IFSU.L vs. SGLN.L
IFSU.L (iShares Edge MSCI USA Multifactor UCITS) and SGLN.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 SGLN.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 11.67%/yr for SGLN.L. At a correlation of -0.00, they often move in opposite directions. IFSU.L charges 0.35%/yr vs 0.12%/yr for SGLN.L.
Performance
IFSU.L vs. SGLN.L - Performance Comparison
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Different Trading Currencies
IFSU.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, IFSU.L achieves a 12.81% return, which is significantly higher than SGLN.L's -5.86% return. Over the past 10 years, IFSU.L has outperformed SGLN.L with an annualized return of 12.55%, while SGLN.L has yielded a comparatively lower 11.67% 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%
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%
IFSU.L vs. SGLN.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% |
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 IFSU.L and SGLN.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2015 | -0.00 |
The correlation between IFSU.L and SGLN.L shifts across timeframes, from -0.00 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IFSU.L vs. SGLN.L — Risk / Return Rank
IFSU.L
SGLN.L
IFSU.L vs. SGLN.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 (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.
| IFSU.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.17 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 0.89 | +2.27 |
| Martin ratioReturn relative to average drawdown | 11.66 | 2.17 | +9.50 |
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Drawdowns
IFSU.L vs. SGLN.L - Drawdown Comparison
The maximum IFSU.L drawdown since its inception was -35.95%, smaller than the maximum SGLN.L drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for IFSU.L and SGLN.L.
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Drawdown Indicators
| IFSU.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.95% | -56.74% | +20.79% |
Max Drawdown (1Y)Largest decline over 1 year | -7.69% | -24.59% | +16.90% |
Max Drawdown (3Y)Largest decline over 3 years | -18.35% | -24.59% | +6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -22.85% | -24.59% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.95% | -24.59% | -11.36% |
Current DrawdownCurrent decline from peak | -0.17% | -23.60% | +23.43% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -32.94% | +28.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 10.09% | -8.00% |
Volatility
IFSU.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS (IFSU.L) is 2.87%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 6.98%. This indicates that IFSU.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
| IFSU.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 6.98% | -4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 22.13% | -12.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 25.64% | -12.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 22.88% | -6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 18.87% | -2.18% |
IFSU.L vs. SGLN.L - Expense Ratio Comparison
IFSU.L has a 0.35% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.
Dividends
IFSU.L vs. SGLN.L - Dividend Comparison
Neither IFSU.L nor SGLN.L has paid dividends to shareholders.
Frequently Asked Questions
IFSU.L and SGLN.L have a correlation of 0.26, 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 0.35% for IFSU.L.
IFSU.L is categorized as Large Cap Blend Equities, while SGLN.L is Gold. IFSU.L tracks Russell 1000 TR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.35% for IFSU.L and 0.12% for SGLN.L.
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