IUQA.L vs. SGLN.L
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L) and iShares Physical Gold ETC (SGLN.L).
IUQA.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. IUQA.L is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Feb 21, 2018. 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 IUQA.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
IUQA.L vs. SGLN.L - Performance Comparison
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IUQA.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUQA.L iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating | -3.10% | 12.50% | 22.46% | 30.92% | -20.74% | 27.56% | 16.09% | 33.32% | -6.99% | 22.18% |
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
IUQA.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, IUQA.L achieves a -3.10% return, which is significantly lower than SGLN.L's 10.79% return.
IUQA.L
- 1D
- 2.33%
- 1M
- -4.74%
- YTD
- -3.10%
- 6M
- -0.31%
- 1Y
- 13.90%
- 3Y*
- 17.26%
- 5Y*
- 10.61%
- 10Y*
- —
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%
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IUQA.L vs. SGLN.L - Expense Ratio Comparison
Return for Risk
IUQA.L vs. SGLN.L — Risk / Return Rank
IUQA.L
SGLN.L
IUQA.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.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.
| IUQA.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.98 | -1.07 |
Sortino ratioReturn per unit of downside risk | 1.37 | 2.47 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.98 | -1.35 |
Martin ratioReturn relative to average drawdown | 6.68 | 11.41 | -4.74 |
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
| IUQA.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.98 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.30 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.49 | +0.30 |
Correlation
The correlation between IUQA.L and SGLN.L is 0.01, 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
IUQA.L vs. SGLN.L - Dividend Comparison
Neither IUQA.L nor SGLN.L has paid dividends to shareholders.
Drawdowns
IUQA.L vs. SGLN.L - Drawdown Comparison
The maximum IUQA.L drawdown since its inception was -33.96%, smaller than the maximum SGLN.L drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for IUQA.L and SGLN.L.
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Drawdown Indicators
| IUQA.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.96% | -41.71% | +7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -17.57% | +6.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.77% | -17.57% | -10.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.91% | — |
Current DrawdownCurrent decline from peak | -5.46% | -9.41% | +3.95% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -14.78% | +9.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 4.27% | -2.27% |
Volatility
IUQA.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L) is 4.69%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 10.91%. This indicates that IUQA.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
| IUQA.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 10.91% | -6.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 21.84% | -13.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 26.33% | -11.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 17.32% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 15.77% | +1.00% |