SDUS.L vs. IGLN.L
SDUS.L (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and IGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - SDUS.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while IGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, SDUS.L returned 14.04%/yr vs 18.61%/yr for IGLN.L. At a 0.10 correlation, their price movements are largely independent. SDUS.L charges 0.07%/yr vs 0.25%/yr for IGLN.L.
Performance
SDUS.L vs. IGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, SDUS.L achieves a 10.25% return, which is significantly higher than IGLN.L's 3.70% return.
SDUS.L
- 1D
- 0.08%
- 1M
- 5.05%
- YTD
- 10.25%
- 6M
- 10.89%
- 1Y
- 28.55%
- 3Y*
- 23.31%
- 5Y*
- 14.04%
- 10Y*
- —
IGLN.L
- 1D
- 0.68%
- 1M
- -2.35%
- YTD
- 3.70%
- 6M
- 6.03%
- 1Y
- 32.37%
- 3Y*
- 31.55%
- 5Y*
- 18.61%
- 10Y*
- 13.42%
SDUS.L vs. IGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 10.25% | 17.72% | 26.89% | 30.69% | -21.32% | 28.28% | 22.03% | 30.98% | -7.54% |
IGLN.L iShares Physical Gold ETC | 3.70% | 64.92% | 26.14% | 13.44% | -0.09% | -4.03% | 24.16% | 18.28% | 3.96% |
Correlation
The correlation between SDUS.L and IGLN.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018 | 0.10 |
The correlation between SDUS.L and IGLN.L shifts across timeframes, from 0.10 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SDUS.L vs. IGLN.L — Risk / Return Rank
SDUS.L
IGLN.L
SDUS.L vs. IGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.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.
| SDUS.L | IGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.25 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.86 | +1.14 |
| Martin ratioReturn relative to average drawdown | 12.48 | 4.79 | +7.69 |
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
| SDUS.L | IGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.30 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.07 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.46 | +0.45 |
Drawdowns
SDUS.L vs. IGLN.L - Drawdown Comparison
The maximum SDUS.L drawdown since its inception was -33.90%, smaller than the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for SDUS.L and IGLN.L.
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Drawdown Indicators
| SDUS.L | IGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -45.24% | +11.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -17.36% | +7.88% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -17.36% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -21.15% | -5.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.15% | — |
Current DrawdownCurrent decline from peak | -0.54% | -15.66% | +15.12% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -19.80% | +14.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 6.74% | -4.46% |
Volatility
SDUS.L vs. IGLN.L - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) is 3.55%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 6.36%. This indicates that SDUS.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
| SDUS.L | IGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 6.36% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 21.73% | -12.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.46% | 24.78% | -12.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 17.36% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 15.54% | +2.69% |
SDUS.L vs. IGLN.L - Expense Ratio Comparison
SDUS.L has a 0.07% expense ratio, which is lower than IGLN.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SDUS.L vs. IGLN.L - Dividend Comparison
SDUS.L's dividend yield for the trailing twelve months is around 0.73%, while IGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.73% | 0.80% | 0.90% | 1.06% | 1.32% | 0.95% | 1.18% | 1.40% | 0.22% |
Frequently Asked Questions
SDUS.L and IGLN.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SDUS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDUS.L is cheaper with a 0.07% expense ratio, compared with 0.25% for IGLN.L.
SDUS.L is categorized as Large Cap Blend Equities, while IGLN.L is Gold. SDUS.L tracks Russell 1000 TR USD, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.07% for SDUS.L and 0.25% for IGLN.L.
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