SGAS.DE vs. IAU
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and IAU (iShares Gold Trust) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while IAU is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, SGAS.DE returned 14.75%/yr vs 19.28%/yr for IAU. At a correlation of -0.00, they often move in opposite directions. SGAS.DE charges 0.07%/yr vs 0.25%/yr for IAU.
Performance
SGAS.DE vs. IAU - Performance Comparison
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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%
SGAS.DE vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
SGAS.DE
IAU
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.DE | IAU | Difference | |
|---|---|---|---|
| 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 |
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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.DE | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.59% | -18.38% | +17.79% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -12.04% | +6.51% |
Ulcer IndexDepth 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.DE | IAU | Difference | |
|---|---|---|---|
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.
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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