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ISWD.L vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISWD.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISWD.L achieves a 20.37% return, which is significantly higher than IGLN.L's 3.39% return. Over the past 10 years, ISWD.L has underperformed IGLN.L with an annualized return of 12.78%, while IGLN.L has yielded a comparatively higher 14.29% annualized return.


ISWD.L

1D
0.65%
1M
11.25%
YTD
20.37%
6M
20.71%
1Y
38.83%
3Y*
16.15%
5Y*
13.73%
10Y*
12.78%

IGLN.L

1D
-1.19%
1M
-3.16%
YTD
3.39%
6M
4.54%
1Y
33.37%
3Y*
27.87%
5Y*
19.72%
10Y*
14.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISWD.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)
20.37%11.58%7.85%17.25%-0.87%23.70%5.11%17.98%-3.81%9.22%
IGLN.L
iShares Physical Gold ETC
3.39%53.17%28.35%7.77%11.79%-3.12%20.51%13.78%4.54%2.01%

Correlation

The correlation between ISWD.L and IGLN.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2011

0.10

The correlation between ISWD.L and IGLN.L shifts across timeframes, from 0.09 (5 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ISWD.L vs. IGLN.L — Risk / Return Rank

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

ISWD.L
ISWD.L Risk / Return Rank: 9292
Overall Rank
ISWD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISWD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISWD.L Omega Ratio Rank: 9292
Omega Ratio Rank
ISWD.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
ISWD.L Martin Ratio Rank: 9292
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 3434
Overall Rank
IGLN.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3737
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3232
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.

ISWD.L vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.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.


ISWD.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.63

1.27

+0.36

Calmar ratioReturn relative to maximum drawdown

7.02

1.89

+5.12

Martin ratioReturn relative to average drawdown

24.08

5.11

+18.96

ISWD.L vs. IGLN.L - Sharpe Ratio Comparison

The current ISWD.L Sharpe Ratio is 3.42, which is higher than the IGLN.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ISWD.L and IGLN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ISWD.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.42

1.38

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.17

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.87

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.52

+0.23

Drawdowns

ISWD.L vs. IGLN.L - Drawdown Comparison

The maximum ISWD.L drawdown since its inception was -31.52%, smaller than the maximum IGLN.L drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for ISWD.L and IGLN.L.


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Drawdown Indicators


ISWD.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.52%

-41.86%

+10.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

-17.53%

+12.02%

Max Drawdown (3Y)

Largest decline over 3 years

-21.00%

-17.53%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-17.53%

-3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-24.90%

-22.37%

-2.53%

Current Drawdown

Current decline from peak

0.00%

-16.35%

+16.35%

Average Drawdown

Average peak-to-trough decline

-3.61%

-14.94%

+11.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

6.51%

-4.90%

Volatility

ISWD.L vs. IGLN.L - Volatility Comparison

The current volatility for iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L) is 3.64%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 6.05%. This indicates that ISWD.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


ISWD.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

6.05%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

21.14%

-12.74%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

24.09%

-12.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

16.81%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

16.35%

-2.02%

ISWD.L vs. IGLN.L - Expense Ratio Comparison

ISWD.L has a 0.60% expense ratio, which is higher than IGLN.L's 0.25% expense ratio.


Dividends

ISWD.L vs. IGLN.L - Dividend Comparison

ISWD.L's dividend yield for the trailing twelve months is around 1.27%, while IGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)
1.27%1.50%1.74%1.99%2.43%1.98%1.88%2.37%2.39%2.09%2.09%2.62%

Frequently Asked Questions


ISWD.L and IGLN.L have a correlation of 0.24, 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 ISWD.L.

ISWD.L is categorized as Global Equities, while IGLN.L is Gold. ISWD.L tracks MSCI World Islamic Index, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.60% for ISWD.L and 0.25% for IGLN.L.

Portfolio Optimizer

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