IISU.L vs. SGLN.L
Compare and contrast key facts about iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) and iShares Physical Gold ETC (SGLN.L).
IISU.L and SGLN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IISU.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Industrials Index. It was launched on Mar 20, 2017. SGLN.L is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Apr 8, 2011. Both IISU.L and SGLN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IISU.L vs. SGLN.L - Performance Comparison
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IISU.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISU.L iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) | 6.87% | 11.24% | 19.29% | 11.45% | 6.06% | 22.20% | 6.25% | 24.46% | -9.19% | 7.89% |
SGLN.L iShares Physical Gold ETC | 12.05% | 53.66% | 28.20% | 7.24% | 11.84% | -2.57% | 19.62% | 14.63% | 4.36% | -4.38% |
Returns By Period
In the year-to-date period, IISU.L achieves a 6.87% return, which is significantly lower than SGLN.L's 12.05% return.
IISU.L
- 1D
- 2.80%
- 1M
- -6.39%
- YTD
- 6.87%
- 6M
- 8.92%
- 1Y
- 23.04%
- 3Y*
- 16.35%
- 5Y*
- 13.13%
- 10Y*
- —
SGLN.L
- 1D
- 2.65%
- 1M
- -9.41%
- YTD
- 12.05%
- 6M
- 25.13%
- 1Y
- 48.12%
- 3Y*
- 30.78%
- 5Y*
- 23.47%
- 10Y*
- 15.23%
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IISU.L vs. SGLN.L - Expense Ratio Comparison
Return for Risk
IISU.L vs. SGLN.L — Risk / Return Rank
IISU.L
SGLN.L
IISU.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.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.
| IISU.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.96 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.92 | 2.41 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.77 | -0.35 |
Martin ratioReturn relative to average drawdown | 8.41 | 11.39 | -2.99 |
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
| IISU.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.96 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.45 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.59 | +0.02 |
Correlation
The correlation between IISU.L and SGLN.L is 0.03, 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
IISU.L vs. SGLN.L - Dividend Comparison
Neither IISU.L nor SGLN.L has paid dividends to shareholders.
Drawdowns
IISU.L vs. SGLN.L - Drawdown Comparison
The maximum IISU.L drawdown since its inception was -34.66%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for IISU.L and SGLN.L.
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Drawdown Indicators
| IISU.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -41.71% | +7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -17.57% | +5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -17.57% | -3.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.91% | — |
Current DrawdownCurrent decline from peak | -6.39% | -9.41% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -14.78% | +10.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 4.27% | -1.58% |
Volatility
IISU.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) is 5.32%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 11.66%. This indicates that IISU.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
| IISU.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 11.66% | -6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 21.22% | -11.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 24.48% | -7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 16.15% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 15.75% | +2.94% |