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

Performance

SDHG.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Short Duration High Yield Corporate Bond UCITS ETF (SDHG.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SDHG.L is traded in GBP, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SDHG.L achieves a 2.17% return, which is significantly lower than SGLN.L's 3.89% return. Over the past 10 years, SDHG.L has underperformed SGLN.L with an annualized return of 7.60%, while SGLN.L has yielded a comparatively higher 14.27% annualized return.


SDHG.L

1D
0.26%
1M
1.12%
YTD
2.17%
6M
3.15%
1Y
11.14%
3Y*
7.16%
5Y*
7.59%
10Y*
7.60%

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

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


2026 (YTD)202520242023202220212020201920182017
SDHG.L
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
2.17%3.69%10.34%4.51%9.19%6.61%1.92%7.77%7.80%-3.56%
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 SDHG.L and SGLN.L is -0.07, 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

-0.07

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

0.05

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

0.12

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

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2013

0.21

The correlation between SDHG.L and SGLN.L shifts across timeframes, from -0.07 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SDHG.L
SDHG.L Risk / Return Rank: 6161
Overall Rank
SDHG.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SDHG.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
SDHG.L Omega Ratio Rank: 5454
Omega Ratio Rank
SDHG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
SDHG.L Martin Ratio Rank: 6363
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (SDHG.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.


SDHG.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

3.63

1.91

+1.72

Martin ratioReturn relative to average drawdown

11.43

5.05

+6.38

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

The current SDHG.L Sharpe Ratio is 1.85, which is comparable to the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SDHG.L and SGLN.L, 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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Sharpe Ratios by Period


SDHG.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.45

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.23

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.90

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.55

+0.31

Drawdowns

SDHG.L vs. SGLN.L - Drawdown Comparison

The maximum SDHG.L drawdown since its inception was -11.44%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for SDHG.L and SGLN.L.


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Drawdown Indicators


SDHG.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.44%

-41.71%

+30.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-17.57%

+14.57%

Max Drawdown (3Y)

Largest decline over 3 years

-8.95%

-17.57%

+8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-10.53%

-17.57%

+7.04%

Max Drawdown (10Y)

Largest decline over 10 years

-11.44%

-21.91%

+10.47%

Current Drawdown

Current decline from peak

-0.37%

-16.01%

+15.64%

Average Drawdown

Average peak-to-trough decline

-3.15%

-14.76%

+11.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

6.67%

-5.72%

Volatility

SDHG.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (SDHG.L) is 1.48%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 5.08%. This indicates that SDHG.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


SDHG.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

5.08%

-3.60%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

20.08%

-15.97%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

23.19%

-17.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

16.30%

-8.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

15.78%

-6.59%

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

SDHG.L has a 0.45% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

SDHG.L vs. SGLN.L - Dividend Comparison

SDHG.L's dividend yield for the trailing twelve months is around 11.18%, while SGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SDHG.L
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
11.18%8.87%8.03%7.20%5.20%5.72%6.58%6.95%7.01%7.33%6.99%7.49%
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


SDHG.L and SGLN.L have a correlation of -0.07, 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 0.45% for SDHG.L.

SDHG.L is categorized as High Yield Bonds, while SGLN.L is Gold. SDHG.L tracks Bloomberg US Corporate High Yield TR USD, while SGLN.L tracks LBMA Gold Price. Their fees differ too: 0.45% for SDHG.L and 0.12% for SGLN.L.

Portfolio Optimizer

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