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SGEA.L vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGEA.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (SGEA.L) and iShares Physical Gold ETC (IGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGEA.L is traded in GBP, while IGLN.L is traded in USD. To make them comparable, the IGLN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SGEA.L having a -6.30% return and IGLN.L slightly lower at -6.52%. Over the past 10 years, SGEA.L has underperformed IGLN.L with an annualized return of 0.95%, while IGLN.L has yielded a comparatively higher 11.29% annualized return.


SGEA.L

1D
0.50%
1M
-0.75%
6M
-5.74%
YTD
-6.30%
1Y
-7.02%
3Y*
-0.14%
5Y*
0.02%
10Y*
0.95%

IGLN.L

1D
-1.85%
1M
-7.84%
6M
-12.98%
YTD
-6.52%
1Y
20.18%
3Y*
25.84%
5Y*
17.70%
10Y*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGEA.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGEA.L
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
-6.30%-1.01%3.19%-0.97%3.25%-3.19%5.39%5.58%3.87%2.31%
IGLN.L
iShares Physical Gold ETC
-6.52%53.18%28.34%7.77%11.79%-3.12%20.51%13.80%4.52%2.03%

Correlation

The correlation between SGEA.L and IGLN.L is 0.03, 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

0.03

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

0.12

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.28

Over the past year, the correlation between SGEA.L and IGLN.L has dropped to 0.03 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

SGEA.L vs. IGLN.L — Risk / Return Rank

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

SGEA.L
SGEA.L Risk / Return Rank: 22
Overall Rank
SGEA.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SGEA.L Sortino Ratio Rank: 22
Sortino Ratio Rank
SGEA.L Omega Ratio Rank: 22
Omega Ratio Rank
SGEA.L Calmar Ratio Rank: 33
Calmar Ratio Rank
SGEA.L Martin Ratio Rank: 22
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 2525
Overall Rank
IGLN.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 2727
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 2222
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.

SGEA.L vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (SGEA.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.


SGEA.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

0.85

1.16

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.71

0.83

-1.53

Martin ratioReturn relative to average drawdown

-1.29

2.06

-3.35

SGEA.L vs. IGLN.L - Sharpe Ratio Comparison

The current SGEA.L Sharpe Ratio is -1.03, which is lower than the IGLN.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of SGEA.L and IGLN.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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Drawdowns

SGEA.L vs. IGLN.L - Drawdown Comparison

The maximum SGEA.L drawdown since its inception was -40.80%, roughly equal to the maximum IGLN.L drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for SGEA.L and IGLN.L.


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Drawdown Indicators


SGEA.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.80%

-41.67%

+0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-24.35%

+15.44%

Max Drawdown (3Y)

Largest decline over 3 years

-10.30%

-24.35%

+14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-10.30%

-24.35%

+14.05%

Max Drawdown (10Y)

Largest decline over 10 years

-12.02%

-24.35%

+12.33%

Current Drawdown

Current decline from peak

-10.01%

-24.35%

+14.34%

Average Drawdown

Average peak-to-trough decline

-17.31%

-14.79%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

9.75%

-4.84%

Volatility

SGEA.L vs. IGLN.L - Volatility Comparison

The current volatility for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (SGEA.L) is 1.89%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 7.51%. This indicates that SGEA.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


SGEA.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

7.51%

-5.62%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

22.51%

-18.13%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

25.62%

-19.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.98%

17.25%

-10.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.03%

15.78%

-7.75%

SGEA.L vs. IGLN.L - Expense Ratio Comparison

SGEA.L has a 0.50% expense ratio, which is higher than IGLN.L's 0.12% expense ratio.


Dividends

SGEA.L vs. IGLN.L - Dividend Comparison

SGEA.L's dividend yield for the trailing twelve months is around 3.60%, while IGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SGEA.L
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
3.60%3.40%3.00%2.90%2.81%2.37%2.97%2.55%2.46%2.17%2.65%1.11%

Frequently Asked Questions


SGEA.L and IGLN.L have a correlation of 0.03, 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 0.50% for SGEA.L.

SGEA.L is categorized as Government Bonds, while IGLN.L is Gold. SGEA.L tracks iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist), while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.50% for SGEA.L and 0.12% for IGLN.L.

Portfolio Optimizer

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