IDWR.L vs. SGLN.L
IDWR.L (iShares MSCI World UCITS) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IDWR.L is a Global Equities fund tracking the MSCI ACWI NR USD, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, IDWR.L returned 12.75%/yr vs 13.44%/yr for SGLN.L. At a 0.06 correlation, their price movements are largely independent. IDWR.L charges 0.50%/yr vs 0.12%/yr for SGLN.L.
Performance
IDWR.L vs. SGLN.L - Performance Comparison
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Different Trading Currencies
IDWR.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, IDWR.L achieves a 9.72% return, which is significantly higher than SGLN.L's 3.64% return. Over the past 10 years, IDWR.L has underperformed SGLN.L with an annualized return of 12.75%, while SGLN.L has yielded a comparatively higher 13.44% annualized return.
IDWR.L
- 1D
- 0.09%
- 1M
- 4.01%
- YTD
- 9.72%
- 6M
- 10.83%
- 1Y
- 25.57%
- 3Y*
- 20.43%
- 5Y*
- 11.53%
- 10Y*
- 12.75%
SGLN.L
- 1D
- 0.75%
- 1M
- -2.20%
- YTD
- 3.64%
- 6M
- 6.20%
- 1Y
- 32.48%
- 3Y*
- 31.47%
- 5Y*
- 18.86%
- 10Y*
- 13.44%
IDWR.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDWR.L iShares MSCI World UCITS | 9.72% | 20.58% | 18.78% | 24.08% | -18.32% | 21.58% | 15.70% | 26.75% | -9.24% | 22.59% |
SGLN.L iShares Physical Gold ETC | 3.64% | 65.25% | 26.06% | 12.89% | -0.12% | -3.46% | 23.28% | 19.23% | -1.55% | 11.36% |
Correlation
The correlation between IDWR.L and SGLN.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2011 | 0.06 |
Over the past year, IDWR.L and SGLN.L have become more correlated (0.28) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
IDWR.L vs. SGLN.L — Risk / Return Rank
IDWR.L
SGLN.L
IDWR.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS (IDWR.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.
| IDWR.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 1.85 | +1.22 |
| Martin ratioReturn relative to average drawdown | 12.98 | 4.74 | +8.24 |
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
| IDWR.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.33 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 1.08 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.85 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | 0.00 |
Drawdowns
IDWR.L vs. SGLN.L - Drawdown Comparison
The maximum IDWR.L drawdown since its inception was -56.75%, which is greater than SGLN.L's maximum drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for IDWR.L and SGLN.L.
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Drawdown Indicators
| IDWR.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.75% | -45.21% | -11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -17.50% | +9.21% |
Max Drawdown (3Y)Largest decline over 3 years | -17.08% | -17.50% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -21.27% | -4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | -21.27% | -12.79% |
Current DrawdownCurrent decline from peak | -0.46% | -15.90% | +15.44% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -19.80% | +10.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 6.83% | -4.87% |
Volatility
IDWR.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares MSCI World UCITS (IDWR.L) is 3.30%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.74%. This indicates that IDWR.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.
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Volatility by Period
| IDWR.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 5.74% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 21.04% | -11.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 24.26% | -12.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 17.52% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 15.86% | 0.00% |
IDWR.L vs. SGLN.L - Expense Ratio Comparison
IDWR.L has a 0.50% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.
Dividends
IDWR.L vs. SGLN.L - Dividend Comparison
IDWR.L's dividend yield for the trailing twelve months is around 0.85%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDWR.L iShares MSCI World UCITS | 0.85% | 0.93% | 1.08% | 1.29% | 1.46% | 1.05% | 1.14% | 1.61% | 1.87% | 1.58% | 1.77% | 1.83% |
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
IDWR.L and SGLN.L have a correlation of 0.28, 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 0.50% for IDWR.L.
IDWR.L is categorized as Global Equities, while SGLN.L is Gold. IDWR.L tracks MSCI ACWI NR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.50% for IDWR.L and 0.12% for SGLN.L.
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