SGLN.L vs. ACWI
Compare and contrast key facts about iShares Physical Gold ETC (SGLN.L) and iShares MSCI ACWI ETF (ACWI).
SGLN.L and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both SGLN.L and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGLN.L or ACWI.
Key characteristics
| SGLN.L | ACWI | |
|---|---|---|
| YTD Return | 15.46% | 5.51% |
| 1Y Return | 17.78% | 18.97% |
| 3Y Return (Ann) | 13.48% | 4.37% |
| 5Y Return (Ann) | 13.27% | 9.69% |
| 10Y Return (Ann) | 9.04% | 8.45% |
| Sharpe Ratio | 1.52 | 1.82 |
| Daily Std Dev | 11.73% | 11.53% |
| Max Drawdown | -41.71% | -56.00% |
| Current Drawdown | -2.83% | -2.51% |
Correlation
The correlation between SGLN.L and ACWI is 0.09, 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.
Performance
SGLN.L vs. ACWI - Performance Comparison
In the year-to-date period, SGLN.L achieves a 15.46% return, which is significantly higher than ACWI's 5.51% return. Over the past 10 years, SGLN.L has outperformed ACWI with an annualized return of 9.04%, while ACWI has yielded a comparatively lower 8.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SGLN.L vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and iShares MSCI ACWI ETF (ACWI). 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.
Dividends
SGLN.L vs. ACWI - Dividend Comparison
SGLN.L has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.78%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGLN.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% |
ACWI iShares MSCI ACWI ETF | 1.78% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
SGLN.L vs. ACWI - Drawdown Comparison
The maximum SGLN.L drawdown since its inception was -41.71%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for SGLN.L and ACWI. For additional features, visit the drawdowns tool.
Volatility
SGLN.L vs. ACWI - Volatility Comparison
iShares Physical Gold ETC (SGLN.L) has a higher volatility of 6.14% compared to iShares MSCI ACWI ETF (ACWI) at 3.38%. This indicates that SGLN.L's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.