RISE.L vs. SGLN.L
RISE.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF) and SGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - RISE.L is a High Yield Bonds fund tracking the ICE BofA Gbl HY Constnd TR USD, while SGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, RISE.L returned 4.64%/yr vs 20.12%/yr for SGLN.L. At a 0.19 correlation, their price movements are largely independent. RISE.L charges 0.50%/yr vs 0.12%/yr for SGLN.L.
Performance
RISE.L vs. SGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, RISE.L achieves a 1.29% return, which is significantly lower than SGLN.L's 3.89% return.
RISE.L
- 1D
- 0.13%
- 1M
- 1.26%
- YTD
- 1.29%
- 6M
- 1.50%
- 1Y
- 9.82%
- 3Y*
- 6.74%
- 5Y*
- 4.64%
- 10Y*
- —
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%
RISE.L vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RISE.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 1.29% | 5.86% | 5.76% | 7.62% | -3.13% | 4.04% | 14.09% | 13.14% | 2.07% | 3.75% |
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 RISE.L and SGLN.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2016 | 0.19 |
The correlation between RISE.L and SGLN.L shifts across timeframes, from 0.05 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RISE.L vs. SGLN.L — Risk / Return Rank
RISE.L
SGLN.L
RISE.L vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.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.
| RISE.L | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 1.91 | +1.51 |
| Martin ratioReturn relative to average drawdown | 10.87 | 5.05 | +5.82 |
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
| RISE.L | SGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.45 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.23 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.55 | +0.30 |
Drawdowns
RISE.L vs. SGLN.L - Drawdown Comparison
The maximum RISE.L drawdown since its inception was -14.31%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for RISE.L and SGLN.L.
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Drawdown Indicators
| RISE.L | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.31% | -41.71% | +27.40% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -17.57% | +14.71% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -17.57% | +10.92% |
Max Drawdown (5Y)Largest decline over 5 years | -10.05% | -17.57% | +7.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.91% | — |
Current DrawdownCurrent decline from peak | -0.25% | -16.01% | +15.76% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -14.76% | +12.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 6.67% | -5.77% |
Volatility
RISE.L vs. SGLN.L - Volatility Comparison
The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) is 1.24%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.08%. This indicates that RISE.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
| RISE.L | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 5.08% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 3.62% | 20.08% | -16.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.90% | 23.19% | -18.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.66% | 16.30% | -9.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.83% | 15.78% | -6.95% |
RISE.L vs. SGLN.L - Expense Ratio Comparison
RISE.L has a 0.50% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.
Dividends
RISE.L vs. SGLN.L - Dividend Comparison
RISE.L's dividend yield for the trailing twelve months is around 8.29%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RISE.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 8.29% | 6.61% | 6.89% | 6.13% | 5.06% | 4.52% | 4.96% | 5.81% | 6.42% | 5.91% | 2.65% |
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% |
Frequently Asked Questions
RISE.L and SGLN.L have a correlation of 0.05, 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 0.50% for RISE.L.
RISE.L is categorized as High Yield Bonds, while SGLN.L is Gold. RISE.L tracks ICE BofA Gbl HY Constnd TR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.50% for RISE.L and 0.12% for SGLN.L.
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