PortfoliosLab logoPortfoliosLab logo
IDP6.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDP6.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IDP6.L is traded in USD, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDP6.L achieves a 19.44% return, which is significantly higher than SGLN.L's -5.86% return. Over the past 10 years, IDP6.L has underperformed SGLN.L with an annualized return of 10.14%, while SGLN.L has yielded a comparatively higher 11.67% annualized return.


IDP6.L

1D
-0.60%
1M
1.24%
6M
14.55%
YTD
19.44%
1Y
30.44%
3Y*
13.63%
5Y*
7.17%
10Y*
10.14%

SGLN.L

1D
-0.48%
1M
-6.59%
6M
-12.14%
YTD
-5.86%
1Y
21.94%
3Y*
27.43%
5Y*
17.42%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDP6.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
19.44%6.28%7.11%17.37%-16.73%26.35%10.58%21.32%-9.77%13.15%
SGLN.L
iShares Physical Gold ETC
-5.86%65.25%26.06%12.89%-0.12%-3.71%23.60%19.23%-1.55%11.36%

Correlation

The correlation between IDP6.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

0.13

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

0.09

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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.01

Over the past year, IDP6.L and SGLN.L have become more correlated (0.25) than their long-term average of 0.01, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IDP6.L vs. SGLN.L — Risk / Return Rank

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

IDP6.L
IDP6.L Risk / Return Rank: 7979
Overall Rank
IDP6.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IDP6.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDP6.L Omega Ratio Rank: 7373
Omega Ratio Rank
IDP6.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDP6.L Martin Ratio Rank: 8080
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 2626
Overall Rank
SGLN.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3030
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2222
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.

IDP6.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDP6.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.34

1.17

+0.18

Calmar ratioReturn relative to maximum drawdown

3.80

0.89

+2.91

Martin ratioReturn relative to average drawdown

12.09

2.17

+9.92

IDP6.L vs. SGLN.L - Sharpe Ratio Comparison

The current IDP6.L Sharpe Ratio is 1.96, which is higher than the SGLN.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IDP6.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.


Loading charts...

Drawdowns

IDP6.L vs. SGLN.L - Drawdown Comparison

The maximum IDP6.L drawdown since its inception was -52.21%, smaller than the maximum SGLN.L drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for IDP6.L and SGLN.L.


Loading charts...

Drawdown Indicators


IDP6.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.21%

-56.74%

+4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-24.59%

+15.93%

Max Drawdown (3Y)

Largest decline over 3 years

-28.99%

-24.59%

-4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-24.59%

-4.40%

Max Drawdown (10Y)

Largest decline over 10 years

-45.49%

-24.59%

-20.90%

Current Drawdown

Current decline from peak

-2.42%

-23.60%

+21.18%

Average Drawdown

Average peak-to-trough decline

-9.38%

-32.94%

+23.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

10.09%

-7.36%

Volatility

IDP6.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) is 4.36%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 6.98%. This indicates that IDP6.L experiences smaller price fluctuations and is considered to be less risky than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IDP6.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

6.98%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

22.13%

-10.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

25.64%

-8.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

22.88%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

18.87%

+2.80%

IDP6.L vs. SGLN.L - Expense Ratio Comparison

IDP6.L has a 0.40% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

IDP6.L vs. SGLN.L - Dividend Comparison

IDP6.L's dividend yield for the trailing twelve months is around 1.01%, while SGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
1.01%1.16%1.18%1.07%1.06%0.66%0.88%0.94%1.01%0.72%0.87%0.56%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDP6.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.

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 0.40% for IDP6.L.

IDP6.L is categorized as Small Cap Blend Equities, while SGLN.L is Gold. IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist), while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.40% for IDP6.L and 0.12% for SGLN.L.

Portfolio Optimizer

Find the right allocation for IDP6.L and SGLN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer