ICSU.L vs. SGLN.L
ICSU.L (iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc)) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - ICSU.L is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Staples Index, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, ICSU.L returned 7.91%/yr vs 20.12%/yr for SGLN.L. At a 0.11 correlation, their price movements are largely independent. ICSU.L charges 0.15%/yr vs 0.12%/yr for SGLN.L.
Performance
ICSU.L vs. SGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, ICSU.L achieves a 6.60% return, which is significantly higher than SGLN.L's 3.89% return.
ICSU.L
- 1D
- 0.03%
- 1M
- -1.75%
- YTD
- 6.60%
- 6M
- 5.01%
- 1Y
- 4.82%
- 3Y*
- 5.52%
- 5Y*
- 7.91%
- 10Y*
- —
SGLN.L
- 1D
- 0.70%
- 1M
- -3.53%
- YTD
- 3.89%
- 6M
- 5.21%
- 1Y
- 34.65%
- 3Y*
- 28.17%
- 5Y*
- 20.12%
- 10Y*
- 14.27%
ICSU.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICSU.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) | 6.60% | -3.20% | 16.26% | -5.83% | 11.78% | 19.63% | 5.64% | 22.78% | -3.96% | -2.26% |
SGLN.L iShares Physical Gold ETC | 3.89% | 53.66% | 28.20% | 7.24% | 11.84% | -2.57% | 19.62% | 14.63% | 4.36% | -4.38% |
Correlation
The correlation between ICSU.L and SGLN.L is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017 | 0.11 |
The correlation between ICSU.L and SGLN.L shifts across timeframes, from -0.02 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ICSU.L vs. SGLN.L — Risk / Return Rank
ICSU.L
SGLN.L
ICSU.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) (ICSU.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.
| ICSU.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.29 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 1.91 | -1.57 |
| Martin ratioReturn relative to average drawdown | 0.82 | 5.05 | -4.22 |
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
| ICSU.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 1.45 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.23 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.55 | -0.07 |
Drawdowns
ICSU.L vs. SGLN.L - Drawdown Comparison
The maximum ICSU.L drawdown since its inception was -18.54%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for ICSU.L and SGLN.L.
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Drawdown Indicators
| ICSU.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.54% | -41.71% | +23.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -17.57% | +8.33% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -17.57% | +5.98% |
Max Drawdown (5Y)Largest decline over 5 years | -13.70% | -17.57% | +3.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.91% | — |
Current DrawdownCurrent decline from peak | -7.40% | -16.01% | +8.61% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -14.76% | +9.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 6.67% | -2.80% |
Volatility
ICSU.L vs. SGLN.L - Volatility Comparison
iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) (ICSU.L) has a higher volatility of 6.57% compared to iShares Physical Gold ETC (SGLN.L) at 5.08%. This indicates that ICSU.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
| ICSU.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 5.08% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 20.08% | -8.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 23.19% | -8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.45% | 16.30% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.31% | 15.78% | -1.47% |
ICSU.L vs. SGLN.L - Expense Ratio Comparison
ICSU.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
ICSU.L vs. SGLN.L - Dividend Comparison
Neither ICSU.L nor SGLN.L has paid dividends to shareholders.
Frequently Asked Questions
ICSU.L and SGLN.L have a correlation of -0.02, 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 ICSU.L.
ICSU.L is categorized as Consumer Staples Equities, while SGLN.L is Gold. ICSU.L tracks S&P 500 Capped 35/20 Consumer Staples Index, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.15% for ICSU.L and 0.12% for SGLN.L.
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