IAUP.L vs. SGLD.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Gold Producers UCITS ETF USD Acc (IAUP.L) and Sabre Gold Mines Corp. (SGLD.TO).

IAUP.L is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Gold Index. It was launched on Sep 19, 2011.

Performance

IAUP.L vs. SGLD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Producers UCITS ETF USD Acc (IAUP.L) and Sabre Gold Mines Corp. (SGLD.TO). The values are adjusted to include any dividend payments, if applicable.

IAUP.L vs. SGLD.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IAUP.L iShares Gold Producers UCITS ETF USD Acc	5.63%	153.95%	11.53%	9.39%	-11.06%	-10.31%	23.60%	45.64%	-9.60%	6.75%
SGLD.TO Sabre Gold Mines Corp.	0.00%	38.37%	5.26%	-15.77%	-77.34%	-49.63%	-4.80%	21.15%	-60.03%	167.26%

Different Trading Currencies

IAUP.L is traded in USD, while SGLD.TO is traded in CAD. To make them comparable, the SGLD.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

IAUP.L

• 1D: 2.73%
• 1M: -21.06%
• YTD: 5.63%
• 6M: 20.08%
• 1Y: 100.53%
• 3Y*: 42.85%
• 5Y*: 23.37%
• 10Y*: 17.46%

SGLD.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IAUP.L vs. SGLD.TO — Risk / Return Rank

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

IAUP.L

IAUP.L Risk / Return Rank: 91
IAUP.L Sharpe Ratio Rank: 94
IAUP.L Sortino Ratio Rank: 91
IAUP.L Omega Ratio Rank: 87
IAUP.L Calmar Ratio Rank: 92
IAUP.L Martin Ratio Rank: 90

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.

IAUP.L vs. SGLD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF USD Acc (IAUP.L) and Sabre Gold Mines Corp. (SGLD.TO). 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.

	IAUP.L	SGLD.TO	Difference
Sharpe ratio Return per unit of total volatility	2.31	—	—
Sortino ratio Return per unit of downside risk	2.61	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	3.37	—	—
Martin ratio Return relative to average drawdown	11.77	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IAUP.L	SGLD.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	—	—

Correlation

The correlation between IAUP.L and SGLD.TO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IAUP.L vs. SGLD.TO - Dividend Comparison

Neither IAUP.L nor SGLD.TO has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	IAUP.L	SGLD.TO	Difference
Max Drawdown Largest peak-to-trough decline	-79.95%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-28.57%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-45.07%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-51.26%	—	—
Current Drawdown Current decline from peak	-21.06%	—	—
Average Drawdown Average peak-to-trough decline	-49.90%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	8.17%	—	—

Volatility

Volatility by Period

	IAUP.L	SGLD.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.11%	—	—
Volatility (6M) Calculated over the trailing 6-month period	35.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	43.34%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.50%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.57%	—	—