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

Performance

ICDU.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) (ICDU.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, ICDU.L achieves a -0.52% return, which is significantly lower than SGLN.L's 3.89% return. Both investments have delivered pretty close results over the past 10 years, with ICDU.L having a 13.79% annualized return and SGLN.L not far ahead at 14.27%.


ICDU.L

1D
0.54%
1M
-0.10%
YTD
-0.52%
6M
0.18%
1Y
13.34%
3Y*
14.04%
5Y*
9.32%
10Y*
13.79%

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)

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


2026 (YTD)202520242023202220212020201920182017
ICDU.L
iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc)
-0.52%-0.77%33.05%35.72%-29.67%25.98%28.95%22.82%5.56%11.41%
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 ICDU.L and SGLN.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

-0.04

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

-0.07

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

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.00

The correlation between ICDU.L and SGLN.L shifts across timeframes, from -0.07 (5 years) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

ICDU.L
ICDU.L Risk / Return Rank: 2222
Overall Rank
ICDU.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ICDU.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
ICDU.L Omega Ratio Rank: 2222
Omega Ratio Rank
ICDU.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
ICDU.L Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) (ICDU.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.


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

-0.65

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.15

1.29

-0.14

Calmar ratioReturn relative to maximum drawdown

0.95

1.91

-0.97

Martin ratioReturn relative to average drawdown

2.61

5.05

-2.44

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

The current ICDU.L Sharpe Ratio is 0.80, which is lower than the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ICDU.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


ICDU.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.45

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

1.23

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.90

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.55

+0.11

Drawdowns

ICDU.L vs. SGLN.L - Drawdown Comparison

The maximum ICDU.L drawdown since its inception was -33.84%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for ICDU.L and SGLN.L.


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Drawdown Indicators


ICDU.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.84%

-41.71%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-17.57%

+3.54%

Max Drawdown (3Y)

Largest decline over 3 years

-27.64%

-17.57%

-10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-33.84%

-17.57%

-16.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-21.91%

-11.93%

Current Drawdown

Current decline from peak

-5.81%

-16.01%

+10.20%

Average Drawdown

Average peak-to-trough decline

-7.67%

-14.76%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

6.67%

-1.57%

Volatility

ICDU.L vs. SGLN.L - Volatility Comparison

iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) (ICDU.L) and iShares Physical Gold ETC (SGLN.L) have volatilities of 5.13% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICDU.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

5.08%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

20.08%

-7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

23.19%

-6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

16.30%

+4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

15.78%

+4.37%

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

ICDU.L has a 0.15% expense ratio, which is higher than SGLN.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ICDU.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ICDU.L and SGLN.L have a correlation of 0.07, 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 0.15% for ICDU.L.

ICDU.L is categorized as Consumer Discretionary Equities, while SGLN.L is Gold. ICDU.L tracks S&P 500 Capped 35/20 Consumer Discretionary Index, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.15% for ICDU.L and 0.12% for SGLN.L.

Portfolio Optimizer

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