ICDU.L vs. SGLN.L
ICDU.L (iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc)) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - ICDU.L is a Consumer Discretionary Equities fund tracking the S&P 500 Capped 35/20 Consumer Discretionary Index, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, ICDU.L returned 13.79%/yr vs 14.27%/yr for SGLN.L. At a 0.00 correlation, their price movements are largely independent. ICDU.L charges 0.15%/yr vs 0.12%/yr for SGLN.L.
Performance
ICDU.L vs. SGLN.L - Performance Comparison
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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%
ICDU.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
ICDU.L
SGLN.L
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.L | SGLN.L | Difference | |
|---|---|---|---|
| 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 |
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
| ICDU.L | SGLN.L | Difference | |
|---|---|---|---|
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.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.81% | -16.01% | +10.20% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -14.76% | +7.09% |
Ulcer IndexDepth 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.L | SGLN.L | Difference | |
|---|---|---|---|
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.
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.
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