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IGUS.L vs. SAEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGUS.L vs. SAEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and SA Emerging Markets Value Fund (SAEMX). The values are adjusted to include any dividend payments, if applicable.

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IGUS.L vs. SAEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
-4.26%17.39%24.64%24.49%-20.60%28.57%14.63%27.27%-7.47%19.85%
SAEMX
SA Emerging Markets Value Fund
3.61%20.00%7.31%9.94%-1.10%11.56%-2.09%3.94%-6.89%19.89%
Different Trading Currencies

IGUS.L is traded in GBp, while SAEMX is traded in USD. To make them comparable, the SAEMX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGUS.L achieves a -4.26% return, which is significantly lower than SAEMX's 3.61% return. Over the past 10 years, IGUS.L has outperformed SAEMX with an annualized return of 12.22%, while SAEMX has yielded a comparatively lower 8.74% annualized return.


IGUS.L

1D
2.63%
1M
-3.79%
YTD
-4.26%
6M
-1.09%
1Y
17.82%
3Y*
17.86%
5Y*
10.61%
10Y*
12.22%

SAEMX

1D
-1.24%
1M
-9.52%
YTD
3.61%
6M
9.24%
1Y
24.76%
3Y*
13.10%
5Y*
8.66%
10Y*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGUS.L vs. SAEMX - Expense Ratio Comparison

IGUS.L has a 0.20% expense ratio, which is lower than SAEMX's 1.24% expense ratio.


Return for Risk

IGUS.L vs. SAEMX — Risk / Return Rank

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

IGUS.L
IGUS.L Risk / Return Rank: 6464
Overall Rank
IGUS.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IGUS.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IGUS.L Omega Ratio Rank: 6060
Omega Ratio Rank
IGUS.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGUS.L Martin Ratio Rank: 7474
Martin Ratio Rank

SAEMX
SAEMX Risk / Return Rank: 8282
Overall Rank
SAEMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SAEMX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SAEMX Omega Ratio Rank: 8686
Omega Ratio Rank
SAEMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
SAEMX Martin Ratio Rank: 7474
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.

IGUS.L vs. SAEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and SA Emerging Markets Value Fund (SAEMX). 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.


IGUS.LSAEMXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.69

-0.63

Sortino ratio

Return per unit of downside risk

1.56

2.14

-0.57

Omega ratio

Gain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.91

1.52

+0.39

Martin ratio

Return relative to average drawdown

8.34

5.24

+3.10

IGUS.L vs. SAEMX - Sharpe Ratio Comparison

The current IGUS.L Sharpe Ratio is 1.07, which is lower than the SAEMX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of IGUS.L and SAEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGUS.LSAEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.69

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.61

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.57

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.29

+0.48

Correlation

The correlation between IGUS.L and SAEMX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IGUS.L vs. SAEMX - Dividend Comparison

IGUS.L has not paid dividends to shareholders, while SAEMX's dividend yield for the trailing twelve months is around 3.38%.


TTM20252024202320222021202020192018201720162015
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SAEMX
SA Emerging Markets Value Fund
3.38%3.43%4.37%4.07%3.54%2.86%1.76%2.18%1.78%1.28%1.23%1.25%

Drawdowns

IGUS.L vs. SAEMX - Drawdown Comparison

The maximum IGUS.L drawdown since its inception was -36.66%, smaller than the maximum SAEMX drawdown of -52.21%. Use the drawdown chart below to compare losses from any high point for IGUS.L and SAEMX.


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Drawdown Indicators


IGUS.LSAEMXDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-63.08%

+26.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-12.22%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-25.98%

+0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

-49.23%

+12.57%

Current Drawdown

Current decline from peak

-5.55%

-12.22%

+6.67%

Average Drawdown

Average peak-to-trough decline

-4.18%

-17.36%

+13.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

3.51%

-1.43%

Volatility

IGUS.L vs. SAEMX - Volatility Comparison

The current volatility for iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) is 5.03%, while SA Emerging Markets Value Fund (SAEMX) has a volatility of 8.56%. This indicates that IGUS.L experiences smaller price fluctuations and is considered to be less risky than SAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGUS.LSAEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

8.56%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

11.93%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

17.43%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

14.69%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

15.58%

+0.96%