IFSU.L vs. IGLN.L
IFSU.L (iShares Edge MSCI USA Multifactor UCITS) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IFSU.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, IFSU.L returned 12.55%/yr vs 11.58%/yr for IGLN.L. At a 0.04 correlation, their price movements are largely independent. IFSU.L charges 0.35%/yr vs 0.12%/yr for IGLN.L.
Performance
IFSU.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, IFSU.L achieves a 12.81% return, which is significantly higher than IGLN.L's -6.13% return. Over the past 10 years, IFSU.L has outperformed IGLN.L with an annualized return of 12.55%, while IGLN.L has yielded a comparatively lower 11.58% annualized return.
IFSU.L
- 1D
- 0.06%
- 1M
- 0.93%
- 6M
- 13.47%
- YTD
- 12.81%
- 1Y
- 24.39%
- 3Y*
- 19.62%
- 5Y*
- 11.84%
- 10Y*
- 12.55%
IGLN.L
- 1D
- -0.82%
- 1M
- -7.02%
- 6M
- -12.44%
- YTD
- -6.13%
- 1Y
- 21.47%
- 3Y*
- 27.22%
- 5Y*
- 17.30%
- 10Y*
- 11.58%
IFSU.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IFSU.L iShares Edge MSCI USA Multifactor UCITS | 12.81% | 17.93% | 22.52% | 17.74% | -16.26% | 25.25% | 10.40% | 25.28% | -10.77% | 20.67% |
IGLN.L iShares Physical Gold ETC | -6.13% | 64.93% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.30% | -1.33% | 11.69% |
Correlation
The correlation between IFSU.L and IGLN.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2015 | 0.04 |
Over the past year, IFSU.L and IGLN.L have become more correlated (0.29) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
IFSU.L vs. IGLN.L — Risk / Return Rank
IFSU.L
IGLN.L
IFSU.L vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS (IFSU.L) and iShares Physical Gold ETC (IGLN.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.
| IFSU.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 0.88 | +2.28 |
| Martin ratioReturn relative to average drawdown | 11.66 | 2.15 | +9.52 |
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Drawdowns
IFSU.L vs. IGLN.L - Drawdown Comparison
The maximum IFSU.L drawdown since its inception was -35.95%, smaller than the maximum IGLN.L drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for IFSU.L and IGLN.L.
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Drawdown Indicators
| IFSU.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.95% | -45.25% | +9.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.69% | -24.39% | +16.70% |
Max Drawdown (3Y)Largest decline over 3 years | -18.35% | -24.39% | +6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -22.85% | -24.39% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -24.39% | -11.56% |
Current DrawdownCurrent decline from peak | -0.17% | -23.66% | +23.49% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -19.73% | +14.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 9.97% | -7.88% |
Volatility
IFSU.L vs. IGLN.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS (IFSU.L) is 2.87%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 7.59%. This indicates that IFSU.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IFSU.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 7.59% | -4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 23.02% | -13.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 26.39% | -13.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 17.79% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 15.74% | +0.95% |
IFSU.L vs. IGLN.L - Expense Ratio Comparison
IFSU.L has a 0.35% expense ratio, which is higher than IGLN.L's 0.12% expense ratio.
Dividends
IFSU.L vs. IGLN.L - Dividend Comparison
Neither IFSU.L nor IGLN.L has paid dividends to shareholders.
Frequently Asked Questions
IFSU.L and IGLN.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGLN.L is cheaper with a 0.12% expense ratio, compared with 0.35% for IFSU.L.
IFSU.L is categorized as Large Cap Blend Equities, while IGLN.L is Gold. IFSU.L tracks Russell 1000 TR USD, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.35% for IFSU.L and 0.12% for IGLN.L.
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