SDIG.L vs. IGLN.L
SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - SDIG.L is a Global Bonds fund tracking the iShares $ Short Duration Corp Bond UCITS ETF USD (Dist), while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, SDIG.L returned 2.51%/yr vs 11.58%/yr for IGLN.L. At a 0.33 correlation, their price movements are largely independent. SDIG.L charges 0.20%/yr vs 0.12%/yr for IGLN.L.
Performance
SDIG.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, SDIG.L achieves a 1.03% return, which is significantly higher than IGLN.L's -6.13% return. Over the past 10 years, SDIG.L has underperformed IGLN.L with an annualized return of 2.51%, while IGLN.L has yielded a comparatively higher 11.58% annualized return.
SDIG.L
- 1D
- -0.03%
- 1M
- 0.12%
- 6M
- 0.97%
- YTD
- 1.03%
- 1Y
- 4.01%
- 3Y*
- 5.23%
- 5Y*
- 2.46%
- 10Y*
- 2.51%
IGLN.L
- 1D
- -0.82%
- 1M
- -7.02%
- 6M
- -12.44%
- YTD
- -6.13%
- 1Y
- 21.47%
- 3Y*
- 27.22%
- 5Y*
- 17.30%
- 10Y*
- 11.58%
SDIG.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 1.03% | 6.12% | 4.93% | 5.83% | -4.83% | -0.48% | 4.51% | 6.18% | 0.83% | 2.13% |
IGLN.L iShares Physical Gold ETC | -6.13% | 64.93% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.30% | -1.33% | 11.69% |
Correlation
The correlation between SDIG.L and IGLN.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2013 | 0.33 |
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Return for Risk
SDIG.L vs. IGLN.L — Risk / Return Rank
SDIG.L
IGLN.L
SDIG.L vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) and iShares Physical Gold ETC (IGLN.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.
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.
| SDIG.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.16 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 0.88 | +2.47 |
| Martin ratioReturn relative to average drawdown | 14.02 | 2.15 | +11.87 |
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Drawdowns
SDIG.L vs. IGLN.L - Drawdown Comparison
The maximum SDIG.L drawdown since its inception was -11.39%, smaller than the maximum IGLN.L drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for SDIG.L and IGLN.L.
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Drawdown Indicators
| SDIG.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.39% | -45.25% | +33.86% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -24.39% | +23.22% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -24.39% | +23.21% |
Max Drawdown (5Y)Largest decline over 5 years | -7.59% | -24.39% | +16.80% |
Max Drawdown (10Y)Largest decline over 10 years | -11.39% | -24.39% | +13.00% |
Current DrawdownCurrent decline from peak | -0.12% | -23.66% | +23.54% |
Average DrawdownAverage peak-to-trough decline | -0.93% | -19.73% | +18.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 9.97% | -9.69% |
Volatility
SDIG.L vs. IGLN.L - Volatility Comparison
The current volatility for iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) is 0.60%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 7.59%. This indicates that SDIG.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDIG.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 7.59% | -6.99% |
Volatility (6M)Calculated over the trailing 6-month period | 1.55% | 23.02% | -21.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 26.39% | -24.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.66% | 17.79% | -15.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.75% | 15.74% | -11.99% |
SDIG.L vs. IGLN.L - Expense Ratio Comparison
SDIG.L has a 0.20% expense ratio, which is higher than IGLN.L's 0.12% 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
SDIG.L vs. IGLN.L - Dividend Comparison
SDIG.L's dividend yield for the trailing twelve months is around 4.40%, while IGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLN.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% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 4.40% | 4.32% | 4.03% | 3.11% | 1.85% | 1.49% | 2.12% | 2.63% | 2.29% | 1.84% | 1.75% | 1.43% |
Frequently Asked Questions
SDIG.L and IGLN.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGLN.L is cheaper with a 0.12% expense ratio, compared with 0.20% for SDIG.L.
SDIG.L is categorized as Global Bonds, while IGLN.L is Gold. SDIG.L tracks iShares $ Short Duration Corp Bond UCITS ETF USD (Dist), while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.20% for SDIG.L and 0.12% for IGLN.L.
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