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IWVL.L vs. SGOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWVL.L vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) and abrdn Physical Gold Shares ETF (SGOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWVL.L achieves a 32.97% return, which is significantly higher than SGOL's -2.39% return. Over the past 10 years, IWVL.L has outperformed SGOL with an annualized return of 13.36%, while SGOL has yielded a comparatively lower 12.34% annualized return.


IWVL.L

1D
3.36%
1M
6.98%
YTD
32.97%
6M
35.11%
1Y
63.09%
3Y*
28.41%
5Y*
16.13%
10Y*
13.36%

SGOL

1D
0.10%
1M
-7.35%
YTD
-2.39%
6M
-2.15%
1Y
22.44%
3Y*
29.18%
5Y*
17.34%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWVL.L vs. SGOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
32.97%40.42%5.13%19.53%-9.79%20.11%-3.67%18.13%-14.03%22.60%
SGOL
abrdn Physical Gold Shares ETF
-2.39%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%

Correlation

The correlation between IWVL.L and SGOL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.21

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

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.06

The correlation between IWVL.L and SGOL shifts across timeframes, from 0.06 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IWVL.L vs. SGOL — Risk / Return Rank

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

IWVL.L
IWVL.L Risk / Return Rank: 9696
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9595
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
Martin Ratio Rank

SGOL
SGOL Risk / Return Rank: 2626
Overall Rank
SGOL Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2525
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3131
Omega Ratio Rank
SGOL Calmar Ratio Rank: 2424
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2424
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.

IWVL.L vs. SGOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) and abrdn Physical Gold Shares ETF (SGOL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWVL.LSGOLDifference
Sharpe ratioReturn per unit of total volatility

+2.93

Sortino ratioReturn per unit of downside risk

+4.06

Omega ratioGain probability vs. loss probability

1.68

1.19

+0.50

Calmar ratioReturn relative to maximum drawdown

7.10

0.99

+6.10

Martin ratioReturn relative to average drawdown

25.90

2.85

+23.05

IWVL.L vs. SGOL - Sharpe Ratio Comparison

The current IWVL.L Sharpe Ratio is 3.83, which is higher than the SGOL Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of IWVL.L and SGOL, 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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Drawdowns

IWVL.L vs. SGOL - Drawdown Comparison

The maximum IWVL.L drawdown since its inception was -39.30%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for IWVL.L and SGOL.


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Drawdown Indicators


IWVL.LSGOLDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-45.51%

+6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-24.37%

+15.63%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-24.37%

+9.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

-24.37%

-2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-24.37%

-14.93%

Current Drawdown

Current decline from peak

-1.88%

-22.00%

+20.12%

Average Drawdown

Average peak-to-trough decline

-7.48%

-18.41%

+10.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

8.46%

-6.06%

Volatility

IWVL.L vs. SGOL - Volatility Comparison

The current volatility for iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) is 6.99%, while abrdn Physical Gold Shares ETF (SGOL) has a volatility of 7.69%. This indicates that IWVL.L experiences smaller price fluctuations and is considered to be less risky than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWVL.LSGOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

7.69%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

23.85%

-10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

27.08%

-10.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

18.10%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

16.04%

+1.01%

IWVL.L vs. SGOL - Expense Ratio Comparison

IWVL.L has a 0.25% expense ratio, which is higher than SGOL's 0.17% 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

IWVL.L vs. SGOL - Dividend Comparison

Neither IWVL.L nor SGOL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWVL.L and SGOL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGOL is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGOL is cheaper with a 0.17% expense ratio, compared with 0.25% for IWVL.L.

IWVL.L is categorized as Global Equities, while SGOL is Gold. IWVL.L tracks MSCI World Enhanced Value Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: iShares and abrdn. Their fees differ too: 0.25% for IWVL.L and 0.17% for SGOL.

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