PortfoliosLab logoPortfoliosLab logo
IUCD.L vs. SGLN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUCD.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IUCD.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUCD.L
iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating
-8.22%6.62%30.82%43.62%-37.19%24.43%33.47%26.85%0.18%21.18%
SGLN.L
iShares Physical Gold ETC
10.79%65.25%26.06%12.89%-0.12%-3.46%23.28%19.23%-1.55%11.36%
Different Trading Currencies

IUCD.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, IUCD.L achieves a -8.22% return, which is significantly lower than SGLN.L's 10.79% return. Over the past 10 years, IUCD.L has underperformed SGLN.L with an annualized return of 13.08%, while SGLN.L has yielded a comparatively higher 14.46% annualized return.


IUCD.L

1D
2.54%
1M
-3.24%
YTD
-8.22%
6M
-7.46%
1Y
12.10%
3Y*
16.84%
5Y*
6.69%
10Y*
13.08%

SGLN.L

1D
3.33%
1M
-10.09%
YTD
10.79%
6M
23.54%
1Y
52.50%
3Y*
34.15%
5Y*
22.52%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IUCD.L vs. SGLN.L - Expense Ratio Comparison


Return for Risk

IUCD.L vs. SGLN.L — Risk / Return Rank

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

IUCD.L
IUCD.L Risk / Return Rank: 2727
Overall Rank
IUCD.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IUCD.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IUCD.L Omega Ratio Rank: 2626
Omega Ratio Rank
IUCD.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
IUCD.L Martin Ratio Rank: 2727
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 8888
Overall Rank
SGLN.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 8888
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 8888
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.

IUCD.L vs. SGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.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.


IUCD.LSGLN.LDifference

Sharpe ratio

Return per unit of total volatility

0.56

1.98

-1.42

Sortino ratio

Return per unit of downside risk

0.95

2.47

-1.52

Omega ratio

Gain probability vs. loss probability

1.12

1.35

-0.24

Calmar ratio

Return relative to maximum drawdown

0.77

2.98

-2.21

Martin ratio

Return relative to average drawdown

2.55

11.41

-8.86

IUCD.L vs. SGLN.L - Sharpe Ratio Comparison

The current IUCD.L Sharpe Ratio is 0.56, which is lower than the SGLN.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IUCD.L and SGLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IUCD.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.98

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

1.30

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.91

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.49

+0.10

Correlation

The correlation between IUCD.L and SGLN.L is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IUCD.L vs. SGLN.L - Dividend Comparison

Neither IUCD.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUCD.L vs. SGLN.L - Drawdown Comparison

The maximum IUCD.L drawdown since its inception was -40.70%, smaller than the maximum SGLN.L drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for IUCD.L and SGLN.L.


Loading graphics...

Drawdown Indicators


IUCD.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.70%

-41.71%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.86%

-17.57%

+2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-40.70%

-17.57%

-23.13%

Max Drawdown (10Y)

Largest decline over 10 years

-40.70%

-21.91%

-18.79%

Current Drawdown

Current decline from peak

-11.67%

-9.41%

-2.26%

Average Drawdown

Average peak-to-trough decline

-9.82%

-14.78%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

4.27%

+0.19%

Volatility

IUCD.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) is 7.51%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 10.91%. This indicates that IUCD.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.


Loading graphics...

Volatility by Period


IUCD.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

10.91%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

21.84%

-8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

26.33%

-4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

17.32%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.60%

15.77%

+6.83%