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SGAS.DE vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGAS.DE vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGAS.DE is traded in EUR, while IAU is traded in USD. To make them comparable, the IAU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGAS.DE achieves a 11.05% return, which is significantly higher than IAU's 1.43% return.


SGAS.DE

1D
1.65%
1M
2.18%
YTD
11.05%
6M
12.43%
1Y
27.18%
3Y*
19.46%
5Y*
14.75%
10Y*

IAU

1D
2.39%
1M
-4.69%
YTD
1.43%
6M
1.60%
1Y
25.05%
3Y*
27.41%
5Y*
19.28%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGAS.DE vs. IAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SGAS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)
11.05%5.16%33.87%26.35%-17.03%39.63%10.63%35.35%-20.64%
IAU
iShares Gold Trust
1.43%44.49%35.22%9.45%5.53%3.18%14.73%20.65%4.52%

Correlation

The correlation between SGAS.DE and IAU is 0.10, 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

0.10

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

0.10

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

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

-0.00

The correlation between SGAS.DE and IAU shifts across timeframes, from -0.00 (all time) to 0.10 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGAS.DE vs. IAU — Risk / Return Rank

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

SGAS.DE
SGAS.DE Risk / Return Rank: 6868
Overall Rank
SGAS.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SGAS.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
SGAS.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SGAS.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
SGAS.DE Martin Ratio Rank: 6565
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 2727
Overall Rank
IAU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2626
Sortino Ratio Rank
IAU Omega Ratio Rank: 3131
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2525
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.

SGAS.DE vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and iShares Gold Trust (IAU). 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.


SGAS.DEIAUDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.38

1.20

+0.18

Calmar ratioReturn relative to maximum drawdown

3.18

1.12

+2.06

Martin ratioReturn relative to average drawdown

11.05

3.22

+7.83

SGAS.DE vs. IAU - Sharpe Ratio Comparison

The current SGAS.DE Sharpe Ratio is 2.12, which is higher than the IAU Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SGAS.DE and IAU, 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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Drawdowns

SGAS.DE vs. IAU - Drawdown Comparison

The maximum SGAS.DE drawdown since its inception was -33.50%, smaller than the maximum IAU drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and IAU.


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Drawdown Indicators


SGAS.DEIAUDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-37.42%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-22.47%

+13.96%

Max Drawdown (3Y)

Largest decline over 3 years

-24.69%

-22.47%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-22.47%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

Current Drawdown

Current decline from peak

-0.59%

-18.38%

+17.79%

Average Drawdown

Average peak-to-trough decline

-5.53%

-12.04%

+6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

7.86%

-5.41%

Volatility

SGAS.DE vs. IAU - Volatility Comparison

The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.75%, while iShares Gold Trust (IAU) has a volatility of 7.39%. This indicates that SGAS.DE experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGAS.DEIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

7.39%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

22.57%

-13.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.79%

25.77%

-12.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

16.87%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

14.98%

+3.26%

SGAS.DE vs. IAU - Expense Ratio Comparison

SGAS.DE has a 0.07% expense ratio, which is lower than IAU'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

SGAS.DE vs. IAU - Dividend Comparison

Neither SGAS.DE nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGAS.DE and IAU have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for IAU.

SGAS.DE is categorized as Large Cap Blend Equities, while IAU is Gold. SGAS.DE tracks MSCI USA ESG Screened, while IAU tracks LBMA Gold Price. Their fees differ too: 0.07% for SGAS.DE and 0.25% for IAU.

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