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

SDWD.L vs. SGLN.L

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares Physical Gold ETC (SGLN.L).

SDWD.L and SGLN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDWD.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 19, 2018. SGLN.L is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Apr 8, 2011. Both SDWD.L and SGLN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SDWD.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)20252024202320222021202020192018
SDWD.L
iShares MSCI World ESG Screened UCITS ETF USD (Dist)		-3.98%20.86%20.47%26.73%-19.56%22.41%17.75%27.43%-6.00%
SGLN.L
iShares Physical Gold ETC		8.23%65.25%26.06%12.89%-0.12%-3.46%23.28%19.23%3.71%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SDWD.L achieves a -3.98% return, which is significantly lower than SGLN.L's 8.32% return.

SDWD.L

1D
-0.45%
1M
-2.43%
YTD
-3.98%
6M
-0.73%
1Y
19.21%
3Y*
17.79%
5Y*
10.49%
10Y*
—

SGLN.L

1D
-2.18%
1M
-9.43%
YTD
8.32%
6M
20.05%
1Y
50.25%
3Y*
32.67%
5Y*
21.97%
10Y*
14.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI World ESG Screened UCITS ETF USD (Dist)

iShares Physical Gold ETC

Often compared with SDWD.L:
SDWD.L vs. NVDASDWD.L vs. BRK-BSDWD.L vs. ACWISDWD.L vs. IITU.LSDWD.L vs. IWVG.LSDWD.L vs. JEPG.LSDWD.L vs. MWOZ.L
Often compared with SGLN.L:
SGLN.L vs. IGLN.LSGLN.L vs. GLDSGLN.L vs. IAUSGLN.L vs. SGLS.LSGLN.L vs. GLDW.LSGLN.L vs. SGLD.TOSGLN.L vs. GBSP.L

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

SDWD.L
iShares MSCI World ESG Screened UCITS ETF USD (Dist)

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDWD.L
SDWD.L Risk / Return Rank: 6969
Overall Rank
SDWD.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SDWD.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
SDWD.L Omega Ratio Rank: 6262
Omega Ratio Rank
SDWD.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
SDWD.L Martin Ratio Rank: 8181
Martin Ratio Rank
SGLN.L
SGLN.L Risk / Return Rank: 8383
Overall Rank
SGLN.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 8585
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.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.

SDWD.LSGLN.LDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.84

-0.66

Sortino ratio

Return per unit of downside risk

1.70

2.32

-0.62

Omega ratio

Gain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratio

Return relative to maximum drawdown

2.50

2.87

-0.37

Martin ratio

Return relative to average drawdown

10.92

10.88

+0.04

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SDWD.L Sharpe Ratio is 1.17, which is lower than the SGLN.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SDWD.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

SDWD.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.84

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.27

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.48

+0.25

Correlation

The correlation between SDWD.L and SGLN.L is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SDWD.L vs. SGLN.L - Dividend Comparison

SDWD.L's dividend yield for the trailing twelve months is around 1.16%, while SGLN.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018
SDWD.L
iShares MSCI World ESG Screened UCITS ETF USD (Dist)		1.16%1.12%1.27%1.42%1.66%1.22%1.28%1.77%0.20%
SGLN.L
iShares Physical Gold ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SDWD.L vs. SGLN.L - Drawdown Comparison

The maximum SDWD.L drawdown since its inception was -33.64%, smaller than the maximum SGLN.L drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for SDWD.L and SGLN.L.

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Drawdown Indicators

SDWD.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-41.71%

+8.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.31%

-17.57%

+8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.93%

-17.57%

-9.36%

Max Drawdown (10Y)

Largest decline over 10 years

—

-21.91%

—

Current Drawdown

Current decline from peak

-6.22%

-10.96%

+4.74%

Average Drawdown

Average peak-to-trough decline

-5.35%

-14.78%

+9.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

4.32%

-2.19%

Volatility

SDWD.L vs. SGLN.L - Volatility Comparison

The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) is 5.41%, while iShares Physical Gold ETC (SGLN.L) has a volatility of 11.02%. This indicates that SDWD.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

SDWD.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

11.02%

-5.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

21.94%

-12.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

26.43%

-10.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

17.34%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

15.78%

+1.77%