IWDP.L vs. SGLN.L
IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - IWDP.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, IWDP.L returned 3.99%/yr vs 14.27%/yr for SGLN.L. At a 0.13 correlation, their price movements are largely independent. IWDP.L charges 0.59%/yr vs 0.12%/yr for SGLN.L.
Performance
IWDP.L vs. SGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, IWDP.L achieves a 6.86% return, which is significantly higher than SGLN.L's 3.89% return. Over the past 10 years, IWDP.L has underperformed SGLN.L with an annualized return of 3.99%, while SGLN.L has yielded a comparatively higher 14.27% annualized return.
IWDP.L
- 1D
- 0.24%
- 1M
- -0.19%
- YTD
- 6.86%
- 6M
- 7.06%
- 1Y
- 11.51%
- 3Y*
- 5.75%
- 5Y*
- 1.76%
- 10Y*
- 3.99%
SGLN.L
- 1D
- 0.70%
- 1M
- -1.36%
- YTD
- 3.89%
- 6M
- 5.42%
- 1Y
- 33.75%
- 3Y*
- 28.17%
- 5Y*
- 20.12%
- 10Y*
- 14.27%
IWDP.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 6.86% | 1.71% | 1.22% | 4.00% | -14.93% | 26.93% | -12.50% | 17.31% | -0.09% | 1.37% |
SGLN.L iShares Physical Gold ETC | 3.89% | 53.66% | 28.20% | 7.24% | 11.84% | -2.57% | 19.62% | 14.63% | 4.36% | 1.68% |
Correlation
The correlation between IWDP.L and SGLN.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2011 | 0.13 |
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Return for Risk
IWDP.L vs. SGLN.L — Risk / Return Rank
IWDP.L
SGLN.L
IWDP.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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.
| IWDP.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.91 | -0.58 |
| Martin ratioReturn relative to average drawdown | 4.13 | 5.05 | -0.91 |
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
| IWDP.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.45 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 1.23 | -1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.90 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.55 | -0.29 |
Drawdowns
IWDP.L vs. SGLN.L - Drawdown Comparison
The maximum IWDP.L drawdown since its inception was -58.29%, which is greater than SGLN.L's maximum drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for IWDP.L and SGLN.L.
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Drawdown Indicators
| IWDP.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.29% | -41.71% | -16.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -17.57% | +8.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.50% | -17.57% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.31% | -17.57% | -8.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.66% | -21.91% | -13.75% |
Current DrawdownCurrent decline from peak | -3.40% | -16.01% | +12.61% |
Average DrawdownAverage peak-to-trough decline | -11.23% | -14.76% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 6.67% | -3.89% |
Volatility
IWDP.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) is 3.00%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.08%. This indicates that IWDP.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
| IWDP.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 5.08% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 20.08% | -11.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 23.19% | -12.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 16.30% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 15.78% | -0.24% |
IWDP.L vs. SGLN.L - Expense Ratio Comparison
IWDP.L has a 0.59% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.
Dividends
IWDP.L vs. SGLN.L - Dividend Comparison
IWDP.L's dividend yield for the trailing twelve months is around 3.03%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 3.03% | 3.13% | 3.17% | 3.14% | 3.56% | 2.17% | 3.11% | 3.03% | 3.82% | 3.05% | 2.96% | 2.93% |
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IWDP.L and SGLN.L have a correlation of 0.11, 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 0.59% for IWDP.L.
IWDP.L is categorized as REIT, while SGLN.L is Gold. IWDP.L tracks FTSE EPRA Nareit Global TR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.59% for IWDP.L and 0.12% for SGLN.L.
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