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

Performance

IEEU.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Acc) USD (IEEU.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEEU.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, IEEU.L achieves a 9.09% return, which is significantly higher than SGLN.L's 3.64% return.


IEEU.L

1D
0.68%
1M
1.52%
YTD
9.09%
6M
12.92%
1Y
22.11%
3Y*
21.52%
5Y*
9.57%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IEEU.L
iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Acc) USD
9.09%36.38%7.58%23.48%-20.18%17.07%8.65%22.17%-15.05%28.14%
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 IEEU.L and SGLN.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.25

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

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2016

0.15

Over the past year, IEEU.L and SGLN.L have become more correlated (0.35) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

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

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

IEEU.L
IEEU.L Risk / Return Rank: 4646
Overall Rank
IEEU.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IEEU.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IEEU.L Omega Ratio Rank: 4444
Omega Ratio Rank
IEEU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
IEEU.L Martin Ratio Rank: 5050
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Acc) USD (IEEU.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.


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

+0.16

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

2.32

1.85

+0.47

Martin ratioReturn relative to average drawdown

8.22

4.74

+3.48

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

The current IEEU.L Sharpe Ratio is 1.49, which is comparable to the SGLN.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IEEU.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


IEEU.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.33

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

1.08

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.46

+0.19

Drawdowns

IEEU.L vs. SGLN.L - Drawdown Comparison

The maximum IEEU.L drawdown since its inception was -38.74%, smaller than the maximum SGLN.L drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for IEEU.L and SGLN.L.


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Drawdown Indicators


IEEU.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.74%

-45.21%

+6.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-17.50%

+8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.47%

-17.50%

+4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-35.45%

-21.27%

-14.18%

Max Drawdown (10Y)

Largest decline over 10 years

-21.27%

Current Drawdown

Current decline from peak

-1.07%

-15.90%

+14.83%

Average Drawdown

Average peak-to-trough decline

-7.64%

-19.80%

+12.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

6.83%

-4.15%

Volatility

IEEU.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Acc) USD (IEEU.L) is 4.96%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.74%. This indicates that IEEU.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


IEEU.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

5.74%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

21.04%

-8.89%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

24.26%

-9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

17.52%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

15.86%

+1.69%

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

IEEU.L has a 0.45% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

IEEU.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IEEU.L and SGLN.L have a correlation of 0.35, 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 0.45% for IEEU.L.

IEEU.L is categorized as Europe Equities, while SGLN.L is Gold. IEEU.L tracks MSCI Europe NR EUR, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.45% for IEEU.L and 0.12% for SGLN.L.

Portfolio Optimizer

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