SGLN.L tracks LBMA Gold Price.

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