IUSE.L vs. SGLN.L
Compare and contrast key facts about iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) and iShares Physical Gold ETC (SGLN.L).
IUSE.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. IUSE.L is a passively managed fund by iShares that tracks the performance of the S&P 500 EUR Hedged Index. It was launched on Sep 30, 2010. 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 IUSE.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
IUSE.L vs. SGLN.L - Performance Comparison
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IUSE.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSE.L iShares S&P 500 EUR Hedged UCITS ETF Acc | -4.73% | 14.95% | 23.20% | 23.05% | -21.17% | 27.85% | 14.81% | 26.33% | -8.40% | 19.04% |
SGLN.L iShares Physical Gold ETC | 12.49% | 45.64% | 34.39% | 9.51% | 6.07% | 3.76% | 13.12% | 21.93% | 3.07% | -2.32% |
Different Trading Currencies
IUSE.L is traded in EUR, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSE.L achieves a -4.73% return, which is significantly lower than SGLN.L's 12.49% return. Over the past 10 years, IUSE.L has underperformed SGLN.L with an annualized return of 11.23%, while SGLN.L has yielded a comparatively higher 14.29% annualized return.
IUSE.L
- 1D
- 2.44%
- 1M
- -3.97%
- YTD
- -4.73%
- 6M
- -2.12%
- 1Y
- 15.45%
- 3Y*
- 16.09%
- 5Y*
- 9.26%
- 10Y*
- 11.23%
SGLN.L
- 1D
- 3.22%
- 1M
- -9.15%
- YTD
- 12.49%
- 6M
- 25.29%
- 1Y
- 42.29%
- 3Y*
- 31.28%
- 5Y*
- 22.96%
- 10Y*
- 14.29%
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IUSE.L vs. SGLN.L - Expense Ratio Comparison
Return for Risk
IUSE.L vs. SGLN.L — Risk / Return Rank
IUSE.L
SGLN.L
IUSE.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.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.
| IUSE.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.71 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.44 | 2.19 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.51 | -0.79 |
Martin ratioReturn relative to average drawdown | 6.99 | 9.49 | -2.50 |
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
| IUSE.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.71 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 1.41 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.96 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.62 | +0.12 |
Correlation
The correlation between IUSE.L and SGLN.L is -0.06. 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
IUSE.L vs. SGLN.L - Dividend Comparison
Neither IUSE.L nor SGLN.L has paid dividends to shareholders.
Drawdowns
IUSE.L vs. SGLN.L - Drawdown Comparison
The maximum IUSE.L drawdown since its inception was -34.75%, smaller than the maximum SGLN.L drawdown of -37.02%. Use the drawdown chart below to compare losses from any high point for IUSE.L and SGLN.L.
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Drawdown Indicators
| IUSE.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.75% | -41.71% | +6.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -17.57% | +5.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -17.57% | -8.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.75% | -21.91% | -12.84% |
Current DrawdownCurrent decline from peak | -5.90% | -9.41% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -14.78% | +10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 4.27% | -2.14% |
Volatility
IUSE.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) is 4.90%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 11.45%. This indicates that IUSE.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
| IUSE.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 11.45% | -6.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 21.36% | -12.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 24.67% | -8.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 16.27% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 14.85% | +1.44% |