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IUMF.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUMF.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUMF.L achieves a 32.21% return, which is significantly higher than SGLN.L's 3.17% return.


IUMF.L

1D
1.91%
1M
18.47%
YTD
32.21%
6M
32.62%
1Y
43.66%
3Y*
29.81%
5Y*
15.74%
10Y*

SGLN.L

1D
-1.14%
1M
-2.89%
YTD
3.17%
6M
4.34%
1Y
33.24%
3Y*
27.91%
5Y*
19.95%
10Y*
14.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IUMF.L
iShares Edge MSCI USA Momentum Factor UCITS ETF
32.21%9.14%34.88%3.73%-8.43%14.11%25.03%23.31%2.39%24.77%
SGLN.L
iShares Physical Gold ETC
3.17%53.66%28.20%7.24%11.84%-2.57%19.62%14.63%4.36%1.68%

Correlation

The correlation between IUMF.L and SGLN.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.05

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

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2016

0.07

The correlation between IUMF.L and SGLN.L shifts across timeframes, from 0.01 (5 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IUMF.L
IUMF.L Risk / Return Rank: 7777
Overall Rank
IUMF.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IUMF.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IUMF.L Omega Ratio Rank: 7272
Omega Ratio Rank
IUMF.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
IUMF.L Martin Ratio Rank: 7878
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 3737
Overall Rank
SGLN.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4343
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3333
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.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.


IUMF.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.43

1.28

+0.15

Calmar ratioReturn relative to maximum drawdown

4.66

1.88

+2.78

Martin ratioReturn relative to average drawdown

15.06

5.03

+10.03

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

The current IUMF.L Sharpe Ratio is 2.43, which is higher than the SGLN.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IUMF.L and SGLN.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


IUMF.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

1.43

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.22

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.55

+0.31

Drawdowns

IUMF.L vs. SGLN.L - Drawdown Comparison

The maximum IUMF.L drawdown since its inception was -25.23%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for IUMF.L and SGLN.L.


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Drawdown Indicators


IUMF.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.23%

-41.71%

+16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-17.57%

+8.25%

Max Drawdown (3Y)

Largest decline over 3 years

-22.56%

-17.57%

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

-17.57%

-6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

0.00%

-16.59%

+16.59%

Average Drawdown

Average peak-to-trough decline

-6.44%

-14.76%

+8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

6.60%

-3.71%

Volatility

IUMF.L vs. SGLN.L - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF (IUMF.L) has a higher volatility of 7.74% compared to iShares Physical Gold ETC (SGLN.L) at 5.08%. This indicates that IUMF.L's price experiences larger fluctuations and is considered to be riskier 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


IUMF.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

5.08%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

20.07%

-5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

23.19%

-5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.27%

16.29%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

15.78%

+2.87%

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

IUMF.L has a 0.20% expense ratio, which is higher than SGLN.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUMF.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUMF.L and SGLN.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.20% for IUMF.L.

IUMF.L is categorized as Momentum, while SGLN.L is Gold. IUMF.L tracks MSCI USA Momentum Index, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.20% for IUMF.L and 0.12% for SGLN.L.

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