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

Performance

SGLN.L vs. EMIM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Gold ETC (SGLN.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGLN.L achieves a -1.83% return, which is significantly lower than EMIM.L's 22.83% return. Over the past 10 years, SGLN.L has outperformed EMIM.L with an annualized return of 13.01%, while EMIM.L has yielded a comparatively lower 11.13% annualized return.


SGLN.L

1D
2.90%
1M
-9.40%
YTD
-1.83%
6M
-1.90%
1Y
25.94%
3Y*
26.65%
5Y*
18.64%
10Y*
13.01%

EMIM.L

1D
2.84%
1M
1.78%
YTD
22.83%
6M
25.36%
1Y
44.91%
3Y*
19.09%
5Y*
8.57%
10Y*
11.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGLN.L
iShares Physical Gold ETC
-1.83%53.66%28.20%7.24%11.84%-2.82%19.93%14.63%4.36%1.68%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
22.83%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-9.32%24.72%

Correlation

The correlation between SGLN.L and EMIM.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

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

0.17

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

0.14

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2014

0.13

The correlation between SGLN.L and EMIM.L shifts across timeframes, from 0.13 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SGLN.L
SGLN.L Risk / Return Rank: 3232
Overall Rank
SGLN.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 3838
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 2828
Martin Ratio Rank

EMIM.L
EMIM.L Risk / Return Rank: 8686
Overall Rank
EMIM.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 8989
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (SGLN.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.


SGLN.LEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.22

1.49

-0.27

Calmar ratioReturn relative to maximum drawdown

1.13

4.09

-2.96

Martin ratioReturn relative to average drawdown

3.51

14.02

-10.51

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

The current SGLN.L Sharpe Ratio is 1.09, which is lower than the EMIM.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of SGLN.L and EMIM.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

SGLN.L vs. EMIM.L - Drawdown Comparison

The maximum SGLN.L drawdown since its inception was -53.23%, which is greater than EMIM.L's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for SGLN.L and EMIM.L.


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Drawdown Indicators


SGLN.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-31.70%

-21.53%

Max Drawdown (1Y)

Largest decline over 1 year

-22.87%

-10.92%

-11.95%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-15.56%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-21.98%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-22.87%

-26.46%

+3.59%

Current Drawdown

Current decline from peak

-20.64%

-3.48%

-17.16%

Average Drawdown

Average peak-to-trough decline

-24.70%

-8.70%

-16.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

3.20%

+4.17%

Volatility

SGLN.L vs. EMIM.L - Volatility Comparison

The current volatility for iShares Physical Gold ETC (SGLN.L) is 6.68%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a volatility of 7.38%. This indicates that SGLN.L experiences smaller price fluctuations and is considered to be less risky than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLN.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

7.38%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

14.94%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

17.33%

+6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

15.97%

+5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

17.86%

+0.98%

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

SGLN.L has a 0.12% expense ratio, which is lower than EMIM.L's 0.18% 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

SGLN.L vs. EMIM.L - Dividend Comparison

Neither SGLN.L nor EMIM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGLN.L and EMIM.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.18% for EMIM.L.

SGLN.L is categorized as Gold, while EMIM.L is Emerging Markets Equities. SGLN.L tracks LBMA Gold Price, while EMIM.L tracks MSCI EM NR USD. Their fees differ too: 0.12% for SGLN.L and 0.18% for EMIM.L.

Portfolio Optimizer

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