IGSU.L vs. IGLN.L
IGSU.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IGSU.L is a Global Equities fund tracking the MSCI ACWI NR USD, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, IGSU.L returned 11.98%/yr vs 13.15%/yr for IGLN.L. At a 0.14 correlation, their price movements are largely independent. IGSU.L charges 0.60%/yr vs 0.25%/yr for IGLN.L.
Performance
IGSU.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, IGSU.L achieves a 6.97% return, which is significantly higher than IGLN.L's 0.82% return. Over the past 10 years, IGSU.L has underperformed IGLN.L with an annualized return of 11.98%, while IGLN.L has yielded a comparatively higher 13.15% annualized return.
IGSU.L
- 1D
- -1.75%
- 1M
- 1.19%
- YTD
- 6.97%
- 6M
- 9.48%
- 1Y
- 20.59%
- 3Y*
- 17.29%
- 5Y*
- 10.24%
- 10Y*
- 11.98%
IGLN.L
- 1D
- -2.78%
- 1M
- -7.39%
- YTD
- 0.82%
- 6M
- 3.07%
- 1Y
- 29.38%
- 3Y*
- 30.24%
- 5Y*
- 17.95%
- 10Y*
- 13.15%
IGSU.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGSU.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | 6.97% | 22.56% | 10.93% | 26.36% | -17.16% | 21.45% | 13.60% | 25.67% | -8.24% | 22.16% |
IGLN.L iShares Physical Gold ETC | 0.82% | 64.93% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.30% | -1.33% | 11.69% |
Correlation
The correlation between IGSU.L and IGLN.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2011 | 0.14 |
The correlation between IGSU.L and IGLN.L shifts across timeframes, from 0.14 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IGSU.L vs. IGLN.L — Risk / Return Rank
IGSU.L
IGLN.L
IGSU.L vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.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.
| IGSU.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 1.62 | +0.55 |
| Martin ratioReturn relative to average drawdown | 8.33 | 4.29 | +4.04 |
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
| IGSU.L | IGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.17 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.03 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.84 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.44 | +0.12 |
Drawdowns
IGSU.L vs. IGLN.L - Drawdown Comparison
The maximum IGSU.L drawdown since its inception was -33.33%, smaller than the maximum IGLN.L drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for IGSU.L and IGLN.L.
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Drawdown Indicators
| IGSU.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -45.25% | +11.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -18.00% | +8.58% |
Max Drawdown (3Y)Largest decline over 3 years | -14.81% | -18.00% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -21.15% | -6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.33% | -21.15% | -12.18% |
Current DrawdownCurrent decline from peak | -2.38% | -18.00% | +15.62% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -19.72% | +14.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 6.83% | -4.36% |
Volatility
IGSU.L vs. IGLN.L - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) is 3.90%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 6.29%. This indicates that IGSU.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
| IGSU.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 6.29% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 21.89% | -11.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 24.94% | -12.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 17.41% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.87% | 15.56% | +0.31% |
IGSU.L vs. IGLN.L - Expense Ratio Comparison
IGSU.L has a 0.60% expense ratio, which is higher than IGLN.L's 0.25% expense ratio.
Dividends
IGSU.L vs. IGLN.L - Dividend Comparison
Neither IGSU.L nor IGLN.L has paid dividends to shareholders.
Frequently Asked Questions
IGSU.L and IGLN.L have a correlation of 0.33, 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 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGLN.L is cheaper with a 0.25% expense ratio, compared with 0.60% for IGSU.L.
IGSU.L is categorized as Global Equities, while IGLN.L is Gold. IGSU.L tracks MSCI ACWI NR USD, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.60% for IGSU.L and 0.25% for IGLN.L.
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