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

Performance

IWDE.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
IWDE.L
iShares MSCI World EUR Hedged UCITS ETF (Acc)
-2.56%16.39%19.76%21.13%-18.36%23.42%11.49%23.65%-10.06%16.85%
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

IWDE.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, IWDE.L achieves a -2.56% return, which is significantly lower than SGLN.L's 12.49% return. Over the past 10 years, IWDE.L has underperformed SGLN.L with an annualized return of 10.30%, while SGLN.L has yielded a comparatively higher 14.29% annualized return.


IWDE.L

1D
2.62%
1M
-3.68%
YTD
-2.56%
6M
0.66%
1Y
16.80%
3Y*
15.56%
5Y*
9.10%
10Y*
10.30%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Return for Risk

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

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

IWDE.L
IWDE.L Risk / Return Rank: 6363
Overall Rank
IWDE.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IWDE.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IWDE.L Omega Ratio Rank: 5959
Omega Ratio Rank
IWDE.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
IWDE.L Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.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.


IWDE.LSGLN.LDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.71

-0.59

Sortino ratio

Return per unit of downside risk

1.58

2.19

-0.61

Omega ratio

Gain probability vs. loss probability

1.23

1.33

-0.09

Calmar ratio

Return relative to maximum drawdown

1.96

2.51

-0.54

Martin ratio

Return relative to average drawdown

8.33

9.49

-1.16

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

The current IWDE.L Sharpe Ratio is 1.11, which is lower than the SGLN.L Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of IWDE.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.


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Sharpe Ratios by Period


IWDE.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.71

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

1.41

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.96

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.62

+0.03

Correlation

The correlation between IWDE.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

IWDE.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IWDE.L vs. SGLN.L - Drawdown Comparison

The maximum IWDE.L drawdown since its inception was -33.32%, smaller than the maximum SGLN.L drawdown of -37.02%. Use the drawdown chart below to compare losses from any high point for IWDE.L and SGLN.L.


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Drawdown Indicators


IWDE.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.32%

-41.71%

+8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-17.57%

+5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-17.57%

-6.15%

Max Drawdown (10Y)

Largest decline over 10 years

-33.32%

-21.91%

-11.41%

Current Drawdown

Current decline from peak

-4.75%

-9.41%

+4.66%

Average Drawdown

Average peak-to-trough decline

-4.54%

-14.78%

+10.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

4.27%

-2.29%

Volatility

IWDE.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) is 5.19%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 11.45%. This indicates that IWDE.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


IWDE.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

11.45%

-6.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

21.36%

-12.66%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

24.67%

-9.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

16.27%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

14.85%

+0.48%